{ "$schema": "http://json-schema.org/draft-07/schema#", "definitions": { "fpml5.confirmation.AccrualReferenceAmountTypeEnum": { "title": "AccrualReferenceAmountTypeEnum", "description": "An instance of fpml5.confirmation.AccrualReferenceAmountTypeEnum", "enum": ["Commitment", "Funded", "Other", "Unfunded", "Unutilized", "Utilized"] }, "fpml5.confirmation.AccrualReferenceAmountTypeEnumObject": { "title": "AccrualReferenceAmountTypeEnumObject", "description": "An instance of fpml5.confirmation.AccrualReferenceAmountTypeEnumObject", "enum": [] }, "fpml5.confirmation.AmountAdjustmentEnum": { "title": "AmountAdjustmentEnum", "description": "An instance of fpml5.confirmation.AmountAdjustmentEnum", "enum": ["Decrease", "Increase"] }, "fpml5.confirmation.AmountAdjustmentEnumObject": { "title": "AmountAdjustmentEnumObject", "description": "An instance of fpml5.confirmation.AmountAdjustmentEnumObject", "enum": [] }, "fpml5.confirmation.AveragingInOutEnum": { "title": "AveragingInOutEnum", "description": "An instance of fpml5.confirmation.AveragingInOutEnum", "enum": ["In", "Out", "Both"] }, "fpml5.confirmation.AveragingInOutEnumObject": { "title": "AveragingInOutEnumObject", "description": "An instance of fpml5.confirmation.AveragingInOutEnumObject", "enum": [] }, "fpml5.confirmation.AveragingMethodEnum": { "title": "AveragingMethodEnum", "description": "An instance of fpml5.confirmation.AveragingMethodEnum", "enum": ["Unweighted", "Weighted"] }, "fpml5.confirmation.AveragingMethodEnumObject": { "title": "AveragingMethodEnumObject", "description": "An instance of fpml5.confirmation.AveragingMethodEnumObject", "enum": [] }, "fpml5.confirmation.BreakageCalculatedByEnum": { "title": "BreakageCalculatedByEnum", "description": "An instance of fpml5.confirmation.BreakageCalculatedByEnum", "enum": ["AgentBank", "Lender"] }, "fpml5.confirmation.BreakageCalculatedByEnumObject": { "title": "BreakageCalculatedByEnumObject", "description": "An instance of fpml5.confirmation.BreakageCalculatedByEnumObject", "enum": [] }, "fpml5.confirmation.BullionTypeEnum": { "title": "BullionTypeEnum", "description": "An instance of fpml5.confirmation.BullionTypeEnum", "enum": ["Gold", "Palladium", "Platinum", "Silver", "Rhodium", "RhodiumSponge", "Iridium", "Ruthenium", "Osmium"] }, "fpml5.confirmation.BullionTypeEnumObject": { "title": "BullionTypeEnumObject", "description": "An instance of fpml5.confirmation.BullionTypeEnumObject", "enum": [] }, "fpml5.confirmation.BusinessDayConventionEnum": { "title": "BusinessDayConventionEnum", "description": "An instance of fpml5.confirmation.BusinessDayConventionEnum", "enum": ["FOLLOWING", "FRN", "MODFOLLOWING", "PRECEDING", "MODPRECEDING", "NEAREST", "NONE", "NotApplicable"] }, "fpml5.confirmation.BusinessDayConventionEnumObject": { "title": "BusinessDayConventionEnumObject", "description": "An instance of fpml5.confirmation.BusinessDayConventionEnumObject", "enum": [] }, "fpml5.confirmation.BuySellEnum": { "title": "BuySellEnum", "description": "An instance of fpml5.confirmation.BuySellEnum", "enum": ["Buyer", "Seller"] }, "fpml5.confirmation.BuySellEnumObject": { "title": "BuySellEnumObject", "description": "An instance of fpml5.confirmation.BuySellEnumObject", "enum": [] }, "fpml5.confirmation.CalculationAgentPartyEnum": { "title": "CalculationAgentPartyEnum", "description": "An instance of fpml5.confirmation.CalculationAgentPartyEnum", "enum": ["ExercisingParty", "NonExercisingParty", "AsSpecifiedInMasterAgreement", "AsSpecifiedInStandardTermsSupplement", "Both"] }, "fpml5.confirmation.CalculationAgentPartyEnumObject": { "title": "CalculationAgentPartyEnumObject", "description": "An instance of fpml5.confirmation.CalculationAgentPartyEnumObject", "enum": [] }, "fpml5.confirmation.CalendarSourceEnum": { "title": "CalendarSourceEnum", "description": "An instance of fpml5.confirmation.CalendarSourceEnum", "enum": ["ListedOption", "Future"] }, "fpml5.confirmation.CalendarSourceEnumObject": { "title": "CalendarSourceEnumObject", "description": "An instance of fpml5.confirmation.CalendarSourceEnumObject", "enum": [] }, "fpml5.confirmation.CallingPartyEnum": { "title": "CallingPartyEnum", "description": "An instance of fpml5.confirmation.CallingPartyEnum", "enum": ["InitialBuyer", "InitialSeller", "Either", "AsDefinedInMasterAgreement"] }, "fpml5.confirmation.CallingPartyEnumObject": { "title": "CallingPartyEnumObject", "description": "An instance of fpml5.confirmation.CallingPartyEnumObject", "enum": [] }, "fpml5.confirmation.CollateralValueAllocationEnum": { "title": "CollateralValueAllocationEnum", "description": "An instance of fpml5.confirmation.CollateralValueAllocationEnum", "enum": ["Buffer", "Full", "ExcessOverMargin", "Margin"] }, "fpml5.confirmation.CollateralValueAllocationEnumObject": { "title": "CollateralValueAllocationEnumObject", "description": "An instance of fpml5.confirmation.CollateralValueAllocationEnumObject", "enum": [] }, "fpml5.confirmation.CommissionDenominationEnum": { "title": "CommissionDenominationEnum", "description": "An instance of fpml5.confirmation.CommissionDenominationEnum", "enum": ["BPS", "Percentage", "CentsPerShare", "FixedAmount"] }, "fpml5.confirmation.CommissionDenominationEnumObject": { "title": "CommissionDenominationEnumObject", "description": "An instance of fpml5.confirmation.CommissionDenominationEnumObject", "enum": [] }, "fpml5.confirmation.CommodityBullionSettlementDisruptionEnum": { "title": "CommodityBullionSettlementDisruptionEnum", "description": "An instance of fpml5.confirmation.CommodityBullionSettlementDisruptionEnum", "enum": ["Negotiation", "CancellationAndPayment"] }, "fpml5.confirmation.CommodityBullionSettlementDisruptionEnumObject": { "title": "CommodityBullionSettlementDisruptionEnumObject", "description": "An instance of fpml5.confirmation.CommodityBullionSettlementDisruptionEnumObject", "enum": [] }, "fpml5.confirmation.CommodityDayTypeEnum": { "title": "CommodityDayTypeEnum", "description": "An instance of fpml5.confirmation.CommodityDayTypeEnum", "enum": [] }, "fpml5.confirmation.CommodityDayTypeEnumMember1": { "title": "CommodityDayTypeEnumMember1", "description": "An instance of fpml5.confirmation.CommodityDayTypeEnumMember1", "enum": ["GasFlow", "NearbyContractDay"] }, "fpml5.confirmation.CommodityDayTypeEnumMember1Object": { "title": "CommodityDayTypeEnumMember1Object", "description": "An instance of fpml5.confirmation.CommodityDayTypeEnumMember1Object", "enum": [] }, "fpml5.confirmation.CommodityKnockEnum": { "title": "CommodityKnockEnum", "description": "An instance of fpml5.confirmation.CommodityKnockEnum", "enum": ["In", "Out"] }, "fpml5.confirmation.CommodityKnockEnumObject": { "title": "CommodityKnockEnumObject", "description": "An instance of fpml5.confirmation.CommodityKnockEnumObject", "enum": [] }, "fpml5.confirmation.CommodityPayRelativeToEnum": { "title": "CommodityPayRelativeToEnum", "description": "An instance of fpml5.confirmation.CommodityPayRelativeToEnum", "enum": [] }, "fpml5.confirmation.CommodityPayRelativeToEnumMember1": { "title": "CommodityPayRelativeToEnumMember1", "description": "An instance of fpml5.confirmation.CommodityPayRelativeToEnumMember1", "enum": [ "CalculationDate", "CalculationPeriodMonthEnd", "CalculationPeriodMonthStart", "EffectiveDate", "PricingPeriodMonthEnd", "TerminationOrExpirationDate", "TradeDate", "PricingPeriodEndOfWeek", "FirstPricingDate" ] }, "fpml5.confirmation.CommodityPayRelativeToEnumMember1Object": { "title": "CommodityPayRelativeToEnumMember1Object", "description": "An instance of fpml5.confirmation.CommodityPayRelativeToEnumMember1Object", "enum": [] }, "fpml5.confirmation.CommodityReturnCalculationFormulaEnum": { "title": "CommodityReturnCalculationFormulaEnum", "description": "An instance of fpml5.confirmation.CommodityReturnCalculationFormulaEnum", "enum": ["SimpleFormula", "CompoundFormula"] }, "fpml5.confirmation.CommodityReturnCalculationFormulaEnumObject": { "title": "CommodityReturnCalculationFormulaEnumObject", "description": "An instance of fpml5.confirmation.CommodityReturnCalculationFormulaEnumObject", "enum": [] }, "fpml5.confirmation.CompoundingMethodEnum": { "title": "CompoundingMethodEnum", "description": "An instance of fpml5.confirmation.CompoundingMethodEnum", "enum": ["Flat", "None", "Straight", "SpreadExclusive"] }, "fpml5.confirmation.CompoundingMethodEnumObject": { "title": "CompoundingMethodEnumObject", "description": "An instance of fpml5.confirmation.CompoundingMethodEnumObject", "enum": [] }, "fpml5.confirmation.ConditionEnum": { "title": "ConditionEnum", "description": "An instance of fpml5.confirmation.ConditionEnum", "enum": ["AtOrAbove", "AtOrBelow", "Above", "Below"] }, "fpml5.confirmation.ConditionEnumObject": { "title": "ConditionEnumObject", "description": "An instance of fpml5.confirmation.ConditionEnumObject", "enum": [] }, "fpml5.confirmation.ConditionsPrecedentMetEnum": { "title": "ConditionsPrecedentMetEnum", "description": "An instance of fpml5.confirmation.ConditionsPrecedentMetEnum", "enum": ["No", "Waived", "Yes"] }, "fpml5.confirmation.ConditionsPrecedentMetEnumObject": { "title": "ConditionsPrecedentMetEnumObject", "description": "An instance of fpml5.confirmation.ConditionsPrecedentMetEnumObject", "enum": [] }, "fpml5.confirmation.CorrelationValue": { "title": "CorrelationValue", "description": "An instance of fpml5.confirmation.CorrelationValue", "enum": [] }, "fpml5.confirmation.DayOfWeekEnum": { "title": "DayOfWeekEnum", "description": "An instance of fpml5.confirmation.DayOfWeekEnum", "enum": ["MON", "TUE", "WED", "THU", "FRI", "SAT", "SUN"] }, "fpml5.confirmation.DayOfWeekEnumObject": { "title": "DayOfWeekEnumObject", "description": "An instance of fpml5.confirmation.DayOfWeekEnumObject", "enum": [] }, "fpml5.confirmation.DayOfWeekExtEnum": { "title": "DayOfWeekExtEnum", "description": "An instance of fpml5.confirmation.DayOfWeekExtEnum", "enum": [] }, "fpml5.confirmation.DayOfWeekExtEnumMember1": { "title": "DayOfWeekExtEnumMember1", "description": "An instance of fpml5.confirmation.DayOfWeekExtEnumMember1", "enum": ["WD", "WN"] }, "fpml5.confirmation.DayOfWeekExtEnumMember1Object": { "title": "DayOfWeekExtEnumMember1Object", "description": "An instance of fpml5.confirmation.DayOfWeekExtEnumMember1Object", "enum": [] }, "fpml5.confirmation.DayTypeEnum": { "title": "DayTypeEnum", "description": "An instance of fpml5.confirmation.DayTypeEnum", "enum": ["Business", "Calendar", "CommodityBusiness", "CurrencyBusiness", "ExchangeBusiness", "ScheduledTradingDay"] }, "fpml5.confirmation.DayTypeEnumObject": { "title": "DayTypeEnumObject", "description": "An instance of fpml5.confirmation.DayTypeEnumObject", "enum": [] }, "fpml5.confirmation.DealtCurrencyEnum": { "title": "DealtCurrencyEnum", "description": "An instance of fpml5.confirmation.DealtCurrencyEnum", "enum": ["ExchangedCurrency1", "ExchangedCurrency2"] }, "fpml5.confirmation.DealtCurrencyEnumObject": { "title": "DealtCurrencyEnumObject", "description": "An instance of fpml5.confirmation.DealtCurrencyEnumObject", "enum": [] }, "fpml5.confirmation.DeliveryDatesEnum": { "title": "DeliveryDatesEnum", "description": "An instance of fpml5.confirmation.DeliveryDatesEnum", "enum": [ "CalculationPeriod", "FirstNearby", "SecondNearby", "ThirdNearby", "FourthNearby", "FifthNearby", "SixthNearby", "SeventhNearby", "EighthNearby", "NinthNearby", "TenthNearby", "EleventhNearby", "TwelfthNearby", "ThirteenthNearby", "FourteenthNearby", "FifteenthNearby", "SixteenthNearby", "SeventeenthNearby", "EighteenthNearby", "NineteenthNearby", "TwentiethNearby", "TwentyFirstNearby", "TwentySecondNearby", "TwentyThirdNearby", "TwentyFourthNearby", "TwentyFifthNearby", "TwentySixthNearby", "TwentySeventhNearby", "TwentyEighthNearby", "TwentyNinthNearby", "ThirtiethNearby", "ThirtyFirstNearby", "ThirtySecondNearby", "ThirtyThirdNearby", "ThirtyFourthNearby", "ThirtyFifthNearby", "ThirtySixthNearby", "ThirtySeventhNearby", "ThirtyEighthNearby", "ThirtyNinthNearby", "FortiethNearby", "FortyFirstNearby", "FortySecondNearby", "FortyThirdNearby", "FortyFourthNearby", "FortyFifthNearby", "FortySixthNearby", "FortySeventhNearby", "FortyEighthNearby", "FortyNinthNearby", "FiftiethNearby", "FiftyFirstNearby", "FiftySecondNearby", "FiftyThirdNearby", "FiftyFourthNearby", "FiftyFifthNearby", "FiftySixthNearby", "FiftySeventhNearby", "FiftyEighthNearby", "FiftyNinthNearby", "Spot", "FirstNearbyWeek", "SecondNearbyWeek", "ThirdNearbyWeek", "FourthNearbyWeek", "FifthNearbyWeek", "SixthNearbyWeek", "SeventhNearbyWeek", "EighthNearbyWeek", "NinthNearbyWeek", "TenthNearbyWeek", "EleventhNearbyWeek", "TwelfthNearbyWeek", "ThirteenthNearbyWeek", "FourteenthNearbyWeek", "FifteenthNearbyWeek", "SixteenthNearbyWeek", "SeventeenthNearbyWeek", "EighteenthNearbyWeek", "NineteenthNearbyWeek", "TwentiethNearbyWeek", "TwentyFirstNearbyWeek", "TwentySecondNearbyWeek", "TwentyThirdNearbyWeek", "TwentyFourthearbyWeek", "TwentyFifthNearbyWeek", "TwentySixthNearbyWeek", "TwentySeventhNearbyWeek", "TwentyEighthNearbyWeek", "TwentyNinthNearbyWeek", "ThirtiethNearbyWeek", "ThirtyFirstNearbyWeek", "ThirtySecondNearbyWeek", "ThirtyThirdNearbyWeek", "ThirtyFourthNearbyWeek", "ThirtyFifthNearbyWeek", "ThirtySixthNearbyWeek", "ThirtySeventhNearbyWeek", "ThirtyEighthNearbyWeek", "ThirtyNinthNearbyWeek", "FortiethNearbyWeek", "FortyFirstNearbyWeek", "FortySecondNearbyWeek", "FortyThirdNearbyWeek", "FortyFourthNearbyWeek", "FortyFifthNearbyWeek", "FortySixthNearbyWeek", "FortySeventhNearbyWeek", "FortyEighthNearbyWeek", "FortyNinthNearbyWeek", "FiftiethNearbyWeek", "FiftyFirstNearbyWeek", "FiftySecondNearbyWeek" ] }, "fpml5.confirmation.DeliveryDatesEnumObject": { "title": "DeliveryDatesEnumObject", "description": "An instance of fpml5.confirmation.DeliveryDatesEnumObject", "enum": [] }, "fpml5.confirmation.DeliveryNearbyTypeEnum": { "title": "DeliveryNearbyTypeEnum", "description": "An instance of fpml5.confirmation.DeliveryNearbyTypeEnum", "enum": ["CalculationPeriod", "NearbyMonth", "NearbyWeek"] }, "fpml5.confirmation.DeliveryNearbyTypeEnumObject": { "title": "DeliveryNearbyTypeEnumObject", "description": "An instance of fpml5.confirmation.DeliveryNearbyTypeEnumObject", "enum": [] }, "fpml5.confirmation.DeliveryTypeEnum": { "title": "DeliveryTypeEnum", "description": "An instance of fpml5.confirmation.DeliveryTypeEnum", "enum": ["Firm", "Interruptible"] }, "fpml5.confirmation.DeliveryTypeEnumObject": { "title": "DeliveryTypeEnumObject", "description": "An instance of fpml5.confirmation.DeliveryTypeEnumObject", "enum": [] }, "fpml5.confirmation.DifferenceSeverityEnum": { "title": "DifferenceSeverityEnum", "description": "An instance of fpml5.confirmation.DifferenceSeverityEnum", "enum": ["Warning", "Error"] }, "fpml5.confirmation.DifferenceSeverityEnumObject": { "title": "DifferenceSeverityEnumObject", "description": "An instance of fpml5.confirmation.DifferenceSeverityEnumObject", "enum": [] }, "fpml5.confirmation.DifferenceTypeEnum": { "title": "DifferenceTypeEnum", "description": "An instance of fpml5.confirmation.DifferenceTypeEnum", "enum": ["Value", "Reference", "Structure", "Scheme"] }, "fpml5.confirmation.DifferenceTypeEnumObject": { "title": "DifferenceTypeEnumObject", "description": "An instance of fpml5.confirmation.DifferenceTypeEnumObject", "enum": [] }, "fpml5.confirmation.DiscountingTypeEnum": { "title": "DiscountingTypeEnum", "description": "An instance of fpml5.confirmation.DiscountingTypeEnum", "enum": ["Standard", "FRA", "FRAYield"] }, "fpml5.confirmation.DiscountingTypeEnumObject": { "title": "DiscountingTypeEnumObject", "description": "An instance of fpml5.confirmation.DiscountingTypeEnumObject", "enum": [] }, "fpml5.confirmation.DisruptionFallbacksEnum": { "title": "DisruptionFallbacksEnum", "description": "An instance of fpml5.confirmation.DisruptionFallbacksEnum", "enum": ["AsSpecifiedInMasterAgreement", "AsSpecifiedInConfirmation"] }, "fpml5.confirmation.DisruptionFallbacksEnumObject": { "title": "DisruptionFallbacksEnumObject", "description": "An instance of fpml5.confirmation.DisruptionFallbacksEnumObject", "enum": [] }, "fpml5.confirmation.DividendAmountTypeEnum": { "title": "DividendAmountTypeEnum", "description": "An instance of fpml5.confirmation.DividendAmountTypeEnum", "enum": ["RecordAmount", "ExAmount", "PaidAmount", "AsSpecifiedInMasterConfirmation"] }, "fpml5.confirmation.DividendAmountTypeEnumObject": { "title": "DividendAmountTypeEnumObject", "description": "An instance of fpml5.confirmation.DividendAmountTypeEnumObject", "enum": [] }, "fpml5.confirmation.DividendCompositionEnum": { "title": "DividendCompositionEnum", "description": "An instance of fpml5.confirmation.DividendCompositionEnum", "enum": ["EquityAmountReceiverElection", "CalculationAgentElection"] }, "fpml5.confirmation.DividendCompositionEnumObject": { "title": "DividendCompositionEnumObject", "description": "An instance of fpml5.confirmation.DividendCompositionEnumObject", "enum": [] }, "fpml5.confirmation.DividendDateReferenceEnum": { "title": "DividendDateReferenceEnum", "description": "An instance of fpml5.confirmation.DividendDateReferenceEnum", "enum": [ "ExDate", "DividendPaymentDate", "DividendValuationDate", "RecordDate", "TerminationDate", "EquityPaymentDate", "FollowingPaymentDate", "AdHocDate", "CumulativeEquityPaid", "CumulativeLiborPaid", "CumulativeEquityExDiv", "CumulativeLiborExDiv", "SharePayment", "CashSettlementPaymentDate", "FloatingAmountPaymentDate", "CashSettlePaymentDateExDiv", "CashSettlePaymentDateIssuerPayment", "ExDividendPaymentDate" ] }, "fpml5.confirmation.DividendDateReferenceEnumObject": { "title": "DividendDateReferenceEnumObject", "description": "An instance of fpml5.confirmation.DividendDateReferenceEnumObject", "enum": [] }, "fpml5.confirmation.DividendEntitlementEnum": { "title": "DividendEntitlementEnum", "description": "An instance of fpml5.confirmation.DividendEntitlementEnum", "enum": ["ExDate", "RecordDate"] }, "fpml5.confirmation.DividendEntitlementEnumObject": { "title": "DividendEntitlementEnumObject", "description": "An instance of fpml5.confirmation.DividendEntitlementEnumObject", "enum": [] }, "fpml5.confirmation.DividendPeriodEnum": { "title": "DividendPeriodEnum", "description": "An instance of fpml5.confirmation.DividendPeriodEnum", "enum": ["FirstPeriod", "SecondPeriod"] }, "fpml5.confirmation.DividendPeriodEnumObject": { "title": "DividendPeriodEnumObject", "description": "An instance of fpml5.confirmation.DividendPeriodEnumObject", "enum": [] }, "fpml5.confirmation.DualCurrencyStrikeQuoteBasisEnum": { "title": "DualCurrencyStrikeQuoteBasisEnum", "description": "An instance of fpml5.confirmation.DualCurrencyStrikeQuoteBasisEnum", "enum": ["DepositCurrencyPerAlternateCurrency", "AlternateCurrencyPerDepositCurrency"] }, "fpml5.confirmation.DualCurrencyStrikeQuoteBasisEnumObject": { "title": "DualCurrencyStrikeQuoteBasisEnumObject", "description": "An instance of fpml5.confirmation.DualCurrencyStrikeQuoteBasisEnumObject", "enum": [] }, "fpml5.confirmation.EarlyTerminationDateEnum": { "title": "EarlyTerminationDateEnum", "description": "An instance of fpml5.confirmation.EarlyTerminationDateEnum", "enum": ["AnyDay", "ValuationDate", "ResetDate", "AfterFirstResetDate", "AsSpecifiedInMCA"] }, "fpml5.confirmation.EarlyTerminationDateEnumObject": { "title": "EarlyTerminationDateEnumObject", "description": "An instance of fpml5.confirmation.EarlyTerminationDateEnumObject", "enum": [] }, "fpml5.confirmation.ElectricityProductTypeEnum": { "title": "ElectricityProductTypeEnum", "description": "An instance of fpml5.confirmation.ElectricityProductTypeEnum", "enum": ["Electricity"] }, "fpml5.confirmation.ElectricityProductTypeEnumObject": { "title": "ElectricityProductTypeEnumObject", "description": "An instance of fpml5.confirmation.ElectricityProductTypeEnumObject", "enum": [] }, "fpml5.confirmation.EnvironmentalAbandonmentOfSchemeEnum": { "title": "EnvironmentalAbandonmentOfSchemeEnum", "description": "An instance of fpml5.confirmation.EnvironmentalAbandonmentOfSchemeEnum", "enum": ["OptionA1", "OptionA2", "OptionB", "OptionC"] }, "fpml5.confirmation.EnvironmentalAbandonmentOfSchemeEnumObject": { "title": "EnvironmentalAbandonmentOfSchemeEnumObject", "description": "An instance of fpml5.confirmation.EnvironmentalAbandonmentOfSchemeEnumObject", "enum": [] }, "fpml5.confirmation.EnvironmentalProductTypeEnum": { "title": "EnvironmentalProductTypeEnum", "description": "An instance of fpml5.confirmation.EnvironmentalProductTypeEnum", "enum": [ "EUAllowance", "EUCredit", "AlternativeAllowance", "NOXEmissionsProduct", "RegionalEmissionsProduct", "RGGIEmissionsProduct", "SO2EmissionsProduct", "StateEmissionProduct", "VoluntaryEmissionProduct", "RenewableEnergyCertificate", "AUSCarbonCreditUnit", "AUSCarbonUnit", "AUSEnergySavingCertificate", "AUSLargeScaleGenerationCertificate", "AUSSmallScaleTechnologyCertificate", "AUSVictorianEnergyEfficiencyCertificate", "MXCCFECRTINTLODS", "NZEmissionsUnits", "UKRenewableObligationCertificate" ] }, "fpml5.confirmation.EnvironmentalProductTypeEnumObject": { "title": "EnvironmentalProductTypeEnumObject", "description": "An instance of fpml5.confirmation.EnvironmentalProductTypeEnumObject", "enum": [] }, "fpml5.confirmation.EquityOptionTypeEnum": { "title": "EquityOptionTypeEnum", "description": "An instance of fpml5.confirmation.EquityOptionTypeEnum", "enum": [] }, "fpml5.confirmation.EquityOptionTypeEnumMember1": { "title": "EquityOptionTypeEnumMember1", "description": "An instance of fpml5.confirmation.EquityOptionTypeEnumMember1", "enum": ["Forward"] }, "fpml5.confirmation.EquityOptionTypeEnumMember1Object": { "title": "EquityOptionTypeEnumMember1Object", "description": "An instance of fpml5.confirmation.EquityOptionTypeEnumMember1Object", "enum": [] }, "fpml5.confirmation.ExerciseActionEnum": { "title": "ExerciseActionEnum", "description": "An instance of fpml5.confirmation.ExerciseActionEnum", "enum": ["FullExercise", "PartialExercise", "Abandon"] }, "fpml5.confirmation.ExerciseActionEnumObject": { "title": "ExerciseActionEnumObject", "description": "An instance of fpml5.confirmation.ExerciseActionEnumObject", "enum": [] }, "fpml5.confirmation.ExerciseSideEnum": { "title": "ExerciseSideEnum", "description": "An instance of fpml5.confirmation.ExerciseSideEnum", "enum": [] }, "fpml5.confirmation.ExerciseSideEnumMember1": { "title": "ExerciseSideEnumMember1", "description": "An instance of fpml5.confirmation.ExerciseSideEnumMember1", "enum": ["Payer", "Receiver"] }, "fpml5.confirmation.ExerciseSideEnumMember1Object": { "title": "ExerciseSideEnumMember1Object", "description": "An instance of fpml5.confirmation.ExerciseSideEnumMember1Object", "enum": [] }, "fpml5.confirmation.ExerciseStyleEnum": { "title": "ExerciseStyleEnum", "description": "An instance of fpml5.confirmation.ExerciseStyleEnum", "enum": ["American", "Bermuda", "European"] }, "fpml5.confirmation.ExerciseStyleEnumObject": { "title": "ExerciseStyleEnumObject", "description": "An instance of fpml5.confirmation.ExerciseStyleEnumObject", "enum": [] }, "fpml5.confirmation.ExerciseTimingEnum": { "title": "ExerciseTimingEnum", "description": "An instance of fpml5.confirmation.ExerciseTimingEnum", "enum": ["Immediate", "OnExpiration"] }, "fpml5.confirmation.ExerciseTimingEnumObject": { "title": "ExerciseTimingEnumObject", "description": "An instance of fpml5.confirmation.ExerciseTimingEnumObject", "enum": [] }, "fpml5.confirmation.FeeElectionEnum": { "title": "FeeElectionEnum", "description": "An instance of fpml5.confirmation.FeeElectionEnum", "enum": ["FlatFee", "AmortizedFee", "FundingFee", "FlatFeeAndFundingFee", "AmortizedFeeAndFundingFee"] }, "fpml5.confirmation.FeeElectionEnumObject": { "title": "FeeElectionEnumObject", "description": "An instance of fpml5.confirmation.FeeElectionEnumObject", "enum": [] }, "fpml5.confirmation.FlatRateEnum": { "title": "FlatRateEnum", "description": "An instance of fpml5.confirmation.FlatRateEnum", "enum": ["Fixed", "Floating"] }, "fpml5.confirmation.FlatRateEnumObject": { "title": "FlatRateEnumObject", "description": "An instance of fpml5.confirmation.FlatRateEnumObject", "enum": [] }, "fpml5.confirmation.FpmlVersionType": { "title": "FpmlVersionType", "description": "An instance of fpml5.confirmation.FpmlVersionType", "enum": [] }, "fpml5.confirmation.FPVFinalPriceElectionFallbackEnum": { "title": "FPVFinalPriceElectionFallbackEnum", "description": "An instance of fpml5.confirmation.FPVFinalPriceElectionFallbackEnum", "enum": ["FPVClose", "FPVHedgeExecution"] }, "fpml5.confirmation.FPVFinalPriceElectionFallbackEnumObject": { "title": "FPVFinalPriceElectionFallbackEnumObject", "description": "An instance of fpml5.confirmation.FPVFinalPriceElectionFallbackEnumObject", "enum": [] }, "fpml5.confirmation.FraDiscountingEnum": { "title": "FraDiscountingEnum", "description": "An instance of fpml5.confirmation.FraDiscountingEnum", "enum": ["ISDA", "AFMA", "NONE", "ISDAYield"] }, "fpml5.confirmation.FraDiscountingEnumObject": { "title": "FraDiscountingEnumObject", "description": "An instance of fpml5.confirmation.FraDiscountingEnumObject", "enum": [] }, "fpml5.confirmation.FxAccrualKnockoutBarrierRetentionEnum": { "title": "FxAccrualKnockoutBarrierRetentionEnum", "description": "An instance of fpml5.confirmation.FxAccrualKnockoutBarrierRetentionEnum", "enum": ["Keep", "Lose"] }, "fpml5.confirmation.FxAccrualKnockoutBarrierRetentionEnumObject": { "title": "FxAccrualKnockoutBarrierRetentionEnumObject", "description": "An instance of fpml5.confirmation.FxAccrualKnockoutBarrierRetentionEnumObject", "enum": [] }, "fpml5.confirmation.FxAveragingMethodEnum": { "title": "FxAveragingMethodEnum", "description": "An instance of fpml5.confirmation.FxAveragingMethodEnum", "enum": ["Arithmetic", "Harmonic"] }, "fpml5.confirmation.FxAveragingMethodEnumObject": { "title": "FxAveragingMethodEnumObject", "description": "An instance of fpml5.confirmation.FxAveragingMethodEnumObject", "enum": [] }, "fpml5.confirmation.FxBarrierDirectionEnum": { "title": "FxBarrierDirectionEnum", "description": "An instance of fpml5.confirmation.FxBarrierDirectionEnum", "enum": ["Down", "Up"] }, "fpml5.confirmation.FxBarrierDirectionEnumObject": { "title": "FxBarrierDirectionEnumObject", "description": "An instance of fpml5.confirmation.FxBarrierDirectionEnumObject", "enum": [] }, "fpml5.confirmation.FxBarrierScopeEnum": { "title": "FxBarrierScopeEnum", "description": "An instance of fpml5.confirmation.FxBarrierScopeEnum", "enum": ["Global", "PerExpiry"] }, "fpml5.confirmation.FxBarrierScopeEnumObject": { "title": "FxBarrierScopeEnumObject", "description": "An instance of fpml5.confirmation.FxBarrierScopeEnumObject", "enum": [] }, "fpml5.confirmation.FxBarrierStyleEnum": { "title": "FxBarrierStyleEnum", "description": "An instance of fpml5.confirmation.FxBarrierStyleEnum", "enum": ["American", "European"] }, "fpml5.confirmation.FxBarrierStyleEnumObject": { "title": "FxBarrierStyleEnumObject", "description": "An instance of fpml5.confirmation.FxBarrierStyleEnumObject", "enum": [] }, "fpml5.confirmation.FxBarrierTypeEnum": { "title": "FxBarrierTypeEnum", "description": "An instance of fpml5.confirmation.FxBarrierTypeEnum", "enum": ["Knockin", "Knockout", "ReverseKnockin", "ReverseKnockout"] }, "fpml5.confirmation.FxBarrierTypeEnumObject": { "title": "FxBarrierTypeEnumObject", "description": "An instance of fpml5.confirmation.FxBarrierTypeEnumObject", "enum": [] }, "fpml5.confirmation.FxBarrierTypeSimpleEnum": { "title": "FxBarrierTypeSimpleEnum", "description": "An instance of fpml5.confirmation.FxBarrierTypeSimpleEnum", "enum": ["Knockin", "Knockout"] }, "fpml5.confirmation.FxBarrierTypeSimpleEnumObject": { "title": "FxBarrierTypeSimpleEnumObject", "description": "An instance of fpml5.confirmation.FxBarrierTypeSimpleEnumObject", "enum": [] }, "fpml5.confirmation.FxOffsetConventionEnum": { "title": "FxOffsetConventionEnum", "description": "An instance of fpml5.confirmation.FxOffsetConventionEnum", "enum": ["FxSpot", "FxForward"] }, "fpml5.confirmation.FxOffsetConventionEnumObject": { "title": "FxOffsetConventionEnumObject", "description": "An instance of fpml5.confirmation.FxOffsetConventionEnumObject", "enum": [] }, "fpml5.confirmation.FxRegionLowerBoundDirectionEnum": { "title": "FxRegionLowerBoundDirectionEnum", "description": "An instance of fpml5.confirmation.FxRegionLowerBoundDirectionEnum", "enum": ["AtOrAbove", "Above"] }, "fpml5.confirmation.FxRegionLowerBoundDirectionEnumObject": { "title": "FxRegionLowerBoundDirectionEnumObject", "description": "An instance of fpml5.confirmation.FxRegionLowerBoundDirectionEnumObject", "enum": [] }, "fpml5.confirmation.FxRegionUpperBoundDirectionEnum": { "title": "FxRegionUpperBoundDirectionEnum", "description": "An instance of fpml5.confirmation.FxRegionUpperBoundDirectionEnum", "enum": ["AtOrBelow", "Below"] }, "fpml5.confirmation.FxRegionUpperBoundDirectionEnumObject": { "title": "FxRegionUpperBoundDirectionEnumObject", "description": "An instance of fpml5.confirmation.FxRegionUpperBoundDirectionEnumObject", "enum": [] }, "fpml5.confirmation.FxSettlementAdjustmentMethodEnum": { "title": "FxSettlementAdjustmentMethodEnum", "description": "An instance of fpml5.confirmation.FxSettlementAdjustmentMethodEnum", "enum": ["VariedStrike", "VariedNotional"] }, "fpml5.confirmation.FxSettlementAdjustmentMethodEnumObject": { "title": "FxSettlementAdjustmentMethodEnumObject", "description": "An instance of fpml5.confirmation.FxSettlementAdjustmentMethodEnumObject", "enum": [] }, "fpml5.confirmation.FxStraddleTypeEnum": { "title": "FxStraddleTypeEnum", "description": "An instance of fpml5.confirmation.FxStraddleTypeEnum", "enum": ["AtTheMoneyForward", "DeltaNeutral"] }, "fpml5.confirmation.FxStraddleTypeEnumObject": { "title": "FxStraddleTypeEnumObject", "description": "An instance of fpml5.confirmation.FxStraddleTypeEnumObject", "enum": [] }, "fpml5.confirmation.FxTargetStyleEnum": { "title": "FxTargetStyleEnum", "description": "An instance of fpml5.confirmation.FxTargetStyleEnum", "enum": ["Exact", "Exclusive", "Inclusive"] }, "fpml5.confirmation.FxTargetStyleEnumObject": { "title": "FxTargetStyleEnumObject", "description": "An instance of fpml5.confirmation.FxTargetStyleEnumObject", "enum": [] }, "fpml5.confirmation.FxTenorPeriodEnum": { "title": "FxTenorPeriodEnum", "description": "An instance of fpml5.confirmation.FxTenorPeriodEnum", "enum": ["Broken", "Today", "Tomorrow", "TomorrowNext", "Spot", "SpotNext"] }, "fpml5.confirmation.FxTenorPeriodEnumObject": { "title": "FxTenorPeriodEnumObject", "description": "An instance of fpml5.confirmation.FxTenorPeriodEnumObject", "enum": [] }, "fpml5.confirmation.GasProductTypeEnum": { "title": "GasProductTypeEnum", "description": "An instance of fpml5.confirmation.GasProductTypeEnum", "enum": [ "Butane", "CarbonDioxide", "EPMix", "Ethane", "Gasoline", "Helium", "HydrogenSulfide", "Isobutane", "Methane", "Naphtha", "NaturalGas", "Nitrogen", "Pentane", "Propane", "Propylene", "Water" ] }, "fpml5.confirmation.GasProductTypeEnumObject": { "title": "GasProductTypeEnumObject", "description": "An instance of fpml5.confirmation.GasProductTypeEnumObject", "enum": [] }, "fpml5.confirmation.HourMinuteTime": { "title": "HourMinuteTime", "description": "An instance of fpml5.confirmation.HourMinuteTime", "enum": [] }, "fpml5.confirmation.IndexEventConsequenceEnum": { "title": "IndexEventConsequenceEnum", "description": "An instance of fpml5.confirmation.IndexEventConsequenceEnum", "enum": ["CalculationAgentAdjustment", "NegotiatedCloseOut", "CancellationAndPayment", "RelatedExchange"] }, "fpml5.confirmation.IndexEventConsequenceEnumObject": { "title": "IndexEventConsequenceEnumObject", "description": "An instance of fpml5.confirmation.IndexEventConsequenceEnumObject", "enum": [] }, "fpml5.confirmation.Initial": { "title": "Initial", "description": "An instance of fpml5.confirmation.Initial", "enum": [] }, "fpml5.confirmation.InterestCalculationMethodEnum": { "title": "InterestCalculationMethodEnum", "description": "An instance of fpml5.confirmation.InterestCalculationMethodEnum", "enum": ["ContractPositionThruPeriod", "ProRataShareSnapshot"] }, "fpml5.confirmation.InterestCalculationMethodEnumObject": { "title": "InterestCalculationMethodEnumObject", "description": "An instance of fpml5.confirmation.InterestCalculationMethodEnumObject", "enum": [] }, "fpml5.confirmation.InterestShortfallCapEnum": { "title": "InterestShortfallCapEnum", "description": "An instance of fpml5.confirmation.InterestShortfallCapEnum", "enum": ["Fixed", "Variable"] }, "fpml5.confirmation.InterestShortfallCapEnumObject": { "title": "InterestShortfallCapEnumObject", "description": "An instance of fpml5.confirmation.InterestShortfallCapEnumObject", "enum": [] }, "fpml5.confirmation.InterpolationPeriodEnum": { "title": "InterpolationPeriodEnum", "description": "An instance of fpml5.confirmation.InterpolationPeriodEnum", "enum": ["Initial", "InitialAndFinal", "Final", "AnyPeriod"] }, "fpml5.confirmation.InterpolationPeriodEnumObject": { "title": "InterpolationPeriodEnumObject", "description": "An instance of fpml5.confirmation.InterpolationPeriodEnumObject", "enum": [] }, "fpml5.confirmation.LcAutoAdjustEnum": { "title": "LcAutoAdjustEnum", "description": "An instance of fpml5.confirmation.LcAutoAdjustEnum", "enum": ["AutoDecrease", "AutoIncrease", "AutoIncreaseOrDecrease"] }, "fpml5.confirmation.LcAutoAdjustEnumObject": { "title": "LcAutoAdjustEnumObject", "description": "An instance of fpml5.confirmation.LcAutoAdjustEnumObject", "enum": [] }, "fpml5.confirmation.LengthUnitEnum": { "title": "LengthUnitEnum", "description": "An instance of fpml5.confirmation.LengthUnitEnum", "enum": ["Pages", "TimeUnit"] }, "fpml5.confirmation.LengthUnitEnumObject": { "title": "LengthUnitEnumObject", "description": "An instance of fpml5.confirmation.LengthUnitEnumObject", "enum": [] }, "fpml5.confirmation.LimitModelEnum": { "title": "LimitModelEnum", "description": "An instance of fpml5.confirmation.LimitModelEnum", "enum": ["Ping", "Plus1ToStop", "Plus1ToPing", "PushToPing", "PushToStop"] }, "fpml5.confirmation.LimitModelEnumObject": { "title": "LimitModelEnumObject", "description": "An instance of fpml5.confirmation.LimitModelEnumObject", "enum": [] }, "fpml5.confirmation.LoadTypeEnum": { "title": "LoadTypeEnum", "description": "An instance of fpml5.confirmation.LoadTypeEnum", "enum": ["Base", "Peak", "OffPeak", "BlockHours", "Custom"] }, "fpml5.confirmation.LoadTypeEnumObject": { "title": "LoadTypeEnumObject", "description": "An instance of fpml5.confirmation.LoadTypeEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingAccrualSettlementEnum": { "title": "LoanTradingAccrualSettlementEnum", "description": "An instance of fpml5.confirmation.LoanTradingAccrualSettlementEnum", "enum": ["Flat", "SettledWithAccrued", "SettledWithoutAccrued"] }, "fpml5.confirmation.LoanTradingAccrualSettlementEnumObject": { "title": "LoanTradingAccrualSettlementEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingAccrualSettlementEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingAccruingFeeTypeEnum": { "title": "LoanTradingAccruingFeeTypeEnum", "description": "An instance of fpml5.confirmation.LoanTradingAccruingFeeTypeEnum", "enum": ["Commitment", "Facility", "LetterOfCreditIssuance", "Ticking", "Utilization"] }, "fpml5.confirmation.LoanTradingAccruingFeeTypeEnumObject": { "title": "LoanTradingAccruingFeeTypeEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingAccruingFeeTypeEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingAssocEnum": { "title": "LoanTradingAssocEnum", "description": "An instance of fpml5.confirmation.LoanTradingAssocEnum", "enum": ["LMA", "LSTA"] }, "fpml5.confirmation.LoanTradingAssocEnumObject": { "title": "LoanTradingAssocEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingAssocEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingDocTypeEnum": { "title": "LoanTradingDocTypeEnum", "description": "An instance of fpml5.confirmation.LoanTradingDocTypeEnum", "enum": ["Distressed", "Par"] }, "fpml5.confirmation.LoanTradingDocTypeEnumObject": { "title": "LoanTradingDocTypeEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingDocTypeEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingFormOfPurchaseEnum": { "title": "LoanTradingFormOfPurchaseEnum", "description": "An instance of fpml5.confirmation.LoanTradingFormOfPurchaseEnum", "enum": [ "Assignment", "AssignmentOnly", "Other", "LMAFundedParticipation", "LMAFundedRiskParticipation", "LMARiskParticipation", "LMARiskToFundedParticipation", "LMATransferAgreement", "LMATransferCertificate", "Participation" ] }, "fpml5.confirmation.LoanTradingFormOfPurchaseEnumObject": { "title": "LoanTradingFormOfPurchaseEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingFormOfPurchaseEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingNonRecurringFeeTypeEnum": { "title": "LoanTradingNonRecurringFeeTypeEnum", "description": "An instance of fpml5.confirmation.LoanTradingNonRecurringFeeTypeEnum", "enum": ["Amendment", "Consent", "Facility", "FacilityExension", "Upfront", "Waiver"] }, "fpml5.confirmation.LoanTradingNonRecurringFeeTypeEnumObject": { "title": "LoanTradingNonRecurringFeeTypeEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingNonRecurringFeeTypeEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingSettlementTaskStatusEnum": { "title": "LoanTradingSettlementTaskStatusEnum", "description": "An instance of fpml5.confirmation.LoanTradingSettlementTaskStatusEnum", "enum": ["Active", "Cleared", "Cancelled"] }, "fpml5.confirmation.LoanTradingSettlementTaskStatusEnumObject": { "title": "LoanTradingSettlementTaskStatusEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingSettlementTaskStatusEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingTypeEnum": { "title": "LoanTradingTypeEnum", "description": "An instance of fpml5.confirmation.LoanTradingTypeEnum", "enum": ["Primary", "Secondary"] }, "fpml5.confirmation.LoanTradingTypeEnumObject": { "title": "LoanTradingTypeEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingTypeEnumObject", "enum": [] }, "fpml5.confirmation.LoanTradingVotingRightsEnum": { "title": "LoanTradingVotingRightsEnum", "description": "An instance of fpml5.confirmation.LoanTradingVotingRightsEnum", "enum": ["PassedOnToBuyer", "RetainedBySeller"] }, "fpml5.confirmation.LoanTradingVotingRightsEnumObject": { "title": "LoanTradingVotingRightsEnumObject", "description": "An instance of fpml5.confirmation.LoanTradingVotingRightsEnumObject", "enum": [] }, "fpml5.confirmation.LoanTransferFeePaidByEnum": { "title": "LoanTransferFeePaidByEnum", "description": "An instance of fpml5.confirmation.LoanTransferFeePaidByEnum", "enum": ["BuyerSplitOneHalf", "OneFeePaidByBuyer", "OneFeePaidBySeller", "PaidByBuyer", "PaidBySeller", "SellerSplitOneHalf", "SplitFull"] }, "fpml5.confirmation.LoanTransferFeePaidByEnumObject": { "title": "LoanTransferFeePaidByEnumObject", "description": "An instance of fpml5.confirmation.LoanTransferFeePaidByEnumObject", "enum": [] }, "fpml5.confirmation.MarginTypeEnum": { "title": "MarginTypeEnum", "description": "An instance of fpml5.confirmation.MarginTypeEnum", "enum": ["Cash", "Instrument"] }, "fpml5.confirmation.MarginTypeEnumObject": { "title": "MarginTypeEnumObject", "description": "An instance of fpml5.confirmation.MarginTypeEnumObject", "enum": [] }, "fpml5.confirmation.MarketDisruptionEventsEnum": { "title": "MarketDisruptionEventsEnum", "description": "An instance of fpml5.confirmation.MarketDisruptionEventsEnum", "enum": ["Applicable", "NotApplicable", "AsSpecifiedInMasterAgreement", "AsSpecifiedInConfirmation"] }, "fpml5.confirmation.MarketDisruptionEventsEnumObject": { "title": "MarketDisruptionEventsEnumObject", "description": "An instance of fpml5.confirmation.MarketDisruptionEventsEnumObject", "enum": [] }, "fpml5.confirmation.MetalTitleEnum": { "title": "MetalTitleEnum", "description": "An instance of fpml5.confirmation.MetalTitleEnum", "enum": ["TransfersWithRiskOfLoss", "DoesNotTransferWithRiskOfLoss"] }, "fpml5.confirmation.MetalTitleEnumObject": { "title": "MetalTitleEnumObject", "description": "An instance of fpml5.confirmation.MetalTitleEnumObject", "enum": [] }, "fpml5.confirmation.MethodOfAdjustmentEnum": { "title": "MethodOfAdjustmentEnum", "description": "An instance of fpml5.confirmation.MethodOfAdjustmentEnum", "enum": ["CalculationAgent", "OptionsExchange"] }, "fpml5.confirmation.MethodOfAdjustmentEnumObject": { "title": "MethodOfAdjustmentEnumObject", "description": "An instance of fpml5.confirmation.MethodOfAdjustmentEnumObject", "enum": [] }, "fpml5.confirmation.NationalisationOrInsolvencyOrDelistingEventEnum": { "title": "NationalisationOrInsolvencyOrDelistingEventEnum", "description": "An instance of fpml5.confirmation.NationalisationOrInsolvencyOrDelistingEventEnum", "enum": ["NegotiatedCloseout", "CancellationAndPayment"] }, "fpml5.confirmation.NationalisationOrInsolvencyOrDelistingEventEnumObject": { "title": "NationalisationOrInsolvencyOrDelistingEventEnumObject", "description": "An instance of fpml5.confirmation.NationalisationOrInsolvencyOrDelistingEventEnumObject", "enum": [] }, "fpml5.confirmation.NegativeInterestRateTreatmentEnum": { "title": "NegativeInterestRateTreatmentEnum", "description": "An instance of fpml5.confirmation.NegativeInterestRateTreatmentEnum", "enum": ["NegativeInterestRateMethod", "ZeroInterestRateMethod"] }, "fpml5.confirmation.NegativeInterestRateTreatmentEnumObject": { "title": "NegativeInterestRateTreatmentEnumObject", "description": "An instance of fpml5.confirmation.NegativeInterestRateTreatmentEnumObject", "enum": [] }, "fpml5.confirmation.NonCashDividendTreatmentEnum": { "title": "NonCashDividendTreatmentEnum", "description": "An instance of fpml5.confirmation.NonCashDividendTreatmentEnum", "enum": ["PotentialAdjustmentEvent", "CashEquivalent"] }, "fpml5.confirmation.NonCashDividendTreatmentEnumObject": { "title": "NonCashDividendTreatmentEnumObject", "description": "An instance of fpml5.confirmation.NonCashDividendTreatmentEnumObject", "enum": [] }, "fpml5.confirmation.NonEmptyLongScheme": { "title": "NonEmptyLongScheme", "description": "An instance of fpml5.confirmation.NonEmptyLongScheme", "enum": [] }, "fpml5.confirmation.NonEmptyScheme": { "title": "NonEmptyScheme", "description": "An instance of fpml5.confirmation.NonEmptyScheme", "enum": [] }, "fpml5.confirmation.NonEmptyURI": { "title": "NonEmptyURI", "description": "An instance of fpml5.confirmation.NonEmptyURI", "enum": [] }, "fpml5.confirmation.NonNegativeDecimal": { "title": "NonNegativeDecimal", "description": "An instance of fpml5.confirmation.NonNegativeDecimal", "enum": [] }, "fpml5.confirmation.NormalizedString": { "title": "NormalizedString", "description": "An instance of fpml5.confirmation.NormalizedString", "enum": [] }, "fpml5.confirmation.NotionalAdjustmentEnum": { "title": "NotionalAdjustmentEnum", "description": "An instance of fpml5.confirmation.NotionalAdjustmentEnum", "enum": ["Execution", "PortfolioRebalancing", "Standard"] }, "fpml5.confirmation.NotionalAdjustmentEnumObject": { "title": "NotionalAdjustmentEnumObject", "description": "An instance of fpml5.confirmation.NotionalAdjustmentEnumObject", "enum": [] }, "fpml5.confirmation.NotionalChangeEnum": { "title": "NotionalChangeEnum", "description": "An instance of fpml5.confirmation.NotionalChangeEnum", "enum": ["Increase", "Decrease"] }, "fpml5.confirmation.NotionalChangeEnumObject": { "title": "NotionalChangeEnumObject", "description": "An instance of fpml5.confirmation.NotionalChangeEnumObject", "enum": [] }, "fpml5.confirmation.ObligationCategoryEnum": { "title": "ObligationCategoryEnum", "description": "An instance of fpml5.confirmation.ObligationCategoryEnum", "enum": ["Payment", "BorrowedMoney", "ReferenceObligationsOnly", "Bond", "Loan", "BondOrLoan"] }, "fpml5.confirmation.ObligationCategoryEnumObject": { "title": "ObligationCategoryEnumObject", "description": "An instance of fpml5.confirmation.ObligationCategoryEnumObject", "enum": [] }, "fpml5.confirmation.OptionTypeEnum": { "title": "OptionTypeEnum", "description": "An instance of fpml5.confirmation.OptionTypeEnum", "enum": [] }, "fpml5.confirmation.OptionTypeEnumMember1": { "title": "OptionTypeEnumMember1", "description": "An instance of fpml5.confirmation.OptionTypeEnumMember1", "enum": ["Payer", "Receiver", "Straddle"] }, "fpml5.confirmation.OptionTypeEnumMember1Object": { "title": "OptionTypeEnumMember1Object", "description": "An instance of fpml5.confirmation.OptionTypeEnumMember1Object", "enum": [] }, "fpml5.confirmation.PayerReceiverEnum": { "title": "PayerReceiverEnum", "description": "An instance of fpml5.confirmation.PayerReceiverEnum", "enum": ["Payer", "Receiver"] }, "fpml5.confirmation.PayerReceiverEnumObject": { "title": "PayerReceiverEnumObject", "description": "An instance of fpml5.confirmation.PayerReceiverEnumObject", "enum": [] }, "fpml5.confirmation.PayoutEnum": { "title": "PayoutEnum", "description": "An instance of fpml5.confirmation.PayoutEnum", "enum": ["Deferred", "Immediate"] }, "fpml5.confirmation.PayoutEnumObject": { "title": "PayoutEnumObject", "description": "An instance of fpml5.confirmation.PayoutEnumObject", "enum": [] }, "fpml5.confirmation.PayRelativeToEnum": { "title": "PayRelativeToEnum", "description": "An instance of fpml5.confirmation.PayRelativeToEnum", "enum": ["CalculationPeriodStartDate", "CalculationPeriodEndDate", "LastPricingDate", "ResetDate", "ValuationDate"] }, "fpml5.confirmation.PayRelativeToEnumObject": { "title": "PayRelativeToEnumObject", "description": "An instance of fpml5.confirmation.PayRelativeToEnumObject", "enum": [] }, "fpml5.confirmation.PeriodEnum": { "title": "PeriodEnum", "description": "An instance of fpml5.confirmation.PeriodEnum", "enum": ["D", "W", "M", "Y"] }, "fpml5.confirmation.PeriodEnumObject": { "title": "PeriodEnumObject", "description": "An instance of fpml5.confirmation.PeriodEnumObject", "enum": [] }, "fpml5.confirmation.PeriodExtendedEnum": { "title": "PeriodExtendedEnum", "description": "An instance of fpml5.confirmation.PeriodExtendedEnum", "enum": [] }, "fpml5.confirmation.PeriodExtendedEnumMember1": { "title": "PeriodExtendedEnumMember1", "description": "An instance of fpml5.confirmation.PeriodExtendedEnumMember1", "enum": ["T"] }, "fpml5.confirmation.PeriodExtendedEnumMember1Object": { "title": "PeriodExtendedEnumMember1Object", "description": "An instance of fpml5.confirmation.PeriodExtendedEnumMember1Object", "enum": [] }, "fpml5.confirmation.PeriodTimeEnum": { "title": "PeriodTimeEnum", "description": "An instance of fpml5.confirmation.PeriodTimeEnum", "enum": [] }, "fpml5.confirmation.PeriodTimeEnumMember1": { "title": "PeriodTimeEnumMember1", "description": "An instance of fpml5.confirmation.PeriodTimeEnumMember1", "enum": ["Hour", "Minute", "Second"] }, "fpml5.confirmation.PeriodTimeEnumMember1Object": { "title": "PeriodTimeEnumMember1Object", "description": "An instance of fpml5.confirmation.PeriodTimeEnumMember1Object", "enum": [] }, "fpml5.confirmation.PointValue": { "title": "PointValue", "description": "An instance of fpml5.confirmation.PointValue", "enum": [] }, "fpml5.confirmation.PositiveDecimal": { "title": "PositiveDecimal", "description": "An instance of fpml5.confirmation.PositiveDecimal", "enum": [] }, "fpml5.confirmation.PremiumQuoteBasisEnum": { "title": "PremiumQuoteBasisEnum", "description": "An instance of fpml5.confirmation.PremiumQuoteBasisEnum", "enum": ["PercentageOfCallCurrencyAmount", "PercentageOfPutCurrencyAmount", "CallCurrencyPerPutCurrency", "PutCurrencyPerCallCurrency", "Explicit"] }, "fpml5.confirmation.PremiumQuoteBasisEnumObject": { "title": "PremiumQuoteBasisEnumObject", "description": "An instance of fpml5.confirmation.PremiumQuoteBasisEnumObject", "enum": [] }, "fpml5.confirmation.PremiumTypeEnum": { "title": "PremiumTypeEnum", "description": "An instance of fpml5.confirmation.PremiumTypeEnum", "enum": ["PrePaid", "PostPaid", "Variable", "Fixed"] }, "fpml5.confirmation.PremiumTypeEnumObject": { "title": "PremiumTypeEnumObject", "description": "An instance of fpml5.confirmation.PremiumTypeEnumObject", "enum": [] }, "fpml5.confirmation.PriceExpressionEnum": { "title": "PriceExpressionEnum", "description": "An instance of fpml5.confirmation.PriceExpressionEnum", "enum": ["AbsoluteTerms", "PercentageOfNotional"] }, "fpml5.confirmation.PriceExpressionEnumObject": { "title": "PriceExpressionEnumObject", "description": "An instance of fpml5.confirmation.PriceExpressionEnumObject", "enum": [] }, "fpml5.confirmation.PutCallEnum": { "title": "PutCallEnum", "description": "An instance of fpml5.confirmation.PutCallEnum", "enum": ["Put", "Call"] }, "fpml5.confirmation.PutCallEnumObject": { "title": "PutCallEnumObject", "description": "An instance of fpml5.confirmation.PutCallEnumObject", "enum": [] }, "fpml5.confirmation.QuotationRateTypeEnum": { "title": "QuotationRateTypeEnum", "description": "An instance of fpml5.confirmation.QuotationRateTypeEnum", "enum": ["Bid", "Ask", "Mid", "ExercisingPartyPays"] }, "fpml5.confirmation.QuotationRateTypeEnumObject": { "title": "QuotationRateTypeEnumObject", "description": "An instance of fpml5.confirmation.QuotationRateTypeEnumObject", "enum": [] }, "fpml5.confirmation.QuotationSideEnum": { "title": "QuotationSideEnum", "description": "An instance of fpml5.confirmation.QuotationSideEnum", "enum": ["Bid", "Ask", "Mid"] }, "fpml5.confirmation.QuotationSideEnumObject": { "title": "QuotationSideEnumObject", "description": "An instance of fpml5.confirmation.QuotationSideEnumObject", "enum": [] }, "fpml5.confirmation.QuotationStyleEnum": { "title": "QuotationStyleEnum", "description": "An instance of fpml5.confirmation.QuotationStyleEnum", "enum": ["PointsUpFront", "TradedSpread", "Price"] }, "fpml5.confirmation.QuotationStyleEnumObject": { "title": "QuotationStyleEnumObject", "description": "An instance of fpml5.confirmation.QuotationStyleEnumObject", "enum": [] }, "fpml5.confirmation.QuoteBasisEnum": { "title": "QuoteBasisEnum", "description": "An instance of fpml5.confirmation.QuoteBasisEnum", "enum": ["Currency1PerCurrency2", "Currency2PerCurrency1"] }, "fpml5.confirmation.QuoteBasisEnumObject": { "title": "QuoteBasisEnumObject", "description": "An instance of fpml5.confirmation.QuoteBasisEnumObject", "enum": [] }, "fpml5.confirmation.RateTreatmentEnum": { "title": "RateTreatmentEnum", "description": "An instance of fpml5.confirmation.RateTreatmentEnum", "enum": ["BondEquivalentYield", "MoneyMarketYield"] }, "fpml5.confirmation.RateTreatmentEnumObject": { "title": "RateTreatmentEnumObject", "description": "An instance of fpml5.confirmation.RateTreatmentEnumObject", "enum": [] }, "fpml5.confirmation.RealisedVarianceMethodEnum": { "title": "RealisedVarianceMethodEnum", "description": "An instance of fpml5.confirmation.RealisedVarianceMethodEnum", "enum": ["Previous", "Last", "Both"] }, "fpml5.confirmation.RealisedVarianceMethodEnumObject": { "title": "RealisedVarianceMethodEnumObject", "description": "An instance of fpml5.confirmation.RealisedVarianceMethodEnumObject", "enum": [] }, "fpml5.confirmation.RepoDurationEnum": { "title": "RepoDurationEnum", "description": "An instance of fpml5.confirmation.RepoDurationEnum", "enum": ["Overnight", "Term"] }, "fpml5.confirmation.RepoDurationEnumObject": { "title": "RepoDurationEnumObject", "description": "An instance of fpml5.confirmation.RepoDurationEnumObject", "enum": [] }, "fpml5.confirmation.ResetRelativeToEnum": { "title": "ResetRelativeToEnum", "description": "An instance of fpml5.confirmation.ResetRelativeToEnum", "enum": ["CalculationPeriodStartDate", "CalculationPeriodEndDate"] }, "fpml5.confirmation.ResetRelativeToEnumObject": { "title": "ResetRelativeToEnumObject", "description": "An instance of fpml5.confirmation.ResetRelativeToEnumObject", "enum": [] }, "fpml5.confirmation.RestrictedPercentage": { "title": "RestrictedPercentage", "description": "An instance of fpml5.confirmation.RestrictedPercentage", "enum": [] }, "fpml5.confirmation.ReturnTypeEnum": { "title": "ReturnTypeEnum", "description": "An instance of fpml5.confirmation.ReturnTypeEnum", "enum": ["Dividend", "Price", "Total"] }, "fpml5.confirmation.ReturnTypeEnumObject": { "title": "ReturnTypeEnumObject", "description": "An instance of fpml5.confirmation.ReturnTypeEnumObject", "enum": [] }, "fpml5.confirmation.RollConventionEnum": { "title": "RollConventionEnum", "description": "An instance of fpml5.confirmation.RollConventionEnum", "enum": [ "EOM", "FRN", "IMM", "IMMCAD", "IMMAUD", "IMMNZD", "SFE", "NONE", "TBILL", "_1", "_2", "_3", "_4", "_5", "_6", "_7", "_8", "_9", "_10", "_11", "_12", "_13", "_14", "_15", "_16", "_17", "_18", "_19", "_20", "_21", "_22", "_23", "_24", "_25", "_26", "_27", "_28", "_29", "_30", "MON", "TUE", "WED", "THU", "FRI", "SAT", "SUN" ] }, "fpml5.confirmation.RollConventionEnumObject": { "title": "RollConventionEnumObject", "description": "An instance of fpml5.confirmation.RollConventionEnumObject", "enum": [] }, "fpml5.confirmation.RoundingDirectionEnum": { "title": "RoundingDirectionEnum", "description": "An instance of fpml5.confirmation.RoundingDirectionEnum", "enum": ["Up", "Down", "Nearest"] }, "fpml5.confirmation.RoundingDirectionEnumObject": { "title": "RoundingDirectionEnumObject", "description": "An instance of fpml5.confirmation.RoundingDirectionEnumObject", "enum": [] }, "fpml5.confirmation.Scheme": { "title": "Scheme", "description": "An instance of fpml5.confirmation.Scheme", "enum": [] }, "fpml5.confirmation.SettlementPeriodDurationEnum": { "title": "SettlementPeriodDurationEnum", "description": "An instance of fpml5.confirmation.SettlementPeriodDurationEnum", "enum": ["_2Hours", "_1Hour", "_30Minutes", "_15Minutes"] }, "fpml5.confirmation.SettlementPeriodDurationEnumObject": { "title": "SettlementPeriodDurationEnumObject", "description": "An instance of fpml5.confirmation.SettlementPeriodDurationEnumObject", "enum": [] }, "fpml5.confirmation.SettlementTypeEnum": { "title": "SettlementTypeEnum", "description": "An instance of fpml5.confirmation.SettlementTypeEnum", "enum": ["Cash", "Physical", "Election", "CashOrPhysical"] }, "fpml5.confirmation.SettlementTypeEnumObject": { "title": "SettlementTypeEnumObject", "description": "An instance of fpml5.confirmation.SettlementTypeEnumObject", "enum": [] }, "fpml5.confirmation.ShareExtraordinaryEventEnum": { "title": "ShareExtraordinaryEventEnum", "description": "An instance of fpml5.confirmation.ShareExtraordinaryEventEnum", "enum": ["AlternativeObligation", "CancellationAndPayment", "OptionsExchange", "CalculationAgent", "ModifiedCalculationAgent", "PartialCancellationAndPayment", "Component"] }, "fpml5.confirmation.ShareExtraordinaryEventEnumObject": { "title": "ShareExtraordinaryEventEnumObject", "description": "An instance of fpml5.confirmation.ShareExtraordinaryEventEnumObject", "enum": [] }, "fpml5.confirmation.SpecifiedPriceEnum": { "title": "SpecifiedPriceEnum", "description": "An instance of fpml5.confirmation.SpecifiedPriceEnum", "enum": [ "Afternoon", "Ask", "Bid", "Closing", "High", "Index", "MeanOfBidAndAsk", "LocationalMarginal", "Low", "MarginalHourly", "MarketClearing", "MeanOfHighAndLow", "Morning", "Official", "Opening", "OSP", "Settlement", "Spot", "Midpoint", "NationalSingle", "WeightedAverage", "UnWeightedAverage" ] }, "fpml5.confirmation.SpecifiedPriceEnumObject": { "title": "SpecifiedPriceEnumObject", "description": "An instance of fpml5.confirmation.SpecifiedPriceEnumObject", "enum": [] }, "fpml5.confirmation.StandardSettlementStyleEnum": { "title": "StandardSettlementStyleEnum", "description": "An instance of fpml5.confirmation.StandardSettlementStyleEnum", "enum": ["Standard", "Net", "StandardAndNet"] }, "fpml5.confirmation.StandardSettlementStyleEnumObject": { "title": "StandardSettlementStyleEnumObject", "description": "An instance of fpml5.confirmation.StandardSettlementStyleEnumObject", "enum": [] }, "fpml5.confirmation.StepRelativeToEnum": { "title": "StepRelativeToEnum", "description": "An instance of fpml5.confirmation.StepRelativeToEnum", "enum": ["Initial", "Previous"] }, "fpml5.confirmation.StepRelativeToEnumObject": { "title": "StepRelativeToEnumObject", "description": "An instance of fpml5.confirmation.StepRelativeToEnumObject", "enum": [] }, "fpml5.confirmation.StrikeQuoteBasisEnum": { "title": "StrikeQuoteBasisEnum", "description": "An instance of fpml5.confirmation.StrikeQuoteBasisEnum", "enum": ["PutCurrencyPerCallCurrency", "CallCurrencyPerPutCurrency"] }, "fpml5.confirmation.StrikeQuoteBasisEnumObject": { "title": "StrikeQuoteBasisEnumObject", "description": "An instance of fpml5.confirmation.StrikeQuoteBasisEnumObject", "enum": [] }, "fpml5.confirmation.String": { "title": "String", "description": "An instance of fpml5.confirmation.String", "enum": [] }, "fpml5.confirmation.StubPeriodTypeEnum": { "title": "StubPeriodTypeEnum", "description": "An instance of fpml5.confirmation.StubPeriodTypeEnum", "enum": ["ShortInitial", "ShortFinal", "LongInitial", "LongFinal"] }, "fpml5.confirmation.StubPeriodTypeEnumObject": { "title": "StubPeriodTypeEnumObject", "description": "An instance of fpml5.confirmation.StubPeriodTypeEnumObject", "enum": [] }, "fpml5.confirmation.TelephoneTypeEnum": { "title": "TelephoneTypeEnum", "description": "An instance of fpml5.confirmation.TelephoneTypeEnum", "enum": ["Work", "Mobile", "Fax", "Personal"] }, "fpml5.confirmation.TelephoneTypeEnumObject": { "title": "TelephoneTypeEnumObject", "description": "An instance of fpml5.confirmation.TelephoneTypeEnumObject", "enum": [] }, "fpml5.confirmation.TimeTypeEnum": { "title": "TimeTypeEnum", "description": "An instance of fpml5.confirmation.TimeTypeEnum", "enum": ["Close", "Open", "OSP", "SpecificTime", "XETRA", "DerivativesClose", "AsSpecifiedInMasterConfirmation"] }, "fpml5.confirmation.TimeTypeEnumObject": { "title": "TimeTypeEnumObject", "description": "An instance of fpml5.confirmation.TimeTypeEnumObject", "enum": [] }, "fpml5.confirmation.Token": { "title": "Token", "description": "An instance of fpml5.confirmation.Token", "enum": [] }, "fpml5.confirmation.Token60": { "title": "Token60", "description": "An instance of fpml5.confirmation.Token60", "enum": [] }, "fpml5.confirmation.TouchConditionEnum": { "title": "TouchConditionEnum", "description": "An instance of fpml5.confirmation.TouchConditionEnum", "enum": ["Touch", "Notouch"] }, "fpml5.confirmation.TouchConditionEnumObject": { "title": "TouchConditionEnumObject", "description": "An instance of fpml5.confirmation.TouchConditionEnumObject", "enum": [] }, "fpml5.confirmation.TriggerConditionEnum": { "title": "TriggerConditionEnum", "description": "An instance of fpml5.confirmation.TriggerConditionEnum", "enum": ["AtOrAbove", "AtOrBelow", "Above", "Below"] }, "fpml5.confirmation.TriggerConditionEnumObject": { "title": "TriggerConditionEnumObject", "description": "An instance of fpml5.confirmation.TriggerConditionEnumObject", "enum": [] }, "fpml5.confirmation.TriggerTimeTypeEnum": { "title": "TriggerTimeTypeEnum", "description": "An instance of fpml5.confirmation.TriggerTimeTypeEnum", "enum": ["Closing", "Anytime"] }, "fpml5.confirmation.TriggerTimeTypeEnumObject": { "title": "TriggerTimeTypeEnumObject", "description": "An instance of fpml5.confirmation.TriggerTimeTypeEnumObject", "enum": [] }, "fpml5.confirmation.TriggerTypeEnum": { "title": "TriggerTypeEnum", "description": "An instance of fpml5.confirmation.TriggerTypeEnum", "enum": ["EqualOrLess", "EqualOrGreater", "Equal", "Less", "Greater"] }, "fpml5.confirmation.TriggerTypeEnumObject": { "title": "TriggerTypeEnumObject", "description": "An instance of fpml5.confirmation.TriggerTypeEnumObject", "enum": [] }, "fpml5.confirmation.ValuationMethodEnum": { "title": "ValuationMethodEnum", "description": "An instance of fpml5.confirmation.ValuationMethodEnum", "enum": ["Market", "Highest", "AverageMarket", "AverageHighest", "BlendedMarket", "BlendedHighest", "AverageBlendedMarket", "AverageBlendedHighest"] }, "fpml5.confirmation.ValuationMethodEnumObject": { "title": "ValuationMethodEnumObject", "description": "An instance of fpml5.confirmation.ValuationMethodEnumObject", "enum": [] }, "fpml5.confirmation.ValuationTypeEnum": { "title": "ValuationTypeEnum", "description": "An instance of fpml5.confirmation.ValuationTypeEnum", "enum": ["Model", "Market"] }, "fpml5.confirmation.ValuationTypeEnumObject": { "title": "ValuationTypeEnumObject", "description": "An instance of fpml5.confirmation.ValuationTypeEnumObject", "enum": [] }, "fpml5.confirmation.WeatherSettlementLevelEnum": { "title": "WeatherSettlementLevelEnum", "description": "An instance of fpml5.confirmation.WeatherSettlementLevelEnum", "enum": ["Cumulative", "Average", "Mximum", "Minimum"] }, "fpml5.confirmation.WeatherSettlementLevelEnumObject": { "title": "WeatherSettlementLevelEnumObject", "description": "An instance of fpml5.confirmation.WeatherSettlementLevelEnumObject", "enum": [] }, "fpml5.confirmation.WeeklyRollConventionEnum": { "title": "WeeklyRollConventionEnum", "description": "An instance of fpml5.confirmation.WeeklyRollConventionEnum", "enum": [] }, "fpml5.confirmation.WeeklyRollConventionEnumMember1": { "title": "WeeklyRollConventionEnumMember1", "description": "An instance of fpml5.confirmation.WeeklyRollConventionEnumMember1", "enum": ["TBILL"] }, "fpml5.confirmation.WeeklyRollConventionEnumMember1Object": { "title": "WeeklyRollConventionEnumMember1Object", "description": "An instance of fpml5.confirmation.WeeklyRollConventionEnumMember1Object", "enum": [] }, "fpml5.confirmation.AbsoluteTolerance": { "title": "AbsoluteTolerance", "description": "An instance of fpml5.confirmation.AbsoluteTolerance", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AbsoluteTolerance", "pattern": "^fpml5\\.confirmation\\.AbsoluteTolerance$", "description": "The class identifier for this type" }, "positive": { "type": "number" }, "negative": { "type": "number" } }, "required": ["$class", "positive", "negative"] }, "fpml5.confirmation.Account": { "title": "Account", "description": "An instance of fpml5.confirmation.Account", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Account", "pattern": "^fpml5\\.confirmation\\.Account$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "fpml5.confirmation.AccountId": { "title": "AccountId", "description": "An instance of fpml5.confirmation.AccountId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccountId", "pattern": "^fpml5\\.confirmation\\.AccountId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "accountIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AccountName": { "title": "AccountName", "description": "An instance of fpml5.confirmation.AccountName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccountName", "pattern": "^fpml5\\.confirmation\\.AccountName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "accountNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AccountReference": { "title": "AccountReference", "description": "An instance of fpml5.confirmation.AccountReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccountReference", "pattern": "^fpml5\\.confirmation\\.AccountReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AccountType": { "title": "AccountType", "description": "An instance of fpml5.confirmation.AccountType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccountType", "pattern": "^fpml5\\.confirmation\\.AccountType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "accountTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AccrualOptionChangeNotification": { "title": "AccrualOptionChangeNotification", "description": "An instance of fpml5.confirmation.AccrualOptionChangeNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccrualOptionChangeNotification", "pattern": "^fpml5\\.confirmation\\.AccrualOptionChangeNotification$", "description": "The class identifier for this type" }, "loanContractDetailsModel": { "type": "array", "items": { "type": "string" } }, "letterOfCreditDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.AccrualPeriod": { "title": "AccrualPeriod", "description": "An instance of fpml5.confirmation.AccrualPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccrualPeriod", "pattern": "^fpml5\\.confirmation\\.AccrualPeriod$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "numberOfDays": { "type": "number" }, "referenceAmountType": { "$ref": "#/definitions/fpml5.confirmation.AccrualReferenceAmountTypeEnum" }, "rate": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "numberOfDays", "rate"] }, "fpml5.confirmation.AccrualTypeId": { "title": "AccrualTypeId", "description": "An instance of fpml5.confirmation.AccrualTypeId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccrualTypeId", "pattern": "^fpml5\\.confirmation\\.AccrualTypeId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "accrualTypeIdScheme": { "type": "string" } }, "required": ["$class", "accrualTypeIdScheme"] }, "fpml5.confirmation.AccruingFeeChange": { "title": "AccruingFeeChange", "description": "An instance of fpml5.confirmation.AccruingFeeChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeeChange", "pattern": "^fpml5\\.confirmation\\.AccruingFeeChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.AccruingFeeChangeNotification": { "title": "AccruingFeeChangeNotification", "description": "An instance of fpml5.confirmation.AccruingFeeChangeNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeeChangeNotification", "pattern": "^fpml5\\.confirmation\\.AccruingFeeChangeNotification$", "description": "The class identifier for this type" }, "accruingFeeChangeGroupGroup": { "type": "string" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "accruingFeeChangeGroupGroup", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.AccruingFeeExpiry": { "title": "AccruingFeeExpiry", "description": "An instance of fpml5.confirmation.AccruingFeeExpiry", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeeExpiry", "pattern": "^fpml5\\.confirmation\\.AccruingFeeExpiry$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.AccruingFeeOption": { "title": "AccruingFeeOption", "description": "An instance of fpml5.confirmation.AccruingFeeOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeeOption", "pattern": "^fpml5\\.confirmation\\.AccruingFeeOption$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "calculationDefinition": { "type": "string" }, "rate": { "type": "number" } }, "required": ["$class", "startDate", "rate"] }, "fpml5.confirmation.AccruingFeePayment": { "title": "AccruingFeePayment", "description": "An instance of fpml5.confirmation.AccruingFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeePayment", "pattern": "^fpml5\\.confirmation\\.AccruingFeePayment$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "startDate", "endDate", "effectiveDate"] }, "fpml5.confirmation.AccruingFeePaymentNotification": { "title": "AccruingFeePaymentNotification", "description": "An instance of fpml5.confirmation.AccruingFeePaymentNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeePaymentNotification", "pattern": "^fpml5\\.confirmation\\.AccruingFeePaymentNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.AccruingFeeType": { "title": "AccruingFeeType", "description": "An instance of fpml5.confirmation.AccruingFeeType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingFeeType", "pattern": "^fpml5\\.confirmation\\.AccruingFeeType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "accruingFeeTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AccruingPikOption": { "title": "AccruingPikOption", "description": "An instance of fpml5.confirmation.AccruingPikOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingPikOption", "pattern": "^fpml5\\.confirmation\\.AccruingPikOption$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "rate": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "rate"] }, "fpml5.confirmation.AccruingPikOptionChange": { "title": "AccruingPikOptionChange", "description": "An instance of fpml5.confirmation.AccruingPikOptionChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingPikOptionChange", "pattern": "^fpml5\\.confirmation\\.AccruingPikOptionChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.AccruingPikPayment": { "title": "AccruingPikPayment", "description": "An instance of fpml5.confirmation.AccruingPikPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingPikPayment", "pattern": "^fpml5\\.confirmation\\.AccruingPikPayment$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "startDate", "endDate", "effectiveDate"] }, "fpml5.confirmation.AccruingPikPaymentNotification": { "title": "AccruingPikPaymentNotification", "description": "An instance of fpml5.confirmation.AccruingPikPaymentNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AccruingPikPaymentNotification", "pattern": "^fpml5\\.confirmation\\.AccruingPikPaymentNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.Acknowledgement": { "title": "Acknowledgement", "description": "An instance of fpml5.confirmation.Acknowledgement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Acknowledgement", "pattern": "^fpml5\\.confirmation\\.Acknowledgement$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ActionOnExpiration": { "title": "ActionOnExpiration", "description": "An instance of fpml5.confirmation.ActionOnExpiration", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ActionOnExpiration", "pattern": "^fpml5\\.confirmation\\.ActionOnExpiration$", "description": "The class identifier for this type" }, "exerciseAction": { "$ref": "#/definitions/fpml5.confirmation.ExerciseActionEnum" }, "expiry": { "type": "boolean" }, "fullExercise": { "type": "boolean" }, "exerciseInNumberOfOptions": { "type": "number" }, "outstandingNumberOfOptions": { "type": "number" }, "exerciseInNumberOfUnits": { "type": "number" }, "outstandingNumberOfUnits": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.ActionType": { "title": "ActionType", "description": "An instance of fpml5.confirmation.ActionType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ActionType", "pattern": "^fpml5\\.confirmation\\.ActionType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "actionTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ActualPrice": { "title": "ActualPrice", "description": "An instance of fpml5.confirmation.ActualPrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ActualPrice", "pattern": "^fpml5\\.confirmation\\.ActualPrice$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "priceExpression": { "$ref": "#/definitions/fpml5.confirmation.PriceExpressionEnum" }, "id": { "type": "string" } }, "required": ["$class", "amount", "priceExpression"] }, "fpml5.confirmation.AdditionalData": { "title": "AdditionalData", "description": "An instance of fpml5.confirmation.AdditionalData", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdditionalData", "pattern": "^fpml5\\.confirmation\\.AdditionalData$", "description": "The class identifier for this type" }, "string": { "type": "string" }, "hexadecimalBinary": { "type": "string" }, "base64Binary": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdditionalDisruptionEvents": { "title": "AdditionalDisruptionEvents", "description": "An instance of fpml5.confirmation.AdditionalDisruptionEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdditionalDisruptionEvents", "pattern": "^fpml5\\.confirmation\\.AdditionalDisruptionEvents$", "description": "The class identifier for this type" }, "changeInLaw": { "type": "boolean" }, "failureToDeliver": { "type": "boolean" }, "insolvencyFiling": { "type": "boolean" }, "hedgingDisruption": { "type": "boolean" }, "lossOfStockBorrow": { "type": "boolean" }, "maximumStockLoanRate": { "type": "number" }, "increasedCostOfStockBorrow": { "type": "boolean" }, "initialStockLoanRate": { "type": "number" }, "increasedCostOfHedging": { "type": "boolean" }, "foreignOwnershipEvent": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.AdditionalFixedPayments": { "title": "AdditionalFixedPayments", "description": "An instance of fpml5.confirmation.AdditionalFixedPayments", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdditionalFixedPayments", "pattern": "^fpml5\\.confirmation\\.AdditionalFixedPayments$", "description": "The class identifier for this type" }, "interestShortfallReimbursement": { "type": "boolean" }, "principalShortfallReimbursement": { "type": "boolean" }, "writedownReimbursement": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.AdditionalPaymentAmount": { "title": "AdditionalPaymentAmount", "description": "An instance of fpml5.confirmation.AdditionalPaymentAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdditionalPaymentAmount", "pattern": "^fpml5\\.confirmation\\.AdditionalPaymentAmount$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AdditionalTerm": { "title": "AdditionalTerm", "description": "An instance of fpml5.confirmation.AdditionalTerm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdditionalTerm", "pattern": "^fpml5\\.confirmation\\.AdditionalTerm$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "additionalTermScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Address": { "title": "Address", "description": "An instance of fpml5.confirmation.Address", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Address", "pattern": "^fpml5\\.confirmation\\.Address$", "description": "The class identifier for this type" }, "city": { "type": "string" }, "state": { "type": "string" }, "postalCode": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableDate": { "title": "AdjustableDate", "description": "An instance of fpml5.confirmation.AdjustableDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableDate", "pattern": "^fpml5\\.confirmation\\.AdjustableDate$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableDate2": { "title": "AdjustableDate2", "description": "An instance of fpml5.confirmation.AdjustableDate2", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableDate2", "pattern": "^fpml5\\.confirmation\\.AdjustableDate2$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableDateOrRelativeDateSequence": { "title": "AdjustableDateOrRelativeDateSequence", "description": "An instance of fpml5.confirmation.AdjustableDateOrRelativeDateSequence", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableDateOrRelativeDateSequence", "pattern": "^fpml5\\.confirmation\\.AdjustableDateOrRelativeDateSequence$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableDates": { "title": "AdjustableDates", "description": "An instance of fpml5.confirmation.AdjustableDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableDates", "pattern": "^fpml5\\.confirmation\\.AdjustableDates$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableDatesOrRelativeDateOffset": { "title": "AdjustableDatesOrRelativeDateOffset", "description": "An instance of fpml5.confirmation.AdjustableDatesOrRelativeDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableDatesOrRelativeDateOffset", "pattern": "^fpml5\\.confirmation\\.AdjustableDatesOrRelativeDateOffset$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableOffset": { "title": "AdjustableOffset", "description": "An instance of fpml5.confirmation.AdjustableOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableOffset", "pattern": "^fpml5\\.confirmation\\.AdjustableOffset$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.AdjustableOrAdjustedDate": { "title": "AdjustableOrAdjustedDate", "description": "An instance of fpml5.confirmation.AdjustableOrAdjustedDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableOrAdjustedDate", "pattern": "^fpml5\\.confirmation\\.AdjustableOrAdjustedDate$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableOrRelativeDate": { "title": "AdjustableOrRelativeDate", "description": "An instance of fpml5.confirmation.AdjustableOrRelativeDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableOrRelativeDate", "pattern": "^fpml5\\.confirmation\\.AdjustableOrRelativeDate$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableOrRelativeDates": { "title": "AdjustableOrRelativeDates", "description": "An instance of fpml5.confirmation.AdjustableOrRelativeDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableOrRelativeDates", "pattern": "^fpml5\\.confirmation\\.AdjustableOrRelativeDates$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableRelativeOrPeriodicDates": { "title": "AdjustableRelativeOrPeriodicDates", "description": "An instance of fpml5.confirmation.AdjustableRelativeOrPeriodicDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableRelativeOrPeriodicDates", "pattern": "^fpml5\\.confirmation\\.AdjustableRelativeOrPeriodicDates$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustableRelativeOrPeriodicDates2": { "title": "AdjustableRelativeOrPeriodicDates2", "description": "An instance of fpml5.confirmation.AdjustableRelativeOrPeriodicDates2", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustableRelativeOrPeriodicDates2", "pattern": "^fpml5\\.confirmation\\.AdjustableRelativeOrPeriodicDates2$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AdjustedPaymentDates": { "title": "AdjustedPaymentDates", "description": "An instance of fpml5.confirmation.AdjustedPaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustedPaymentDates", "pattern": "^fpml5\\.confirmation\\.AdjustedPaymentDates$", "description": "The class identifier for this type" }, "adjustedPaymentDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "adjustedPaymentDate"] }, "fpml5.confirmation.AdjustedRelativeDateOffset": { "title": "AdjustedRelativeDateOffset", "description": "An instance of fpml5.confirmation.AdjustedRelativeDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdjustedRelativeDateOffset", "pattern": "^fpml5\\.confirmation\\.AdjustedRelativeDateOffset$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "businessDayConvention", "periodMultiplier", "period"] }, "fpml5.confirmation.Adjustment": { "title": "Adjustment", "description": "An instance of fpml5.confirmation.Adjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Adjustment", "pattern": "^fpml5\\.confirmation\\.Adjustment$", "description": "The class identifier for this type" }, "adjustmentType": { "$ref": "#/definitions/fpml5.confirmation.AmountAdjustmentEnum" } }, "required": ["$class", "adjustmentType"] }, "fpml5.confirmation.AdmissionToTrading": { "title": "AdmissionToTrading", "description": "An instance of fpml5.confirmation.AdmissionToTrading", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AdmissionToTrading", "pattern": "^fpml5\\.confirmation\\.AdmissionToTrading$", "description": "The class identifier for this type" }, "requested": { "type": "boolean" }, "requestDate": { "format": "date-time", "type": "string" }, "approvalDate": { "format": "date-time", "type": "string" }, "admissionDate": { "format": "date-time", "type": "string" }, "terminationDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "requested"] }, "fpml5.confirmation.AffectedTransactions": { "title": "AffectedTransactions", "description": "An instance of fpml5.confirmation.AffectedTransactions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AffectedTransactions", "pattern": "^fpml5\\.confirmation\\.AffectedTransactions$", "description": "The class identifier for this type" }, "tradeOrTradeReferenceModel": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.Algorithm": { "title": "Algorithm", "description": "An instance of fpml5.confirmation.Algorithm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Algorithm", "pattern": "^fpml5\\.confirmation\\.Algorithm$", "description": "The class identifier for this type" }, "name": { "type": "string" } }, "required": ["$class", "name"] }, "fpml5.confirmation.AlgorithmRole": { "title": "AlgorithmRole", "description": "An instance of fpml5.confirmation.AlgorithmRole", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AlgorithmRole", "pattern": "^fpml5\\.confirmation\\.AlgorithmRole$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "algorithmRoleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Allocation": { "title": "Allocation", "description": "An instance of fpml5.confirmation.Allocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Allocation", "pattern": "^fpml5\\.confirmation\\.Allocation$", "description": "The class identifier for this type" }, "allocatedFraction": { "type": "number" }, "masterConfirmationDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AllocationApproved": { "title": "AllocationApproved", "description": "An instance of fpml5.confirmation.AllocationApproved", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AllocationApproved", "pattern": "^fpml5\\.confirmation\\.AllocationApproved$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.AllocationRefused": { "title": "AllocationRefused", "description": "An instance of fpml5.confirmation.AllocationRefused", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AllocationRefused", "pattern": "^fpml5\\.confirmation\\.AllocationRefused$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.AllocationReportingStatus": { "title": "AllocationReportingStatus", "description": "An instance of fpml5.confirmation.AllocationReportingStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AllocationReportingStatus", "pattern": "^fpml5\\.confirmation\\.AllocationReportingStatus$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "allocationReportingStatusScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Allocations": { "title": "Allocations", "description": "An instance of fpml5.confirmation.Allocations", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Allocations", "pattern": "^fpml5\\.confirmation\\.Allocations$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AmendmentFeePayment": { "title": "AmendmentFeePayment", "description": "An instance of fpml5.confirmation.AmendmentFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AmendmentFeePayment", "pattern": "^fpml5\\.confirmation\\.AmendmentFeePayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.AmericanExercise": { "title": "AmericanExercise", "description": "An instance of fpml5.confirmation.AmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AmericanExercise", "pattern": "^fpml5\\.confirmation\\.AmericanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AmountRef": { "title": "AmountRef", "description": "An instance of fpml5.confirmation.AmountRef", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AmountRef", "pattern": "^fpml5\\.confirmation\\.AmountRef$", "description": "The class identifier for this type" }, "amount": { "type": "number" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.AmountReference": { "title": "AmountReference", "description": "An instance of fpml5.confirmation.AmountReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AmountReference", "pattern": "^fpml5\\.confirmation\\.AmountReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.AmountSchedule": { "title": "AmountSchedule", "description": "An instance of fpml5.confirmation.AmountSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AmountSchedule", "pattern": "^fpml5\\.confirmation\\.AmountSchedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.AnyAssetReference": { "title": "AnyAssetReference", "description": "An instance of fpml5.confirmation.AnyAssetReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AnyAssetReference", "pattern": "^fpml5\\.confirmation\\.AnyAssetReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.ApplicableAssets": { "title": "ApplicableAssets", "description": "An instance of fpml5.confirmation.ApplicableAssets", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApplicableAssets", "pattern": "^fpml5\\.confirmation\\.ApplicableAssets$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ApplicableCommunicationDetails": { "title": "ApplicableCommunicationDetails", "description": "An instance of fpml5.confirmation.ApplicableCommunicationDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApplicableCommunicationDetails", "pattern": "^fpml5\\.confirmation\\.ApplicableCommunicationDetails$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ApplicablePurpose": { "title": "ApplicablePurpose", "description": "An instance of fpml5.confirmation.ApplicablePurpose", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApplicablePurpose", "pattern": "^fpml5\\.confirmation\\.ApplicablePurpose$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "applicablePurposeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ApplicableSettlementInstructionDetails": { "title": "ApplicableSettlementInstructionDetails", "description": "An instance of fpml5.confirmation.ApplicableSettlementInstructionDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApplicableSettlementInstructionDetails", "pattern": "^fpml5\\.confirmation\\.ApplicableSettlementInstructionDetails$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ApplicableTransactionType": { "title": "ApplicableTransactionType", "description": "An instance of fpml5.confirmation.ApplicableTransactionType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApplicableTransactionType", "pattern": "^fpml5\\.confirmation\\.ApplicableTransactionType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "applicableTransactionTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Approval": { "title": "Approval", "description": "An instance of fpml5.confirmation.Approval", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Approval", "pattern": "^fpml5\\.confirmation\\.Approval$", "description": "The class identifier for this type" }, "status": { "type": "string" } }, "required": ["$class", "status"] }, "fpml5.confirmation.ApprovalId": { "title": "ApprovalId", "description": "An instance of fpml5.confirmation.ApprovalId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApprovalId", "pattern": "^fpml5\\.confirmation\\.ApprovalId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "approvalIdScheme": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Approvals": { "title": "Approvals", "description": "An instance of fpml5.confirmation.Approvals", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Approvals", "pattern": "^fpml5\\.confirmation\\.Approvals$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ApprovalStatusNotification": { "title": "ApprovalStatusNotification", "description": "An instance of fpml5.confirmation.ApprovalStatusNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApprovalStatusNotification", "pattern": "^fpml5\\.confirmation\\.ApprovalStatusNotification$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ApprovalType": { "title": "ApprovalType", "description": "An instance of fpml5.confirmation.ApprovalType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ApprovalType", "pattern": "^fpml5\\.confirmation\\.ApprovalType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "approvalTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Asian": { "title": "Asian", "description": "An instance of fpml5.confirmation.Asian", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Asian", "pattern": "^fpml5\\.confirmation\\.Asian$", "description": "The class identifier for this type" }, "averagingInOut": { "$ref": "#/definitions/fpml5.confirmation.AveragingInOutEnum" }, "strikeFactor": { "type": "number" } }, "required": ["$class", "averagingInOut"] }, "fpml5.confirmation.AssetClass": { "title": "AssetClass", "description": "An instance of fpml5.confirmation.AssetClass", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssetClass", "pattern": "^fpml5\\.confirmation\\.AssetClass$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "assetClassScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AssetMeasureType": { "title": "AssetMeasureType", "description": "An instance of fpml5.confirmation.AssetMeasureType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssetMeasureType", "pattern": "^fpml5\\.confirmation\\.AssetMeasureType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "assetMeasureScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AssetOrTermPointOrPricingStructureReference": { "title": "AssetOrTermPointOrPricingStructureReference", "description": "An instance of fpml5.confirmation.AssetOrTermPointOrPricingStructureReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssetOrTermPointOrPricingStructureReference", "pattern": "^fpml5\\.confirmation\\.AssetOrTermPointOrPricingStructureReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.AssetPool": { "title": "AssetPool", "description": "An instance of fpml5.confirmation.AssetPool", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssetPool", "pattern": "^fpml5\\.confirmation\\.AssetPool$", "description": "The class identifier for this type" }, "version": { "type": "integer" }, "initialFactor": { "type": "number" }, "currentFactor": { "type": "number" } }, "required": ["$class", "initialFactor"] }, "fpml5.confirmation.AssetReference": { "title": "AssetReference", "description": "An instance of fpml5.confirmation.AssetReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssetReference", "pattern": "^fpml5\\.confirmation\\.AssetReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AssetValuation": { "title": "AssetValuation", "description": "An instance of fpml5.confirmation.AssetValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssetValuation", "pattern": "^fpml5\\.confirmation\\.AssetValuation$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AssociationToAssetId": { "title": "AssociationToAssetId", "description": "An instance of fpml5.confirmation.AssociationToAssetId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssociationToAssetId", "pattern": "^fpml5\\.confirmation\\.AssociationToAssetId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "associationToAssetIdScheme": { "type": "string" } }, "required": ["$class", "associationToAssetIdScheme"] }, "fpml5.confirmation.AssociationToAssetIdentifier": { "title": "AssociationToAssetIdentifier", "description": "An instance of fpml5.confirmation.AssociationToAssetIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AssociationToAssetIdentifier", "pattern": "^fpml5\\.confirmation\\.AssociationToAssetIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AutomaticExercise": { "title": "AutomaticExercise", "description": "An instance of fpml5.confirmation.AutomaticExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AutomaticExercise", "pattern": "^fpml5\\.confirmation\\.AutomaticExercise$", "description": "The class identifier for this type" }, "thresholdRate": { "type": "number" } }, "required": ["$class", "thresholdRate"] }, "fpml5.confirmation.AverageDailyTradingVolumeLimit": { "title": "AverageDailyTradingVolumeLimit", "description": "An instance of fpml5.confirmation.AverageDailyTradingVolumeLimit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AverageDailyTradingVolumeLimit", "pattern": "^fpml5\\.confirmation\\.AverageDailyTradingVolumeLimit$", "description": "The class identifier for this type" }, "limitationPercentage": { "type": "number" }, "limitationPeriod": { "type": "integer" } }, "required": ["$class", "limitationPercentage", "limitationPeriod"] }, "fpml5.confirmation.AveragePriceLeg": { "title": "AveragePriceLeg", "description": "An instance of fpml5.confirmation.AveragePriceLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AveragePriceLeg", "pattern": "^fpml5\\.confirmation\\.AveragePriceLeg$", "description": "The class identifier for this type" }, "masterAgreementPaymentDates": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.AveragingObservationList": { "title": "AveragingObservationList", "description": "An instance of fpml5.confirmation.AveragingObservationList", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AveragingObservationList", "pattern": "^fpml5\\.confirmation\\.AveragingObservationList$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AveragingPeriod": { "title": "AveragingPeriod", "description": "An instance of fpml5.confirmation.AveragingPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AveragingPeriod", "pattern": "^fpml5\\.confirmation\\.AveragingPeriod$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.AveragingSchedule": { "title": "AveragingSchedule", "description": "An instance of fpml5.confirmation.AveragingSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.AveragingSchedule", "pattern": "^fpml5\\.confirmation\\.AveragingSchedule$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "startDate", "endDate"] }, "fpml5.confirmation.BankruptcyEvent": { "title": "BankruptcyEvent", "description": "An instance of fpml5.confirmation.BankruptcyEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BankruptcyEvent", "pattern": "^fpml5\\.confirmation\\.BankruptcyEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Barrier": { "title": "Barrier", "description": "An instance of fpml5.confirmation.Barrier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Barrier", "pattern": "^fpml5\\.confirmation\\.Barrier$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BasicAssetValuation": { "title": "BasicAssetValuation", "description": "An instance of fpml5.confirmation.BasicAssetValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasicAssetValuation", "pattern": "^fpml5\\.confirmation\\.BasicAssetValuation$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BasicQuotation": { "title": "BasicQuotation", "description": "An instance of fpml5.confirmation.BasicQuotation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasicQuotation", "pattern": "^fpml5\\.confirmation\\.BasicQuotation$", "description": "The class identifier for this type" }, "value": { "type": "number" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" }, "time": { "format": "date-time", "type": "string" }, "valuationDate": { "format": "date-time", "type": "string" }, "expiryTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Basket": { "title": "Basket", "description": "An instance of fpml5.confirmation.Basket", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Basket", "pattern": "^fpml5\\.confirmation\\.Basket$", "description": "The class identifier for this type" }, "openUnits": { "type": "number" }, "basketDivisor": { "type": "number" }, "basketVersion": { "type": "integer" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BasketChangeEvent": { "title": "BasketChangeEvent", "description": "An instance of fpml5.confirmation.BasketChangeEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasketChangeEvent", "pattern": "^fpml5\\.confirmation\\.BasketChangeEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BasketConstituent": { "title": "BasketConstituent", "description": "An instance of fpml5.confirmation.BasketConstituent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasketConstituent", "pattern": "^fpml5\\.confirmation\\.BasketConstituent$", "description": "The class identifier for this type" }, "underlyingAssetGroup": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "underlyingAssetGroup"] }, "fpml5.confirmation.BasketId": { "title": "BasketId", "description": "An instance of fpml5.confirmation.BasketId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasketId", "pattern": "^fpml5\\.confirmation\\.BasketId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "basketIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BasketName": { "title": "BasketName", "description": "An instance of fpml5.confirmation.BasketName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasketName", "pattern": "^fpml5\\.confirmation\\.BasketName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "basketNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BasketReferenceInformation": { "title": "BasketReferenceInformation", "description": "An instance of fpml5.confirmation.BasketReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BasketReferenceInformation", "pattern": "^fpml5\\.confirmation\\.BasketReferenceInformation$", "description": "The class identifier for this type" }, "nthToDefault": { "type": "integer" }, "mthToDefault": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.Beneficiary": { "title": "Beneficiary", "description": "An instance of fpml5.confirmation.Beneficiary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Beneficiary", "pattern": "^fpml5\\.confirmation\\.Beneficiary$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BermudaExercise": { "title": "BermudaExercise", "description": "An instance of fpml5.confirmation.BermudaExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BermudaExercise", "pattern": "^fpml5\\.confirmation\\.BermudaExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Bond": { "title": "Bond", "description": "An instance of fpml5.confirmation.Bond", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Bond", "pattern": "^fpml5\\.confirmation\\.Bond$", "description": "The class identifier for this type" }, "issuerName": { "type": "string" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "parValue": { "type": "number" }, "faceAmount": { "type": "number" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BondOption": { "title": "BondOption", "description": "An instance of fpml5.confirmation.BondOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BondOption", "pattern": "^fpml5\\.confirmation\\.BondOption$", "description": "The class identifier for this type" }, "exerciseGroup": { "type": "string" }, "optionEntitlement": { "type": "number" }, "numberOfOptions": { "type": "number" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.OptionTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "exerciseGroup", "optionType"] }, "fpml5.confirmation.BondOptionStrike": { "title": "BondOptionStrike", "description": "An instance of fpml5.confirmation.BondOptionStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BondOptionStrike", "pattern": "^fpml5\\.confirmation\\.BondOptionStrike$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BondReference": { "title": "BondReference", "description": "An instance of fpml5.confirmation.BondReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BondReference", "pattern": "^fpml5\\.confirmation\\.BondReference$", "description": "The class identifier for this type" }, "conditionPrecedentBond": { "type": "boolean" }, "discrepancyClause": { "type": "boolean" } }, "required": ["$class", "conditionPrecedentBond"] }, "fpml5.confirmation.Borrowing": { "title": "Borrowing", "description": "An instance of fpml5.confirmation.Borrowing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Borrowing", "pattern": "^fpml5\\.confirmation\\.Borrowing$", "description": "The class identifier for this type" }, "conditionsPrecedentMet": { "$ref": "#/definitions/fpml5.confirmation.ConditionsPrecedentMetEnum" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.BoundedCorrelation": { "title": "BoundedCorrelation", "description": "An instance of fpml5.confirmation.BoundedCorrelation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BoundedCorrelation", "pattern": "^fpml5\\.confirmation\\.BoundedCorrelation$", "description": "The class identifier for this type" }, "minimumBoundaryPercent": { "type": "number" }, "maximumBoundaryPercent": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.BoundedVariance": { "title": "BoundedVariance", "description": "An instance of fpml5.confirmation.BoundedVariance", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BoundedVariance", "pattern": "^fpml5\\.confirmation\\.BoundedVariance$", "description": "The class identifier for this type" }, "realisedVarianceMethod": { "$ref": "#/definitions/fpml5.confirmation.RealisedVarianceMethodEnum" }, "daysInRangeAdjustment": { "type": "boolean" }, "upperBarrier": { "type": "number" }, "lowerBarrier": { "type": "number" } }, "required": ["$class", "realisedVarianceMethod", "daysInRangeAdjustment"] }, "fpml5.confirmation.BreakageFeePayment": { "title": "BreakageFeePayment", "description": "An instance of fpml5.confirmation.BreakageFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BreakageFeePayment", "pattern": "^fpml5\\.confirmation\\.BreakageFeePayment$", "description": "The class identifier for this type" }, "breakageFeeClaimDate": { "format": "date-time", "type": "string" }, "breakageFeeCalculatedBy": { "$ref": "#/definitions/fpml5.confirmation.BreakageCalculatedByEnum" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.BrokerConfirmation": { "title": "BrokerConfirmation", "description": "An instance of fpml5.confirmation.BrokerConfirmation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BrokerConfirmation", "pattern": "^fpml5\\.confirmation\\.BrokerConfirmation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BrokerConfirmationType": { "title": "BrokerConfirmationType", "description": "An instance of fpml5.confirmation.BrokerConfirmationType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BrokerConfirmationType", "pattern": "^fpml5\\.confirmation\\.BrokerConfirmationType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "brokerConfirmationTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BrokerEquityOption": { "title": "BrokerEquityOption", "description": "An instance of fpml5.confirmation.BrokerEquityOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BrokerEquityOption", "pattern": "^fpml5\\.confirmation\\.BrokerEquityOption$", "description": "The class identifier for this type" }, "deltaCrossed": { "type": "boolean" }, "brokerNotes": { "type": "string" }, "spotPrice": { "type": "number" }, "numberOfOptions": { "type": "number" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.EquityOptionTypeEnum" }, "equityEffectiveDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "deltaCrossed", "brokerNotes", "numberOfOptions", "optionType"] }, "fpml5.confirmation.BulletPayment": { "title": "BulletPayment", "description": "An instance of fpml5.confirmation.BulletPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BulletPayment", "pattern": "^fpml5\\.confirmation\\.BulletPayment$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BullionDeliveryLocation": { "title": "BullionDeliveryLocation", "description": "An instance of fpml5.confirmation.BullionDeliveryLocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BullionDeliveryLocation", "pattern": "^fpml5\\.confirmation\\.BullionDeliveryLocation$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "bullionDeliveryLocationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BullionPhysicalLeg": { "title": "BullionPhysicalLeg", "description": "An instance of fpml5.confirmation.BullionPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BullionPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.BullionPhysicalLeg$", "description": "The class identifier for this type" }, "bullionType": { "$ref": "#/definitions/fpml5.confirmation.BullionTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "bullionType"] }, "fpml5.confirmation.BusinessCenter": { "title": "BusinessCenter", "description": "An instance of fpml5.confirmation.BusinessCenter", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessCenter", "pattern": "^fpml5\\.confirmation\\.BusinessCenter$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "businessCenterScheme": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessCenters": { "title": "BusinessCenters", "description": "An instance of fpml5.confirmation.BusinessCenters", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessCenters", "pattern": "^fpml5\\.confirmation\\.BusinessCenters$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessCentersReference": { "title": "BusinessCentersReference", "description": "An instance of fpml5.confirmation.BusinessCentersReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessCentersReference", "pattern": "^fpml5\\.confirmation\\.BusinessCentersReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessCenterTime": { "title": "BusinessCenterTime", "description": "An instance of fpml5.confirmation.BusinessCenterTime", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessCenterTime", "pattern": "^fpml5\\.confirmation\\.BusinessCenterTime$", "description": "The class identifier for this type" }, "hourMinuteTime": { "$ref": "#/definitions/fpml5.confirmation.HourMinuteTime" } }, "required": ["$class", "hourMinuteTime"] }, "fpml5.confirmation.BusinessDateRange": { "title": "BusinessDateRange", "description": "An instance of fpml5.confirmation.BusinessDateRange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessDateRange", "pattern": "^fpml5\\.confirmation\\.BusinessDateRange$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "unadjustedFirstDate": { "format": "date-time", "type": "string" }, "unadjustedLastDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "businessDayConvention", "unadjustedFirstDate", "unadjustedLastDate"] }, "fpml5.confirmation.BusinessDayAdjustments": { "title": "BusinessDayAdjustments", "description": "An instance of fpml5.confirmation.BusinessDayAdjustments", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessDayAdjustments", "pattern": "^fpml5\\.confirmation\\.BusinessDayAdjustments$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "id": { "type": "string" } }, "required": ["$class", "businessDayConvention"] }, "fpml5.confirmation.BusinessDayAdjustmentsReference": { "title": "BusinessDayAdjustmentsReference", "description": "An instance of fpml5.confirmation.BusinessDayAdjustmentsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessDayAdjustmentsReference", "pattern": "^fpml5\\.confirmation\\.BusinessDayAdjustmentsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessEventIdentifier": { "title": "BusinessEventIdentifier", "description": "An instance of fpml5.confirmation.BusinessEventIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessEventIdentifier", "pattern": "^fpml5\\.confirmation\\.BusinessEventIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessProcess": { "title": "BusinessProcess", "description": "An instance of fpml5.confirmation.BusinessProcess", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessProcess", "pattern": "^fpml5\\.confirmation\\.BusinessProcess$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "businessProcessScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessUnit": { "title": "BusinessUnit", "description": "An instance of fpml5.confirmation.BusinessUnit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessUnit", "pattern": "^fpml5\\.confirmation\\.BusinessUnit$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessUnitReference": { "title": "BusinessUnitReference", "description": "An instance of fpml5.confirmation.BusinessUnitReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessUnitReference", "pattern": "^fpml5\\.confirmation\\.BusinessUnitReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.BusinessUnitRole": { "title": "BusinessUnitRole", "description": "An instance of fpml5.confirmation.BusinessUnitRole", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BusinessUnitRole", "pattern": "^fpml5\\.confirmation\\.BusinessUnitRole$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "unitRoleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.BuyerSellerAmounts": { "title": "BuyerSellerAmounts", "description": "An instance of fpml5.confirmation.BuyerSellerAmounts", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.BuyerSellerAmounts", "pattern": "^fpml5\\.confirmation\\.BuyerSellerAmounts$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Calculation": { "title": "Calculation", "description": "An instance of fpml5.confirmation.Calculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Calculation", "pattern": "^fpml5\\.confirmation\\.Calculation$", "description": "The class identifier for this type" }, "rateCalculationGroup": { "type": "string" }, "compoundingMethod": { "$ref": "#/definitions/fpml5.confirmation.CompoundingMethodEnum" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationAgent": { "title": "CalculationAgent", "description": "An instance of fpml5.confirmation.CalculationAgent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationAgent", "pattern": "^fpml5\\.confirmation\\.CalculationAgent$", "description": "The class identifier for this type" }, "calculationAgentParty": { "$ref": "#/definitions/fpml5.confirmation.CalculationAgentPartyEnum" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationAmount": { "title": "CalculationAmount", "description": "An instance of fpml5.confirmation.CalculationAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationAmount", "pattern": "^fpml5\\.confirmation\\.CalculationAmount$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.CalculationPeriod": { "title": "CalculationPeriod", "description": "An instance of fpml5.confirmation.CalculationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriod", "pattern": "^fpml5\\.confirmation\\.CalculationPeriod$", "description": "The class identifier for this type" }, "unadjustedStartDate": { "format": "date-time", "type": "string" }, "unadjustedEndDate": { "format": "date-time", "type": "string" }, "adjustedStartDate": { "format": "date-time", "type": "string" }, "adjustedEndDate": { "format": "date-time", "type": "string" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "notionalAmount": { "type": "number" }, "fixedRate": { "type": "number" }, "dayCountYearFraction": { "type": "number" }, "forecastRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationPeriodAmount": { "title": "CalculationPeriodAmount", "description": "An instance of fpml5.confirmation.CalculationPeriodAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodAmount", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodAmount$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationPeriodDates": { "title": "CalculationPeriodDates", "description": "An instance of fpml5.confirmation.CalculationPeriodDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodDates", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodDates$", "description": "The class identifier for this type" }, "firstRegularPeriodStartDate": { "format": "date-time", "type": "string" }, "firstCompoundingPeriodEndDate": { "format": "date-time", "type": "string" }, "lastRegularPeriodEndDate": { "format": "date-time", "type": "string" }, "stubPeriodType": { "$ref": "#/definitions/fpml5.confirmation.StubPeriodTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "fpml5.confirmation.CalculationPeriodDatesReference": { "title": "CalculationPeriodDatesReference", "description": "An instance of fpml5.confirmation.CalculationPeriodDatesReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodDatesReference", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodDatesReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationPeriodFrequency": { "title": "CalculationPeriodFrequency", "description": "An instance of fpml5.confirmation.CalculationPeriodFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodFrequency", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodFrequency$", "description": "The class identifier for this type" }, "rollConvention": { "$ref": "#/definitions/fpml5.confirmation.RollConventionEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodExtendedEnum" }, "id": { "type": "string" } }, "required": ["$class", "rollConvention", "periodMultiplier", "period"] }, "fpml5.confirmation.CalculationPeriodsDatesReference": { "title": "CalculationPeriodsDatesReference", "description": "An instance of fpml5.confirmation.CalculationPeriodsDatesReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodsDatesReference", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodsDatesReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationPeriodsReference": { "title": "CalculationPeriodsReference", "description": "An instance of fpml5.confirmation.CalculationPeriodsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodsReference", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CalculationPeriodsScheduleReference": { "title": "CalculationPeriodsScheduleReference", "description": "An instance of fpml5.confirmation.CalculationPeriodsScheduleReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalculationPeriodsScheduleReference", "pattern": "^fpml5\\.confirmation\\.CalculationPeriodsScheduleReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CalendarSpread": { "title": "CalendarSpread", "description": "An instance of fpml5.confirmation.CalendarSpread", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CalendarSpread", "pattern": "^fpml5\\.confirmation\\.CalendarSpread$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CancelableProvision": { "title": "CancelableProvision", "description": "An instance of fpml5.confirmation.CancelableProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CancelableProvision", "pattern": "^fpml5\\.confirmation\\.CancelableProvision$", "description": "The class identifier for this type" }, "exerciseGroup": { "type": "string" }, "followUpConfirmation": { "type": "boolean" } }, "required": ["$class", "exerciseGroup", "followUpConfirmation"] }, "fpml5.confirmation.CancelableProvisionAdjustedDates": { "title": "CancelableProvisionAdjustedDates", "description": "An instance of fpml5.confirmation.CancelableProvisionAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CancelableProvisionAdjustedDates", "pattern": "^fpml5\\.confirmation\\.CancelableProvisionAdjustedDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CancellationEvent": { "title": "CancellationEvent", "description": "An instance of fpml5.confirmation.CancellationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CancellationEvent", "pattern": "^fpml5\\.confirmation\\.CancellationEvent$", "description": "The class identifier for this type" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "adjustedExerciseDate", "adjustedEarlyTerminationDate"] }, "fpml5.confirmation.CapFloor": { "title": "CapFloor", "description": "An instance of fpml5.confirmation.CapFloor", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CapFloor", "pattern": "^fpml5\\.confirmation\\.CapFloor$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Cash": { "title": "Cash", "description": "An instance of fpml5.confirmation.Cash", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Cash", "pattern": "^fpml5\\.confirmation\\.Cash$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CashflowId": { "title": "CashflowId", "description": "An instance of fpml5.confirmation.CashflowId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashflowId", "pattern": "^fpml5\\.confirmation\\.CashflowId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "cashflowIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CashflowNotional": { "title": "CashflowNotional", "description": "An instance of fpml5.confirmation.CashflowNotional", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashflowNotional", "pattern": "^fpml5\\.confirmation\\.CashflowNotional$", "description": "The class identifier for this type" }, "units": { "type": "string" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.Cashflows": { "title": "Cashflows", "description": "An instance of fpml5.confirmation.Cashflows", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Cashflows", "pattern": "^fpml5\\.confirmation\\.Cashflows$", "description": "The class identifier for this type" }, "cashflowsMatchParameters": { "type": "boolean" } }, "required": ["$class", "cashflowsMatchParameters"] }, "fpml5.confirmation.CashflowType": { "title": "CashflowType", "description": "An instance of fpml5.confirmation.CashflowType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashflowType", "pattern": "^fpml5\\.confirmation\\.CashflowType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "cashflowTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CashPayable": { "title": "CashPayable", "description": "An instance of fpml5.confirmation.CashPayable", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashPayable", "pattern": "^fpml5\\.confirmation\\.CashPayable$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CashPriceMethod": { "title": "CashPriceMethod", "description": "An instance of fpml5.confirmation.CashPriceMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashPriceMethod", "pattern": "^fpml5\\.confirmation\\.CashPriceMethod$", "description": "The class identifier for this type" }, "quotationRateType": { "$ref": "#/definitions/fpml5.confirmation.QuotationRateTypeEnum" } }, "required": ["$class", "quotationRateType"] }, "fpml5.confirmation.CashSettlement": { "title": "CashSettlement", "description": "An instance of fpml5.confirmation.CashSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashSettlement", "pattern": "^fpml5\\.confirmation\\.CashSettlement$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CashSettlementPaymentDate": { "title": "CashSettlementPaymentDate", "description": "An instance of fpml5.confirmation.CashSettlementPaymentDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashSettlementPaymentDate", "pattern": "^fpml5\\.confirmation\\.CashSettlementPaymentDate$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CashSettlementReferenceBanks": { "title": "CashSettlementReferenceBanks", "description": "An instance of fpml5.confirmation.CashSettlementReferenceBanks", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashSettlementReferenceBanks", "pattern": "^fpml5\\.confirmation\\.CashSettlementReferenceBanks$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CashSettlementTerms": { "title": "CashSettlementTerms", "description": "An instance of fpml5.confirmation.CashSettlementTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CashSettlementTerms", "pattern": "^fpml5\\.confirmation\\.CashSettlementTerms$", "description": "The class identifier for this type" }, "quotationMethod": { "$ref": "#/definitions/fpml5.confirmation.QuotationRateTypeEnum" }, "dealer": { "type": "array", "items": { "type": "string" } }, "cashSettlementBusinessDays": { "type": "integer" }, "recoveryFactor": { "type": "number" }, "fixedSettlement": { "type": "boolean" }, "accruedInterest": { "type": "boolean" }, "valuationMethod": { "$ref": "#/definitions/fpml5.confirmation.ValuationMethodEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ClassifiablePayment": { "title": "ClassifiablePayment", "description": "An instance of fpml5.confirmation.ClassifiablePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClassifiablePayment", "pattern": "^fpml5\\.confirmation\\.ClassifiablePayment$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ClearanceSystem": { "title": "ClearanceSystem", "description": "An instance of fpml5.confirmation.ClearanceSystem", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearanceSystem", "pattern": "^fpml5\\.confirmation\\.ClearanceSystem$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "clearanceSystemScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Clearing": { "title": "Clearing", "description": "An instance of fpml5.confirmation.Clearing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Clearing", "pattern": "^fpml5\\.confirmation\\.Clearing$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ClearingConfirmed": { "title": "ClearingConfirmed", "description": "An instance of fpml5.confirmation.ClearingConfirmed", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingConfirmed", "pattern": "^fpml5\\.confirmation\\.ClearingConfirmed$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ClearingEligibility": { "title": "ClearingEligibility", "description": "An instance of fpml5.confirmation.ClearingEligibility", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingEligibility", "pattern": "^fpml5\\.confirmation\\.ClearingEligibility$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "eligibleForClearing": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "eligibleForClearing", "fpmlVersion"] }, "fpml5.confirmation.ClearingExceptionReason": { "title": "ClearingExceptionReason", "description": "An instance of fpml5.confirmation.ClearingExceptionReason", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingExceptionReason", "pattern": "^fpml5\\.confirmation\\.ClearingExceptionReason$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "clearingExceptionReasonScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ClearingInstructions": { "title": "ClearingInstructions", "description": "An instance of fpml5.confirmation.ClearingInstructions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingInstructions", "pattern": "^fpml5\\.confirmation\\.ClearingInstructions$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ClearingRefused": { "title": "ClearingRefused", "description": "An instance of fpml5.confirmation.ClearingRefused", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingRefused", "pattern": "^fpml5\\.confirmation\\.ClearingRefused$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ClearingRequirements": { "title": "ClearingRequirements", "description": "An instance of fpml5.confirmation.ClearingRequirements", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingRequirements", "pattern": "^fpml5\\.confirmation\\.ClearingRequirements$", "description": "The class identifier for this type" }, "mandatorilyClearable": { "type": "boolean" } }, "required": ["$class", "mandatorilyClearable"] }, "fpml5.confirmation.ClearingStatus": { "title": "ClearingStatus", "description": "An instance of fpml5.confirmation.ClearingStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingStatus", "pattern": "^fpml5\\.confirmation\\.ClearingStatus$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ClearingStatusItem": { "title": "ClearingStatusItem", "description": "An instance of fpml5.confirmation.ClearingStatusItem", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingStatusItem", "pattern": "^fpml5\\.confirmation\\.ClearingStatusItem$", "description": "The class identifier for this type" }, "updatedDateTime": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ClearingStatusValue": { "title": "ClearingStatusValue", "description": "An instance of fpml5.confirmation.ClearingStatusValue", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ClearingStatusValue", "pattern": "^fpml5\\.confirmation\\.ClearingStatusValue$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "clearingStatusScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CoalAttributeDecimal": { "title": "CoalAttributeDecimal", "description": "An instance of fpml5.confirmation.CoalAttributeDecimal", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalAttributeDecimal", "pattern": "^fpml5\\.confirmation\\.CoalAttributeDecimal$", "description": "The class identifier for this type" }, "standardContent": { "type": "number" }, "rejectionLimit": { "type": "number" }, "rejectionLimit1": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.CoalAttributePercentage": { "title": "CoalAttributePercentage", "description": "An instance of fpml5.confirmation.CoalAttributePercentage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalAttributePercentage", "pattern": "^fpml5\\.confirmation\\.CoalAttributePercentage$", "description": "The class identifier for this type" }, "standardContent": { "type": "number" }, "rejectionLimit": { "type": "number" }, "rejectionLimit1": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.CoalDelivery": { "title": "CoalDelivery", "description": "An instance of fpml5.confirmation.CoalDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalDelivery", "pattern": "^fpml5\\.confirmation\\.CoalDelivery$", "description": "The class identifier for this type" }, "deliveryAtSource": { "type": "boolean" }, "quantityVariationAdjustment": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CoalDeliveryPoint": { "title": "CoalDeliveryPoint", "description": "An instance of fpml5.confirmation.CoalDeliveryPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalDeliveryPoint", "pattern": "^fpml5\\.confirmation\\.CoalDeliveryPoint$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "deliveryPointScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CoalPhysicalLeg": { "title": "CoalPhysicalLeg", "description": "An instance of fpml5.confirmation.CoalPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.CoalPhysicalLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CoalProduct": { "title": "CoalProduct", "description": "An instance of fpml5.confirmation.CoalProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalProduct", "pattern": "^fpml5\\.confirmation\\.CoalProduct$", "description": "The class identifier for this type" }, "sCoTASpecifications": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CoalProductSource": { "title": "CoalProductSource", "description": "An instance of fpml5.confirmation.CoalProductSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalProductSource", "pattern": "^fpml5\\.confirmation\\.CoalProductSource$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityCoalProductSourceScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CoalProductSpecifications": { "title": "CoalProductSpecifications", "description": "An instance of fpml5.confirmation.CoalProductSpecifications", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalProductSpecifications", "pattern": "^fpml5\\.confirmation\\.CoalProductSpecifications$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CoalProductType": { "title": "CoalProductType", "description": "An instance of fpml5.confirmation.CoalProductType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalProductType", "pattern": "^fpml5\\.confirmation\\.CoalProductType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityCoalProductTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CoalQualityAdjustments": { "title": "CoalQualityAdjustments", "description": "An instance of fpml5.confirmation.CoalQualityAdjustments", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalQualityAdjustments", "pattern": "^fpml5\\.confirmation\\.CoalQualityAdjustments$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityCoalQualityAdjustmentsScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CoalStandardQuality": { "title": "CoalStandardQuality", "description": "An instance of fpml5.confirmation.CoalStandardQuality", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalStandardQuality", "pattern": "^fpml5\\.confirmation\\.CoalStandardQuality$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CoalStandardQualitySchedule": { "title": "CoalStandardQualitySchedule", "description": "An instance of fpml5.confirmation.CoalStandardQualitySchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalStandardQualitySchedule", "pattern": "^fpml5\\.confirmation\\.CoalStandardQualitySchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CoalTransportationEquipment": { "title": "CoalTransportationEquipment", "description": "An instance of fpml5.confirmation.CoalTransportationEquipment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CoalTransportationEquipment", "pattern": "^fpml5\\.confirmation\\.CoalTransportationEquipment$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityCoalTransportationEquipmentScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Collateral": { "title": "Collateral", "description": "An instance of fpml5.confirmation.Collateral", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Collateral", "pattern": "^fpml5\\.confirmation\\.Collateral$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CollateralAllocationAccepted": { "title": "CollateralAllocationAccepted", "description": "An instance of fpml5.confirmation.CollateralAllocationAccepted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CollateralAllocationAccepted", "pattern": "^fpml5\\.confirmation\\.CollateralAllocationAccepted$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.CollateralizationType": { "title": "CollateralizationType", "description": "An instance of fpml5.confirmation.CollateralizationType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CollateralizationType", "pattern": "^fpml5\\.confirmation\\.CollateralizationType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "collateralTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CollateralProfile": { "title": "CollateralProfile", "description": "An instance of fpml5.confirmation.CollateralProfile", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CollateralProfile", "pattern": "^fpml5\\.confirmation\\.CollateralProfile$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "collateralProfileScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CollateralType": { "title": "CollateralType", "description": "An instance of fpml5.confirmation.CollateralType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CollateralType", "pattern": "^fpml5\\.confirmation\\.CollateralType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "collateralTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CollateralValuation": { "title": "CollateralValuation", "description": "An instance of fpml5.confirmation.CollateralValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CollateralValuation", "pattern": "^fpml5\\.confirmation\\.CollateralValuation$", "description": "The class identifier for this type" }, "cleanPrice": { "type": "number" }, "accruals": { "type": "number" }, "dirtyPrice": { "type": "number" }, "dirtyPrice1": { "type": "number" }, "yieldToMaturity": { "type": "number" }, "inflationFactor": { "type": "number" }, "allInPrice": { "type": "number" }, "numberOfUnits": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.CollateralValueAllocation": { "title": "CollateralValueAllocation", "description": "An instance of fpml5.confirmation.CollateralValueAllocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CollateralValueAllocation", "pattern": "^fpml5\\.confirmation\\.CollateralValueAllocation$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/fpml5.confirmation.CollateralValueAllocationEnum" } }, "required": ["$class", "type"] }, "fpml5.confirmation.Commission": { "title": "Commission", "description": "An instance of fpml5.confirmation.Commission", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Commission", "pattern": "^fpml5\\.confirmation\\.Commission$", "description": "The class identifier for this type" }, "commissionDenomination": { "$ref": "#/definitions/fpml5.confirmation.CommissionDenominationEnum" }, "commissionAmount": { "type": "number" }, "commissionPerTrade": { "type": "number" } }, "required": ["$class", "commissionDenomination", "commissionAmount"] }, "fpml5.confirmation.CommitmentAdjustment": { "title": "CommitmentAdjustment", "description": "An instance of fpml5.confirmation.CommitmentAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommitmentAdjustment", "pattern": "^fpml5\\.confirmation\\.CommitmentAdjustment$", "description": "The class identifier for this type" }, "refusalAllowed": { "type": "boolean" }, "scheduled": { "type": "boolean" }, "pik": { "type": "boolean" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "refusalAllowed", "scheduled", "pik", "effectiveDate"] }, "fpml5.confirmation.CommitmentChange": { "title": "CommitmentChange", "description": "An instance of fpml5.confirmation.CommitmentChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommitmentChange", "pattern": "^fpml5\\.confirmation\\.CommitmentChange$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "date"] }, "fpml5.confirmation.CommitmentSchedule": { "title": "CommitmentSchedule", "description": "An instance of fpml5.confirmation.CommitmentSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommitmentSchedule", "pattern": "^fpml5\\.confirmation\\.CommitmentSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Commodity": { "title": "Commodity", "description": "An instance of fpml5.confirmation.Commodity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Commodity", "pattern": "^fpml5\\.confirmation\\.Commodity$", "description": "The class identifier for this type" }, "specifiedPrice": { "$ref": "#/definitions/fpml5.confirmation.SpecifiedPriceEnum" }, "deliveryDates": { "$ref": "#/definitions/fpml5.confirmation.DeliveryDatesEnum" }, "deliveryDateYearMonth": { "format": "date-time", "type": "string" }, "multiplier": { "type": "number" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "specifiedPrice"] }, "fpml5.confirmation.CommodityAmericanExercise": { "title": "CommodityAmericanExercise", "description": "An instance of fpml5.confirmation.CommodityAmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityAmericanExercise", "pattern": "^fpml5\\.confirmation\\.CommodityAmericanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityBarrier": { "title": "CommodityBarrier", "description": "An instance of fpml5.confirmation.CommodityBarrier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBarrier", "pattern": "^fpml5\\.confirmation\\.CommodityBarrier$", "description": "The class identifier for this type" }, "knock": { "$ref": "#/definitions/fpml5.confirmation.CommodityKnockEnum" } }, "required": ["$class", "knock"] }, "fpml5.confirmation.CommodityBase": { "title": "CommodityBase", "description": "An instance of fpml5.confirmation.CommodityBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBase", "pattern": "^fpml5\\.confirmation\\.CommodityBase$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityBaseScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityBasket": { "title": "CommodityBasket", "description": "An instance of fpml5.confirmation.CommodityBasket", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasket", "pattern": "^fpml5\\.confirmation\\.CommodityBasket$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityBasketByNotional": { "title": "CommodityBasketByNotional", "description": "An instance of fpml5.confirmation.CommodityBasketByNotional", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasketByNotional", "pattern": "^fpml5\\.confirmation\\.CommodityBasketByNotional$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityBasketByPercentage": { "title": "CommodityBasketByPercentage", "description": "An instance of fpml5.confirmation.CommodityBasketByPercentage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasketByPercentage", "pattern": "^fpml5\\.confirmation\\.CommodityBasketByPercentage$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityBasketOption": { "title": "CommodityBasketOption", "description": "An instance of fpml5.confirmation.CommodityBasketOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasketOption", "pattern": "^fpml5\\.confirmation\\.CommodityBasketOption$", "description": "The class identifier for this type" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.PutCallEnum" }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class", "optionType"] }, "fpml5.confirmation.CommodityBasketUnderlyingBase": { "title": "CommodityBasketUnderlyingBase", "description": "An instance of fpml5.confirmation.CommodityBasketUnderlyingBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasketUnderlyingBase", "pattern": "^fpml5\\.confirmation\\.CommodityBasketUnderlyingBase$", "description": "The class identifier for this type" }, "direction": { "$ref": "#/definitions/fpml5.confirmation.PayerReceiverEnum" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "id": { "type": "string" } }, "required": ["$class", "direction"] }, "fpml5.confirmation.CommodityBasketUnderlyingByNotional": { "title": "CommodityBasketUnderlyingByNotional", "description": "An instance of fpml5.confirmation.CommodityBasketUnderlyingByNotional", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasketUnderlyingByNotional", "pattern": "^fpml5\\.confirmation\\.CommodityBasketUnderlyingByNotional$", "description": "The class identifier for this type" }, "conversionFactor": { "type": "number" }, "totalNotionalQuantity": { "type": "number" }, "direction": { "$ref": "#/definitions/fpml5.confirmation.PayerReceiverEnum" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "id": { "type": "string" } }, "required": ["$class", "direction"] }, "fpml5.confirmation.CommodityBasketUnderlyingByPercentage": { "title": "CommodityBasketUnderlyingByPercentage", "description": "An instance of fpml5.confirmation.CommodityBasketUnderlyingByPercentage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBasketUnderlyingByPercentage", "pattern": "^fpml5\\.confirmation\\.CommodityBasketUnderlyingByPercentage$", "description": "The class identifier for this type" }, "constituentWeight": { "type": "number" }, "direction": { "$ref": "#/definitions/fpml5.confirmation.PayerReceiverEnum" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "id": { "type": "string" } }, "required": ["$class", "direction"] }, "fpml5.confirmation.CommodityBusinessCalendar": { "title": "CommodityBusinessCalendar", "description": "An instance of fpml5.confirmation.CommodityBusinessCalendar", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityBusinessCalendar", "pattern": "^fpml5\\.confirmation\\.CommodityBusinessCalendar$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityBusinessCalendarScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityCalculationPeriodsSchedule": { "title": "CommodityCalculationPeriodsSchedule", "description": "An instance of fpml5.confirmation.CommodityCalculationPeriodsSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityCalculationPeriodsSchedule", "pattern": "^fpml5\\.confirmation\\.CommodityCalculationPeriodsSchedule$", "description": "The class identifier for this type" }, "balanceOfFirstPeriod": { "type": "boolean" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodExtendedEnum" }, "id": { "type": "string" } }, "required": ["$class", "balanceOfFirstPeriod", "periodMultiplier", "period"] }, "fpml5.confirmation.CommodityDeliveryPeriods": { "title": "CommodityDeliveryPeriods", "description": "An instance of fpml5.confirmation.CommodityDeliveryPeriods", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDeliveryPeriods", "pattern": "^fpml5\\.confirmation\\.CommodityDeliveryPeriods$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityDeliveryPoint": { "title": "CommodityDeliveryPoint", "description": "An instance of fpml5.confirmation.CommodityDeliveryPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDeliveryPoint", "pattern": "^fpml5\\.confirmation\\.CommodityDeliveryPoint$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "deliveryPointScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityDeliveryRisk": { "title": "CommodityDeliveryRisk", "description": "An instance of fpml5.confirmation.CommodityDeliveryRisk", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDeliveryRisk", "pattern": "^fpml5\\.confirmation\\.CommodityDeliveryRisk$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "deliveryRiskScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityDetails": { "title": "CommodityDetails", "description": "An instance of fpml5.confirmation.CommodityDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDetails", "pattern": "^fpml5\\.confirmation\\.CommodityDetails$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityDetailsScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityDigital": { "title": "CommodityDigital", "description": "An instance of fpml5.confirmation.CommodityDigital", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDigital", "pattern": "^fpml5\\.confirmation\\.CommodityDigital$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityDigitalExercise": { "title": "CommodityDigitalExercise", "description": "An instance of fpml5.confirmation.CommodityDigitalExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDigitalExercise", "pattern": "^fpml5\\.confirmation\\.CommodityDigitalExercise$", "description": "The class identifier for this type" }, "automaticExercise": { "type": "boolean" }, "writtenConfirmation": { "type": "boolean" }, "masterAgreementPaymentDates": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityDigitalOption": { "title": "CommodityDigitalOption", "description": "An instance of fpml5.confirmation.CommodityDigitalOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityDigitalOption", "pattern": "^fpml5\\.confirmation\\.CommodityDigitalOption$", "description": "The class identifier for this type" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.PutCallEnum" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "totalNotionalQuantity": { "type": "number" }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class", "optionType"] }, "fpml5.confirmation.CommodityEuropeanExercise": { "title": "CommodityEuropeanExercise", "description": "An instance of fpml5.confirmation.CommodityEuropeanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityEuropeanExercise", "pattern": "^fpml5\\.confirmation\\.CommodityEuropeanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityExercise": { "title": "CommodityExercise", "description": "An instance of fpml5.confirmation.CommodityExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityExercise", "pattern": "^fpml5\\.confirmation\\.CommodityExercise$", "description": "The class identifier for this type" }, "automaticExercise": { "type": "boolean" }, "writtenConfirmation": { "type": "boolean" }, "conversionFactor": { "type": "number" }, "masterAgreementPaymentDates": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityExerciseBasket": { "title": "CommodityExerciseBasket", "description": "An instance of fpml5.confirmation.CommodityExerciseBasket", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityExerciseBasket", "pattern": "^fpml5\\.confirmation\\.CommodityExerciseBasket$", "description": "The class identifier for this type" }, "automaticExercise": { "type": "boolean" }, "writtenConfirmation": { "type": "boolean" }, "masterAgreementPaymentDates": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityExercisePeriods": { "title": "CommodityExercisePeriods", "description": "An instance of fpml5.confirmation.CommodityExercisePeriods", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityExercisePeriods", "pattern": "^fpml5\\.confirmation\\.CommodityExercisePeriods$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityExpireRelativeToEvent": { "title": "CommodityExpireRelativeToEvent", "description": "An instance of fpml5.confirmation.CommodityExpireRelativeToEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityExpireRelativeToEvent", "pattern": "^fpml5\\.confirmation\\.CommodityExpireRelativeToEvent$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityExpireRelativeToEventScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityFixedInterestCalculation": { "title": "CommodityFixedInterestCalculation", "description": "An instance of fpml5.confirmation.CommodityFixedInterestCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityFixedInterestCalculation", "pattern": "^fpml5\\.confirmation\\.CommodityFixedInterestCalculation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityFixedPriceSchedule": { "title": "CommodityFixedPriceSchedule", "description": "An instance of fpml5.confirmation.CommodityFixedPriceSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityFixedPriceSchedule", "pattern": "^fpml5\\.confirmation\\.CommodityFixedPriceSchedule$", "description": "The class identifier for this type" }, "worldscaleRateStep": { "type": "array", "items": { "type": "number" } } }, "required": ["$class"] }, "fpml5.confirmation.CommodityForward": { "title": "CommodityForward", "description": "An instance of fpml5.confirmation.CommodityForward", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityForward", "pattern": "^fpml5\\.confirmation\\.CommodityForward$", "description": "The class identifier for this type" }, "commodityForwardLegGroup": { "type": "string" }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class", "commodityForwardLegGroup"] }, "fpml5.confirmation.CommodityFrequencyType": { "title": "CommodityFrequencyType", "description": "An instance of fpml5.confirmation.CommodityFrequencyType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityFrequencyType", "pattern": "^fpml5\\.confirmation\\.CommodityFrequencyType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityFrequencyTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityFx": { "title": "CommodityFx", "description": "An instance of fpml5.confirmation.CommodityFx", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityFx", "pattern": "^fpml5\\.confirmation\\.CommodityFx$", "description": "The class identifier for this type" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.CommodityDayTypeEnum" }, "dayCount": { "type": "integer" }, "dayOfWeek": { "type": "array", "items": { "$ref": "#/definitions/fpml5.confirmation.DayOfWeekEnum" } }, "dayNumber": { "type": "integer" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityFxType": { "title": "CommodityFxType", "description": "An instance of fpml5.confirmation.CommodityFxType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityFxType", "pattern": "^fpml5\\.confirmation\\.CommodityFxType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityFxTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityHub": { "title": "CommodityHub", "description": "An instance of fpml5.confirmation.CommodityHub", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityHub", "pattern": "^fpml5\\.confirmation\\.CommodityHub$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityHubCode": { "title": "CommodityHubCode", "description": "An instance of fpml5.confirmation.CommodityHubCode", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityHubCode", "pattern": "^fpml5\\.confirmation\\.CommodityHubCode$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "hubCodeScheme": { "type": "string" } }, "required": ["$class", "hubCodeScheme"] }, "fpml5.confirmation.CommodityInformationProvider": { "title": "CommodityInformationProvider", "description": "An instance of fpml5.confirmation.CommodityInformationProvider", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityInformationProvider", "pattern": "^fpml5\\.confirmation\\.CommodityInformationProvider$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "informationProviderScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityInformationSource": { "title": "CommodityInformationSource", "description": "An instance of fpml5.confirmation.CommodityInformationSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityInformationSource", "pattern": "^fpml5\\.confirmation\\.CommodityInformationSource$", "description": "The class identifier for this type" }, "rateSourcePageHeading": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityInterestLeg": { "title": "CommodityInterestLeg", "description": "An instance of fpml5.confirmation.CommodityInterestLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityInterestLeg", "pattern": "^fpml5\\.confirmation\\.CommodityInterestLeg$", "description": "The class identifier for this type" }, "masterAgreementPaymentDates": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMarketDisruption": { "title": "CommodityMarketDisruption", "description": "An instance of fpml5.confirmation.CommodityMarketDisruption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMarketDisruption", "pattern": "^fpml5\\.confirmation\\.CommodityMarketDisruption$", "description": "The class identifier for this type" }, "marketDisruptionEvents": { "$ref": "#/definitions/fpml5.confirmation.MarketDisruptionEventsEnum" }, "disruptionFallbacks": { "$ref": "#/definitions/fpml5.confirmation.DisruptionFallbacksEnum" }, "maximumNumberOfDaysOfDisruption": { "type": "integer" }, "priceMaterialityPercentage": { "type": "number" }, "minimumFuturesContracts": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMetalBrand": { "title": "CommodityMetalBrand", "description": "An instance of fpml5.confirmation.CommodityMetalBrand", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMetalBrand", "pattern": "^fpml5\\.confirmation\\.CommodityMetalBrand$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMetalBrandManager": { "title": "CommodityMetalBrandManager", "description": "An instance of fpml5.confirmation.CommodityMetalBrandManager", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMetalBrandManager", "pattern": "^fpml5\\.confirmation\\.CommodityMetalBrandManager$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMetalBrandManagerScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMetalBrandName": { "title": "CommodityMetalBrandName", "description": "An instance of fpml5.confirmation.CommodityMetalBrandName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMetalBrandName", "pattern": "^fpml5\\.confirmation\\.CommodityMetalBrandName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMetalBrandNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMetalGrade": { "title": "CommodityMetalGrade", "description": "An instance of fpml5.confirmation.CommodityMetalGrade", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMetalGrade", "pattern": "^fpml5\\.confirmation\\.CommodityMetalGrade$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMetalGradeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMetalProducer": { "title": "CommodityMetalProducer", "description": "An instance of fpml5.confirmation.CommodityMetalProducer", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMetalProducer", "pattern": "^fpml5\\.confirmation\\.CommodityMetalProducer$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMetalProducerScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMetalShape": { "title": "CommodityMetalShape", "description": "An instance of fpml5.confirmation.CommodityMetalShape", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMetalShape", "pattern": "^fpml5\\.confirmation\\.CommodityMetalShape$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMetalShapeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityMultipleExercise": { "title": "CommodityMultipleExercise", "description": "An instance of fpml5.confirmation.CommodityMultipleExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityMultipleExercise", "pattern": "^fpml5\\.confirmation\\.CommodityMultipleExercise$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityNotionalAmount": { "title": "CommodityNotionalAmount", "description": "An instance of fpml5.confirmation.CommodityNotionalAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityNotionalAmount", "pattern": "^fpml5\\.confirmation\\.CommodityNotionalAmount$", "description": "The class identifier for this type" }, "reinvestmentFeature": { "type": "boolean" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "reinvestmentFeature", "amount"] }, "fpml5.confirmation.CommodityNotionalAmountReference": { "title": "CommodityNotionalAmountReference", "description": "An instance of fpml5.confirmation.CommodityNotionalAmountReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityNotionalAmountReference", "pattern": "^fpml5\\.confirmation\\.CommodityNotionalAmountReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityNotionalQuantity": { "title": "CommodityNotionalQuantity", "description": "An instance of fpml5.confirmation.CommodityNotionalQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityNotionalQuantity", "pattern": "^fpml5\\.confirmation\\.CommodityNotionalQuantity$", "description": "The class identifier for this type" }, "quantity": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quantity"] }, "fpml5.confirmation.CommodityNotionalQuantitySchedule": { "title": "CommodityNotionalQuantitySchedule", "description": "An instance of fpml5.confirmation.CommodityNotionalQuantitySchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityNotionalQuantitySchedule", "pattern": "^fpml5\\.confirmation\\.CommodityNotionalQuantitySchedule$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityOption": { "title": "CommodityOption", "description": "An instance of fpml5.confirmation.CommodityOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityOption", "pattern": "^fpml5\\.confirmation\\.CommodityOption$", "description": "The class identifier for this type" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.PutCallEnum" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "totalNotionalQuantity": { "type": "number" }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class", "optionType"] }, "fpml5.confirmation.CommodityPayRelativeToEvent": { "title": "CommodityPayRelativeToEvent", "description": "An instance of fpml5.confirmation.CommodityPayRelativeToEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPayRelativeToEvent", "pattern": "^fpml5\\.confirmation\\.CommodityPayRelativeToEvent$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityPayRelativeToEventScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPerformanceSwap": { "title": "CommodityPerformanceSwap", "description": "An instance of fpml5.confirmation.CommodityPerformanceSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPerformanceSwap", "pattern": "^fpml5\\.confirmation\\.CommodityPerformanceSwap$", "description": "The class identifier for this type" }, "commodityPerformanceSwapLegGroup": { "type": "array", "items": { "type": "string" } }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class", "commodityPerformanceSwapLegGroup"] }, "fpml5.confirmation.CommodityPerformanceSwapEarlyTermination": { "title": "CommodityPerformanceSwapEarlyTermination", "description": "An instance of fpml5.confirmation.CommodityPerformanceSwapEarlyTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPerformanceSwapEarlyTermination", "pattern": "^fpml5\\.confirmation\\.CommodityPerformanceSwapEarlyTermination$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPhysicalAmericanExercise": { "title": "CommodityPhysicalAmericanExercise", "description": "An instance of fpml5.confirmation.CommodityPhysicalAmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPhysicalAmericanExercise", "pattern": "^fpml5\\.confirmation\\.CommodityPhysicalAmericanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPhysicalEuropeanExercise": { "title": "CommodityPhysicalEuropeanExercise", "description": "An instance of fpml5.confirmation.CommodityPhysicalEuropeanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPhysicalEuropeanExercise", "pattern": "^fpml5\\.confirmation\\.CommodityPhysicalEuropeanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPhysicalExercise": { "title": "CommodityPhysicalExercise", "description": "An instance of fpml5.confirmation.CommodityPhysicalExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPhysicalExercise", "pattern": "^fpml5\\.confirmation\\.CommodityPhysicalExercise$", "description": "The class identifier for this type" }, "automaticExercise": { "type": "boolean" }, "writtenConfirmation": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPhysicalQuantity": { "title": "CommodityPhysicalQuantity", "description": "An instance of fpml5.confirmation.CommodityPhysicalQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPhysicalQuantity", "pattern": "^fpml5\\.confirmation\\.CommodityPhysicalQuantity$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPhysicalQuantitySchedule": { "title": "CommodityPhysicalQuantitySchedule", "description": "An instance of fpml5.confirmation.CommodityPhysicalQuantitySchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPhysicalQuantitySchedule", "pattern": "^fpml5\\.confirmation\\.CommodityPhysicalQuantitySchedule$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPipeline": { "title": "CommodityPipeline", "description": "An instance of fpml5.confirmation.CommodityPipeline", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPipeline", "pattern": "^fpml5\\.confirmation\\.CommodityPipeline$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "pipelineScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPipelineCycle": { "title": "CommodityPipelineCycle", "description": "An instance of fpml5.confirmation.CommodityPipelineCycle", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPipelineCycle", "pattern": "^fpml5\\.confirmation\\.CommodityPipelineCycle$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "pipelineCycleScheme": { "type": "string" } }, "required": ["$class", "pipelineCycleScheme"] }, "fpml5.confirmation.CommodityPremium": { "title": "CommodityPremium", "description": "An instance of fpml5.confirmation.CommodityPremium", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPremium", "pattern": "^fpml5\\.confirmation\\.CommodityPremium$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityPricingDates": { "title": "CommodityPricingDates", "description": "An instance of fpml5.confirmation.CommodityPricingDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityPricingDates", "pattern": "^fpml5\\.confirmation\\.CommodityPricingDates$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.CommodityDayTypeEnum" }, "dayCount": { "type": "integer" }, "dayOfWeek": { "type": "array", "items": { "$ref": "#/definitions/fpml5.confirmation.DayOfWeekEnum" } }, "dayNumber": { "type": "integer" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "calendarSource": { "$ref": "#/definitions/fpml5.confirmation.CalendarSourceEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityProductGrade": { "title": "CommodityProductGrade", "description": "An instance of fpml5.confirmation.CommodityProductGrade", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityProductGrade", "pattern": "^fpml5\\.confirmation\\.CommodityProductGrade$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "productGradeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityQuantityFrequency": { "title": "CommodityQuantityFrequency", "description": "An instance of fpml5.confirmation.CommodityQuantityFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityQuantityFrequency", "pattern": "^fpml5\\.confirmation\\.CommodityQuantityFrequency$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "quantityFrequencyScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityRelativeExpirationDates": { "title": "CommodityRelativeExpirationDates", "description": "An instance of fpml5.confirmation.CommodityRelativeExpirationDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityRelativeExpirationDates", "pattern": "^fpml5\\.confirmation\\.CommodityRelativeExpirationDates$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityRelativePaymentDates": { "title": "CommodityRelativePaymentDates", "description": "An instance of fpml5.confirmation.CommodityRelativePaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityRelativePaymentDates", "pattern": "^fpml5\\.confirmation\\.CommodityRelativePaymentDates$", "description": "The class identifier for this type" }, "payRelativeTo": { "$ref": "#/definitions/fpml5.confirmation.CommodityPayRelativeToEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityReturnCalculation": { "title": "CommodityReturnCalculation", "description": "An instance of fpml5.confirmation.CommodityReturnCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityReturnCalculation", "pattern": "^fpml5\\.confirmation\\.CommodityReturnCalculation$", "description": "The class identifier for this type" }, "formula": { "$ref": "#/definitions/fpml5.confirmation.CommodityReturnCalculationFormulaEnum" }, "initialPrice": { "type": "number" } }, "required": ["$class", "formula"] }, "fpml5.confirmation.CommodityReturnLeg": { "title": "CommodityReturnLeg", "description": "An instance of fpml5.confirmation.CommodityReturnLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityReturnLeg", "pattern": "^fpml5\\.confirmation\\.CommodityReturnLeg$", "description": "The class identifier for this type" }, "masterAgreementPaymentDates": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommoditySettlementPeriodsNotionalQuantity": { "title": "CommoditySettlementPeriodsNotionalQuantity", "description": "An instance of fpml5.confirmation.CommoditySettlementPeriodsNotionalQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySettlementPeriodsNotionalQuantity", "pattern": "^fpml5\\.confirmation\\.CommoditySettlementPeriodsNotionalQuantity$", "description": "The class identifier for this type" }, "quantity": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quantity"] }, "fpml5.confirmation.CommoditySettlementPeriodsNotionalQuantitySchedule": { "title": "CommoditySettlementPeriodsNotionalQuantitySchedule", "description": "An instance of fpml5.confirmation.CommoditySettlementPeriodsNotionalQuantitySchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySettlementPeriodsNotionalQuantitySchedule", "pattern": "^fpml5\\.confirmation\\.CommoditySettlementPeriodsNotionalQuantitySchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommoditySettlementPeriodsPriceSchedule": { "title": "CommoditySettlementPeriodsPriceSchedule", "description": "An instance of fpml5.confirmation.CommoditySettlementPeriodsPriceSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySettlementPeriodsPriceSchedule", "pattern": "^fpml5\\.confirmation\\.CommoditySettlementPeriodsPriceSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommoditySpread": { "title": "CommoditySpread", "description": "An instance of fpml5.confirmation.CommoditySpread", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySpread", "pattern": "^fpml5\\.confirmation\\.CommoditySpread$", "description": "The class identifier for this type" }, "spreadConversionFactor": { "type": "number" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.CommoditySpreadSchedule": { "title": "CommoditySpreadSchedule", "description": "An instance of fpml5.confirmation.CommoditySpreadSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySpreadSchedule", "pattern": "^fpml5\\.confirmation\\.CommoditySpreadSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityStartingDate": { "title": "CommodityStartingDate", "description": "An instance of fpml5.confirmation.CommodityStartingDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityStartingDate", "pattern": "^fpml5\\.confirmation\\.CommodityStartingDate$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityStrikeSchedule": { "title": "CommodityStrikeSchedule", "description": "An instance of fpml5.confirmation.CommodityStrikeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityStrikeSchedule", "pattern": "^fpml5\\.confirmation\\.CommodityStrikeSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CommoditySwap": { "title": "CommoditySwap", "description": "An instance of fpml5.confirmation.CommoditySwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySwap", "pattern": "^fpml5\\.confirmation\\.CommoditySwap$", "description": "The class identifier for this type" }, "commoditySwapLegGroup": { "type": "array", "items": { "type": "string" } }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommoditySwaption": { "title": "CommoditySwaption", "description": "An instance of fpml5.confirmation.CommoditySwaption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySwaption", "pattern": "^fpml5\\.confirmation\\.CommoditySwaption$", "description": "The class identifier for this type" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.PutCallEnum" }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" }, "id": { "type": "string" } }, "required": ["$class", "optionType"] }, "fpml5.confirmation.CommoditySwaptionUnderlying": { "title": "CommoditySwaptionUnderlying", "description": "An instance of fpml5.confirmation.CommoditySwaptionUnderlying", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommoditySwaptionUnderlying", "pattern": "^fpml5\\.confirmation\\.CommoditySwaptionUnderlying$", "description": "The class identifier for this type" }, "commoditySwapLegGroup": { "type": "array", "items": { "type": "string" } }, "commonPricing": { "type": "boolean" }, "settlementDisruption": { "$ref": "#/definitions/fpml5.confirmation.CommodityBullionSettlementDisruptionEnum" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityTrigger": { "title": "CommodityTrigger", "description": "An instance of fpml5.confirmation.CommodityTrigger", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityTrigger", "pattern": "^fpml5\\.confirmation\\.CommodityTrigger$", "description": "The class identifier for this type" }, "levelQuantity": { "type": "number" }, "levelPercentage": { "type": "number" }, "triggerType": { "$ref": "#/definitions/fpml5.confirmation.TriggerTypeEnum" } }, "required": ["$class", "triggerType"] }, "fpml5.confirmation.CommodityValuationDates": { "title": "CommodityValuationDates", "description": "An instance of fpml5.confirmation.CommodityValuationDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityValuationDates", "pattern": "^fpml5\\.confirmation\\.CommodityValuationDates$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.CommodityDayTypeEnum" }, "dayCount": { "type": "integer" }, "dayOfWeek": { "type": "array", "items": { "$ref": "#/definitions/fpml5.confirmation.DayOfWeekEnum" } }, "dayNumber": { "type": "integer" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "calendarSource": { "$ref": "#/definitions/fpml5.confirmation.CalendarSourceEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CommodityVarianceCalculation": { "title": "CommodityVarianceCalculation", "description": "An instance of fpml5.confirmation.CommodityVarianceCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityVarianceCalculation", "pattern": "^fpml5\\.confirmation\\.CommodityVarianceCalculation$", "description": "The class identifier for this type" }, "annualizationFactor": { "type": "number" }, "nAdjustment": { "type": "boolean" } }, "required": ["$class", "annualizationFactor", "nAdjustment"] }, "fpml5.confirmation.CommodityVarianceLeg": { "title": "CommodityVarianceLeg", "description": "An instance of fpml5.confirmation.CommodityVarianceLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CommodityVarianceLeg", "pattern": "^fpml5\\.confirmation\\.CommodityVarianceLeg$", "description": "The class identifier for this type" }, "masterAgreementPaymentDates": { "type": "boolean" }, "varianceStrikePrice": { "type": "number" }, "volatilityStrikePrice": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Composite": { "title": "Composite", "description": "An instance of fpml5.confirmation.Composite", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Composite", "pattern": "^fpml5\\.confirmation\\.Composite$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Compounding": { "title": "Compounding", "description": "An instance of fpml5.confirmation.Compounding", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Compounding", "pattern": "^fpml5\\.confirmation\\.Compounding$", "description": "The class identifier for this type" }, "compoundingMethod": { "$ref": "#/definitions/fpml5.confirmation.CompoundingMethodEnum" }, "compoundingSpread": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.CompoundingFrequency": { "title": "CompoundingFrequency", "description": "An instance of fpml5.confirmation.CompoundingFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CompoundingFrequency", "pattern": "^fpml5\\.confirmation\\.CompoundingFrequency$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "compoundingFrequencyScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CompoundingRate": { "title": "CompoundingRate", "description": "An instance of fpml5.confirmation.CompoundingRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CompoundingRate", "pattern": "^fpml5\\.confirmation\\.CompoundingRate$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CompressionActivity": { "title": "CompressionActivity", "description": "An instance of fpml5.confirmation.CompressionActivity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CompressionActivity", "pattern": "^fpml5\\.confirmation\\.CompressionActivity$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CompressionType": { "title": "CompressionType", "description": "An instance of fpml5.confirmation.CompressionType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CompressionType", "pattern": "^fpml5\\.confirmation\\.CompressionType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "compressionTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ConfirmationAgreed": { "title": "ConfirmationAgreed", "description": "An instance of fpml5.confirmation.ConfirmationAgreed", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConfirmationAgreed", "pattern": "^fpml5\\.confirmation\\.ConfirmationAgreed$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ConfirmationDisputed": { "title": "ConfirmationDisputed", "description": "An instance of fpml5.confirmation.ConfirmationDisputed", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConfirmationDisputed", "pattern": "^fpml5\\.confirmation\\.ConfirmationDisputed$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ConfirmationMethod": { "title": "ConfirmationMethod", "description": "An instance of fpml5.confirmation.ConfirmationMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConfirmationMethod", "pattern": "^fpml5\\.confirmation\\.ConfirmationMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "confirmationMethodScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ConfirmationRetracted": { "title": "ConfirmationRetracted", "description": "An instance of fpml5.confirmation.ConfirmationRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConfirmationRetracted", "pattern": "^fpml5\\.confirmation\\.ConfirmationRetracted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ConfirmationStatus": { "title": "ConfirmationStatus", "description": "An instance of fpml5.confirmation.ConfirmationStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConfirmationStatus", "pattern": "^fpml5\\.confirmation\\.ConfirmationStatus$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ConsentGranted": { "title": "ConsentGranted", "description": "An instance of fpml5.confirmation.ConsentGranted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConsentGranted", "pattern": "^fpml5\\.confirmation\\.ConsentGranted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ConsentRefused": { "title": "ConsentRefused", "description": "An instance of fpml5.confirmation.ConsentRefused", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConsentRefused", "pattern": "^fpml5\\.confirmation\\.ConsentRefused$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ConstituentWeight": { "title": "ConstituentWeight", "description": "An instance of fpml5.confirmation.ConstituentWeight", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConstituentWeight", "pattern": "^fpml5\\.confirmation\\.ConstituentWeight$", "description": "The class identifier for this type" }, "openUnits": { "type": "number" }, "basketPercentage": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.ContactInformation": { "title": "ContactInformation", "description": "An instance of fpml5.confirmation.ContactInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContactInformation", "pattern": "^fpml5\\.confirmation\\.ContactInformation$", "description": "The class identifier for this type" }, "email": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.ContractId": { "title": "ContractId", "description": "An instance of fpml5.confirmation.ContractId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContractId", "pattern": "^fpml5\\.confirmation\\.ContractId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "contractIdScheme": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "contractIdScheme"] }, "fpml5.confirmation.ContractIdentifier": { "title": "ContractIdentifier", "description": "An instance of fpml5.confirmation.ContractIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContractIdentifier", "pattern": "^fpml5\\.confirmation\\.ContractIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ContractualDefinitions": { "title": "ContractualDefinitions", "description": "An instance of fpml5.confirmation.ContractualDefinitions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContractualDefinitions", "pattern": "^fpml5\\.confirmation\\.ContractualDefinitions$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "contractualDefinitionsScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ContractualMatrix": { "title": "ContractualMatrix", "description": "An instance of fpml5.confirmation.ContractualMatrix", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContractualMatrix", "pattern": "^fpml5\\.confirmation\\.ContractualMatrix$", "description": "The class identifier for this type" }, "publicationDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ContractualSupplement": { "title": "ContractualSupplement", "description": "An instance of fpml5.confirmation.ContractualSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContractualSupplement", "pattern": "^fpml5\\.confirmation\\.ContractualSupplement$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "contractualSupplementScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ContractualTermsSupplement": { "title": "ContractualTermsSupplement", "description": "An instance of fpml5.confirmation.ContractualTermsSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ContractualTermsSupplement", "pattern": "^fpml5\\.confirmation\\.ContractualTermsSupplement$", "description": "The class identifier for this type" }, "publicationDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ConvertibleBond": { "title": "ConvertibleBond", "description": "An instance of fpml5.confirmation.ConvertibleBond", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ConvertibleBond", "pattern": "^fpml5\\.confirmation\\.ConvertibleBond$", "description": "The class identifier for this type" }, "redemptionDate": { "format": "date-time", "type": "string" }, "issuerName": { "type": "string" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "parValue": { "type": "number" }, "faceAmount": { "type": "number" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CorporateActionEvent": { "title": "CorporateActionEvent", "description": "An instance of fpml5.confirmation.CorporateActionEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorporateActionEvent", "pattern": "^fpml5\\.confirmation\\.CorporateActionEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CorporateActionType": { "title": "CorporateActionType", "description": "An instance of fpml5.confirmation.CorporateActionType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorporateActionType", "pattern": "^fpml5\\.confirmation\\.CorporateActionType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "corporateActionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CorrectableRequestMessage": { "title": "CorrectableRequestMessage", "description": "An instance of fpml5.confirmation.CorrectableRequestMessage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorrectableRequestMessage", "pattern": "^fpml5\\.confirmation\\.CorrectableRequestMessage$", "description": "The class identifier for this type" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.Correlation": { "title": "Correlation", "description": "An instance of fpml5.confirmation.Correlation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Correlation", "pattern": "^fpml5\\.confirmation\\.Correlation$", "description": "The class identifier for this type" }, "correlationStrikePrice": { "$ref": "#/definitions/fpml5.confirmation.CorrelationValue" }, "numberOfDataSeries": { "type": "integer" }, "initialLevel": { "type": "number" }, "closingLevel": { "type": "boolean" }, "expiringLevel": { "type": "boolean" }, "expectedN": { "type": "integer" } }, "required": ["$class", "correlationStrikePrice"] }, "fpml5.confirmation.CorrelationAmount": { "title": "CorrelationAmount", "description": "An instance of fpml5.confirmation.CorrelationAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorrelationAmount", "pattern": "^fpml5\\.confirmation\\.CorrelationAmount$", "description": "The class identifier for this type" }, "optionsExchangeDividends": { "type": "boolean" }, "additionalDividends": { "type": "boolean" }, "allDividends": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.CorrelationId": { "title": "CorrelationId", "description": "An instance of fpml5.confirmation.CorrelationId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorrelationId", "pattern": "^fpml5\\.confirmation\\.CorrelationId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "correlationIdScheme": { "type": "string" } }, "required": ["$class", "correlationIdScheme"] }, "fpml5.confirmation.CorrelationLeg": { "title": "CorrelationLeg", "description": "An instance of fpml5.confirmation.CorrelationLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorrelationLeg", "pattern": "^fpml5\\.confirmation\\.CorrelationLeg$", "description": "The class identifier for this type" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CorrelationSwap": { "title": "CorrelationSwap", "description": "An instance of fpml5.confirmation.CorrelationSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorrelationSwap", "pattern": "^fpml5\\.confirmation\\.CorrelationSwap$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CorrespondentInformation": { "title": "CorrespondentInformation", "description": "An instance of fpml5.confirmation.CorrespondentInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CorrespondentInformation", "pattern": "^fpml5\\.confirmation\\.CorrespondentInformation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CountryCode": { "title": "CountryCode", "description": "An instance of fpml5.confirmation.CountryCode", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CountryCode", "pattern": "^fpml5\\.confirmation\\.CountryCode$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "countryScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CouponType": { "title": "CouponType", "description": "An instance of fpml5.confirmation.CouponType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CouponType", "pattern": "^fpml5\\.confirmation\\.CouponType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "couponTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditCurve": { "title": "CreditCurve", "description": "An instance of fpml5.confirmation.CreditCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditCurve", "pattern": "^fpml5\\.confirmation\\.CreditCurve$", "description": "The class identifier for this type" }, "secured": { "type": "boolean" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditCurveValuation": { "title": "CreditCurveValuation", "description": "An instance of fpml5.confirmation.CreditCurveValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditCurveValuation", "pattern": "^fpml5\\.confirmation\\.CreditCurveValuation$", "description": "The class identifier for this type" }, "recoveryRate": { "type": "number" }, "buildDateTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditDefaultSwap": { "title": "CreditDefaultSwap", "description": "An instance of fpml5.confirmation.CreditDefaultSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditDefaultSwap", "pattern": "^fpml5\\.confirmation\\.CreditDefaultSwap$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditDefaultSwapOption": { "title": "CreditDefaultSwapOption", "description": "An instance of fpml5.confirmation.CreditDefaultSwapOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditDefaultSwapOption", "pattern": "^fpml5\\.confirmation\\.CreditDefaultSwapOption$", "description": "The class identifier for this type" }, "exerciseGroup": { "type": "string" }, "optionEntitlement": { "type": "number" }, "numberOfOptions": { "type": "number" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.OptionTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "exerciseGroup", "optionType"] }, "fpml5.confirmation.CreditDerivativesNotices": { "title": "CreditDerivativesNotices", "description": "An instance of fpml5.confirmation.CreditDerivativesNotices", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditDerivativesNotices", "pattern": "^fpml5\\.confirmation\\.CreditDerivativesNotices$", "description": "The class identifier for this type" }, "creditEvent": { "type": "boolean" }, "publiclyAvailableInformation": { "type": "boolean" }, "physicalSettlement": { "type": "boolean" } }, "required": ["$class", "creditEvent", "publiclyAvailableInformation", "physicalSettlement"] }, "fpml5.confirmation.CreditDocument": { "title": "CreditDocument", "description": "An instance of fpml5.confirmation.CreditDocument", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditDocument", "pattern": "^fpml5\\.confirmation\\.CreditDocument$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditDocumentScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditEvent": { "title": "CreditEvent", "description": "An instance of fpml5.confirmation.CreditEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEvent", "pattern": "^fpml5\\.confirmation\\.CreditEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CreditEventNotice": { "title": "CreditEventNotice", "description": "An instance of fpml5.confirmation.CreditEventNotice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEventNotice", "pattern": "^fpml5\\.confirmation\\.CreditEventNotice$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CreditEventNoticeDocument": { "title": "CreditEventNoticeDocument", "description": "An instance of fpml5.confirmation.CreditEventNoticeDocument", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEventNoticeDocument", "pattern": "^fpml5\\.confirmation\\.CreditEventNoticeDocument$", "description": "The class identifier for this type" }, "creditEventGroup": { "type": "string" }, "creditEventNoticeDate": { "format": "date-time", "type": "string" }, "creditEventDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "creditEventGroup", "creditEventNoticeDate", "creditEventDate"] }, "fpml5.confirmation.CreditEventNotification": { "title": "CreditEventNotification", "description": "An instance of fpml5.confirmation.CreditEventNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEventNotification", "pattern": "^fpml5\\.confirmation\\.CreditEventNotification$", "description": "The class identifier for this type" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.CreditEventNotificationRetracted": { "title": "CreditEventNotificationRetracted", "description": "An instance of fpml5.confirmation.CreditEventNotificationRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEventNotificationRetracted", "pattern": "^fpml5\\.confirmation\\.CreditEventNotificationRetracted$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.CreditEvents": { "title": "CreditEvents", "description": "An instance of fpml5.confirmation.CreditEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEvents", "pattern": "^fpml5\\.confirmation\\.CreditEvents$", "description": "The class identifier for this type" }, "bankruptcy": { "type": "boolean" }, "failureToPayPrincipal": { "type": "boolean" }, "failureToPayInterest": { "type": "boolean" }, "obligationDefault": { "type": "boolean" }, "obligationAcceleration": { "type": "boolean" }, "repudiationMoratorium": { "type": "boolean" }, "governmentalIntervention": { "type": "boolean" }, "distressedRatingsDowngrade": { "type": "boolean" }, "maturityExtension": { "type": "boolean" }, "writedown": { "type": "boolean" }, "impliedWritedown": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditEventsReference": { "title": "CreditEventsReference", "description": "An instance of fpml5.confirmation.CreditEventsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditEventsReference", "pattern": "^fpml5\\.confirmation\\.CreditEventsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CreditLimit": { "title": "CreditLimit", "description": "An instance of fpml5.confirmation.CreditLimit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditLimit", "pattern": "^fpml5\\.confirmation\\.CreditLimit$", "description": "The class identifier for this type" }, "expirationDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditLimitBase": { "title": "CreditLimitBase", "description": "An instance of fpml5.confirmation.CreditLimitBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditLimitBase", "pattern": "^fpml5\\.confirmation\\.CreditLimitBase$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CreditLimitInformation": { "title": "CreditLimitInformation", "description": "An instance of fpml5.confirmation.CreditLimitInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditLimitInformation", "pattern": "^fpml5\\.confirmation\\.CreditLimitInformation$", "description": "The class identifier for this type" }, "limitModel": { "$ref": "#/definitions/fpml5.confirmation.LimitModelEnum" } }, "required": ["$class", "limitModel"] }, "fpml5.confirmation.CreditLimitUtilization": { "title": "CreditLimitUtilization", "description": "An instance of fpml5.confirmation.CreditLimitUtilization", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditLimitUtilization", "pattern": "^fpml5\\.confirmation\\.CreditLimitUtilization$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CreditLimitUtilizationPosition": { "title": "CreditLimitUtilizationPosition", "description": "An instance of fpml5.confirmation.CreditLimitUtilizationPosition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditLimitUtilizationPosition", "pattern": "^fpml5\\.confirmation\\.CreditLimitUtilizationPosition$", "description": "The class identifier for this type" }, "short": { "type": "number" }, "long": { "type": "number" }, "global": { "type": "number" }, "global1": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.CreditOptionStrike": { "title": "CreditOptionStrike", "description": "An instance of fpml5.confirmation.CreditOptionStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditOptionStrike", "pattern": "^fpml5\\.confirmation\\.CreditOptionStrike$", "description": "The class identifier for this type" }, "spread": { "type": "number" }, "price": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.CreditRating": { "title": "CreditRating", "description": "An instance of fpml5.confirmation.CreditRating", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditRating", "pattern": "^fpml5\\.confirmation\\.CreditRating$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditRatingScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditSeniority": { "title": "CreditSeniority", "description": "An instance of fpml5.confirmation.CreditSeniority", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditSeniority", "pattern": "^fpml5\\.confirmation\\.CreditSeniority$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditSeniorityScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditSupportAgreement": { "title": "CreditSupportAgreement", "description": "An instance of fpml5.confirmation.CreditSupportAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditSupportAgreement", "pattern": "^fpml5\\.confirmation\\.CreditSupportAgreement$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "date"] }, "fpml5.confirmation.CreditSupportAgreementIdentifier": { "title": "CreditSupportAgreementIdentifier", "description": "An instance of fpml5.confirmation.CreditSupportAgreementIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditSupportAgreementIdentifier", "pattern": "^fpml5\\.confirmation\\.CreditSupportAgreementIdentifier$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditSupportAgreementIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CreditSupportAgreementType": { "title": "CreditSupportAgreementType", "description": "An instance of fpml5.confirmation.CreditSupportAgreementType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CreditSupportAgreementType", "pattern": "^fpml5\\.confirmation\\.CreditSupportAgreementType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditSupportAgreementTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CrossCurrencyMethod": { "title": "CrossCurrencyMethod", "description": "An instance of fpml5.confirmation.CrossCurrencyMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CrossCurrencyMethod", "pattern": "^fpml5\\.confirmation\\.CrossCurrencyMethod$", "description": "The class identifier for this type" }, "quotationRateType": { "$ref": "#/definitions/fpml5.confirmation.QuotationRateTypeEnum" } }, "required": ["$class", "quotationRateType"] }, "fpml5.confirmation.CrossRate": { "title": "CrossRate", "description": "An instance of fpml5.confirmation.CrossRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CrossRate", "pattern": "^fpml5\\.confirmation\\.CrossRate$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "spotRate": { "type": "number" }, "forwardPoints": { "type": "number" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" } }, "required": ["$class", "rate", "quoteBasis"] }, "fpml5.confirmation.Currency": { "title": "Currency", "description": "An instance of fpml5.confirmation.Currency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Currency", "pattern": "^fpml5\\.confirmation\\.Currency$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CurrencyPairClassification": { "title": "CurrencyPairClassification", "description": "An instance of fpml5.confirmation.CurrencyPairClassification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CurrencyPairClassification", "pattern": "^fpml5\\.confirmation\\.CurrencyPairClassification$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "currencyPairClassificationScheme": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.CurrentContractsType": { "title": "CurrentContractsType", "description": "An instance of fpml5.confirmation.CurrentContractsType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CurrentContractsType", "pattern": "^fpml5\\.confirmation\\.CurrentContractsType$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.CutName": { "title": "CutName", "description": "An instance of fpml5.confirmation.CutName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.CutName", "pattern": "^fpml5\\.confirmation\\.CutName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "cutNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DataDocument": { "title": "DataDocument", "description": "An instance of fpml5.confirmation.DataDocument", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DataDocument", "pattern": "^fpml5\\.confirmation\\.DataDocument$", "description": "The class identifier for this type" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.DataProvider": { "title": "DataProvider", "description": "An instance of fpml5.confirmation.DataProvider", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DataProvider", "pattern": "^fpml5\\.confirmation\\.DataProvider$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "weatherDataProviderScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DateList": { "title": "DateList", "description": "An instance of fpml5.confirmation.DateList", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateList", "pattern": "^fpml5\\.confirmation\\.DateList$", "description": "The class identifier for this type" }, "date": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "date"] }, "fpml5.confirmation.DateOffset": { "title": "DateOffset", "description": "An instance of fpml5.confirmation.DateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateOffset", "pattern": "^fpml5\\.confirmation\\.DateOffset$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "businessDayConvention", "periodMultiplier", "period"] }, "fpml5.confirmation.DateRange": { "title": "DateRange", "description": "An instance of fpml5.confirmation.DateRange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateRange", "pattern": "^fpml5\\.confirmation\\.DateRange$", "description": "The class identifier for this type" }, "unadjustedFirstDate": { "format": "date-time", "type": "string" }, "unadjustedLastDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "unadjustedFirstDate", "unadjustedLastDate"] }, "fpml5.confirmation.DateReference": { "title": "DateReference", "description": "An instance of fpml5.confirmation.DateReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateReference", "pattern": "^fpml5\\.confirmation\\.DateReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.DateRelativeToCalculationPeriodDates": { "title": "DateRelativeToCalculationPeriodDates", "description": "An instance of fpml5.confirmation.DateRelativeToCalculationPeriodDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateRelativeToCalculationPeriodDates", "pattern": "^fpml5\\.confirmation\\.DateRelativeToCalculationPeriodDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.DateRelativeToPaymentDates": { "title": "DateRelativeToPaymentDates", "description": "An instance of fpml5.confirmation.DateRelativeToPaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateRelativeToPaymentDates", "pattern": "^fpml5\\.confirmation\\.DateRelativeToPaymentDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.DateTimeList": { "title": "DateTimeList", "description": "An instance of fpml5.confirmation.DateTimeList", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DateTimeList", "pattern": "^fpml5\\.confirmation\\.DateTimeList$", "description": "The class identifier for this type" }, "dateTime": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "dateTime"] }, "fpml5.confirmation.DayCountFraction": { "title": "DayCountFraction", "description": "An instance of fpml5.confirmation.DayCountFraction", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DayCountFraction", "pattern": "^fpml5\\.confirmation\\.DayCountFraction$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "dayCountFractionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Deal": { "title": "Deal", "description": "An instance of fpml5.confirmation.Deal", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Deal", "pattern": "^fpml5\\.confirmation\\.Deal$", "description": "The class identifier for this type" }, "facilityGroupGroup": { "type": "array", "items": { "type": "string" } }, "creditAgreementDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "facilityGroupGroup", "creditAgreementDate"] }, "fpml5.confirmation.DealIdentifier": { "title": "DealIdentifier", "description": "An instance of fpml5.confirmation.DealIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DealIdentifier", "pattern": "^fpml5\\.confirmation\\.DealIdentifier$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DealStatement": { "title": "DealStatement", "description": "An instance of fpml5.confirmation.DealStatement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DealStatement", "pattern": "^fpml5\\.confirmation\\.DealStatement$", "description": "The class identifier for this type" }, "statementDate": { "format": "date-time", "type": "string" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "statementDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.DealSummary": { "title": "DealSummary", "description": "An instance of fpml5.confirmation.DealSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DealSummary", "pattern": "^fpml5\\.confirmation\\.DealSummary$", "description": "The class identifier for this type" }, "creditAgreementDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "creditAgreementDate"] }, "fpml5.confirmation.DeClear": { "title": "DeClear", "description": "An instance of fpml5.confirmation.DeClear", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeClear", "pattern": "^fpml5\\.confirmation\\.DeClear$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.DeclearReason": { "title": "DeclearReason", "description": "An instance of fpml5.confirmation.DeclearReason", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeclearReason", "pattern": "^fpml5\\.confirmation\\.DeclearReason$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "declearReasonScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DefaultProbabilityCurve": { "title": "DefaultProbabilityCurve", "description": "An instance of fpml5.confirmation.DefaultProbabilityCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DefaultProbabilityCurve", "pattern": "^fpml5\\.confirmation\\.DefaultProbabilityCurve$", "description": "The class identifier for this type" }, "buildDateTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DefaultRateChange": { "title": "DefaultRateChange", "description": "An instance of fpml5.confirmation.DefaultRateChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DefaultRateChange", "pattern": "^fpml5\\.confirmation\\.DefaultRateChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.DefaultRateExpiry": { "title": "DefaultRateExpiry", "description": "An instance of fpml5.confirmation.DefaultRateExpiry", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DefaultRateExpiry", "pattern": "^fpml5\\.confirmation\\.DefaultRateExpiry$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.DelayedDraw": { "title": "DelayedDraw", "description": "An instance of fpml5.confirmation.DelayedDraw", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DelayedDraw", "pattern": "^fpml5\\.confirmation\\.DelayedDraw$", "description": "The class identifier for this type" }, "delayedDraw": { "type": "boolean" }, "mustDrawByDate": { "format": "date-time", "type": "string" }, "group": { "type": "array", "items": { "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "expiryDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "delayedDraw", "startDate"] }, "fpml5.confirmation.DeliverableObligations": { "title": "DeliverableObligations", "description": "An instance of fpml5.confirmation.DeliverableObligations", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeliverableObligations", "pattern": "^fpml5\\.confirmation\\.DeliverableObligations$", "description": "The class identifier for this type" }, "accruedInterest": { "type": "boolean" }, "category": { "$ref": "#/definitions/fpml5.confirmation.ObligationCategoryEnum" }, "notSubordinated": { "type": "boolean" }, "notSovereignLender": { "type": "boolean" }, "notDomesticLaw": { "type": "boolean" }, "listed": { "type": "boolean" }, "notContingent": { "type": "boolean" }, "notDomesticIssuance": { "type": "boolean" }, "transferable": { "type": "boolean" }, "acceleratedOrMatured": { "type": "boolean" }, "notBearer": { "type": "boolean" }, "fullFaithAndCreditObLiability": { "type": "boolean" }, "generalFundObligationLiability": { "type": "boolean" }, "revenueObligationLiability": { "type": "boolean" }, "excluded": { "type": "string" }, "othReferenceEntityObligations": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DeliveryMethod": { "title": "DeliveryMethod", "description": "An instance of fpml5.confirmation.DeliveryMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeliveryMethod", "pattern": "^fpml5\\.confirmation\\.DeliveryMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "deliveryMethodScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DeliveryNearby": { "title": "DeliveryNearby", "description": "An instance of fpml5.confirmation.DeliveryNearby", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeliveryNearby", "pattern": "^fpml5\\.confirmation\\.DeliveryNearby$", "description": "The class identifier for this type" }, "deliveryNearbyMultiplier": { "type": "integer" }, "deliveryNearbyType": { "$ref": "#/definitions/fpml5.confirmation.DeliveryNearbyTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "deliveryNearbyMultiplier", "deliveryNearbyType"] }, "fpml5.confirmation.DenominatorTerm": { "title": "DenominatorTerm", "description": "An instance of fpml5.confirmation.DenominatorTerm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DenominatorTerm", "pattern": "^fpml5\\.confirmation\\.DenominatorTerm$", "description": "The class identifier for this type" }, "power": { "type": "integer" } }, "required": ["$class", "power"] }, "fpml5.confirmation.Deposit": { "title": "Deposit", "description": "An instance of fpml5.confirmation.Deposit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Deposit", "pattern": "^fpml5\\.confirmation\\.Deposit$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DerivativeCalculationMethod": { "title": "DerivativeCalculationMethod", "description": "An instance of fpml5.confirmation.DerivativeCalculationMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DerivativeCalculationMethod", "pattern": "^fpml5\\.confirmation\\.DerivativeCalculationMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "derivativeCalculationMethodScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DerivativeCalculationProcedure": { "title": "DerivativeCalculationProcedure", "description": "An instance of fpml5.confirmation.DerivativeCalculationProcedure", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DerivativeCalculationProcedure", "pattern": "^fpml5\\.confirmation\\.DerivativeCalculationProcedure$", "description": "The class identifier for this type" }, "perturbationAmount": { "type": "number" }, "averaged": { "type": "boolean" }, "derivativeFormula": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DerivativeFormula": { "title": "DerivativeFormula", "description": "An instance of fpml5.confirmation.DerivativeFormula", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DerivativeFormula", "pattern": "^fpml5\\.confirmation\\.DerivativeFormula$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.DeterminationMethod": { "title": "DeterminationMethod", "description": "An instance of fpml5.confirmation.DeterminationMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeterminationMethod", "pattern": "^fpml5\\.confirmation\\.DeterminationMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "determinationMethodScheme": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DeterminationMethodReference": { "title": "DeterminationMethodReference", "description": "An instance of fpml5.confirmation.DeterminationMethodReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DeterminationMethodReference", "pattern": "^fpml5\\.confirmation\\.DeterminationMethodReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Discounting": { "title": "Discounting", "description": "An instance of fpml5.confirmation.Discounting", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Discounting", "pattern": "^fpml5\\.confirmation\\.Discounting$", "description": "The class identifier for this type" }, "discountingType": { "$ref": "#/definitions/fpml5.confirmation.DiscountingTypeEnum" }, "discountRate": { "type": "number" } }, "required": ["$class", "discountingType"] }, "fpml5.confirmation.DisruptionFallback": { "title": "DisruptionFallback", "description": "An instance of fpml5.confirmation.DisruptionFallback", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DisruptionFallback", "pattern": "^fpml5\\.confirmation\\.DisruptionFallback$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMarketDisruptionFallbackScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DividendAdjustment": { "title": "DividendAdjustment", "description": "An instance of fpml5.confirmation.DividendAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendAdjustment", "pattern": "^fpml5\\.confirmation\\.DividendAdjustment$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.DividendConditions": { "title": "DividendConditions", "description": "An instance of fpml5.confirmation.DividendConditions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendConditions", "pattern": "^fpml5\\.confirmation\\.DividendConditions$", "description": "The class identifier for this type" }, "dividendReinvestment": { "type": "boolean" }, "dividendEntitlement": { "$ref": "#/definitions/fpml5.confirmation.DividendEntitlementEnum" }, "dividendAmount": { "$ref": "#/definitions/fpml5.confirmation.DividendAmountTypeEnum" }, "dividendPeriod": { "$ref": "#/definitions/fpml5.confirmation.DividendPeriodEnum" }, "excessDividendAmount": { "$ref": "#/definitions/fpml5.confirmation.DividendAmountTypeEnum" }, "numberOfIndexUnits": { "type": "number" }, "declaredCashDividendPercentage": { "type": "number" }, "declaredCashEquivalentDividendPercentage": { "type": "number" }, "nonCashDividendTreatment": { "$ref": "#/definitions/fpml5.confirmation.NonCashDividendTreatmentEnum" }, "dividendComposition": { "$ref": "#/definitions/fpml5.confirmation.DividendCompositionEnum" }, "specialDividends": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.DividendLeg": { "title": "DividendLeg", "description": "An instance of fpml5.confirmation.DividendLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendLeg", "pattern": "^fpml5\\.confirmation\\.DividendLeg$", "description": "The class identifier for this type" }, "declaredCashDividendPercentage": { "type": "number" }, "declaredCashEquivalentDividendPercentage": { "type": "number" }, "specialDividends": { "type": "boolean" }, "materialDividend": { "type": "boolean" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DividendPaymentDate": { "title": "DividendPaymentDate", "description": "An instance of fpml5.confirmation.DividendPaymentDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendPaymentDate", "pattern": "^fpml5\\.confirmation\\.DividendPaymentDate$", "description": "The class identifier for this type" }, "dividendDateReference": { "$ref": "#/definitions/fpml5.confirmation.DividendDateReferenceEnum" } }, "required": ["$class"] }, "fpml5.confirmation.DividendPayout": { "title": "DividendPayout", "description": "An instance of fpml5.confirmation.DividendPayout", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendPayout", "pattern": "^fpml5\\.confirmation\\.DividendPayout$", "description": "The class identifier for this type" }, "dividendPayoutRatio": { "type": "number" }, "dividendPayoutRatioCash": { "type": "number" }, "dividendPayoutRatioNonCash": { "type": "number" }, "dividendPayoutConditions": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.DividendPeriodDividend": { "title": "DividendPeriodDividend", "description": "An instance of fpml5.confirmation.DividendPeriodDividend", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendPeriodDividend", "pattern": "^fpml5\\.confirmation\\.DividendPeriodDividend$", "description": "The class identifier for this type" }, "multiplier": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "multiplier"] }, "fpml5.confirmation.DividendPeriodPayment": { "title": "DividendPeriodPayment", "description": "An instance of fpml5.confirmation.DividendPeriodPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendPeriodPayment", "pattern": "^fpml5\\.confirmation\\.DividendPeriodPayment$", "description": "The class identifier for this type" }, "fixedStrike": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "fixedStrike"] }, "fpml5.confirmation.DividendSwapOptionTransactionSupplement": { "title": "DividendSwapOptionTransactionSupplement", "description": "An instance of fpml5.confirmation.DividendSwapOptionTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendSwapOptionTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.DividendSwapOptionTransactionSupplement$", "description": "The class identifier for this type" }, "exchangeLookAlike": { "type": "boolean" }, "methodOfAdjustment": { "$ref": "#/definitions/fpml5.confirmation.MethodOfAdjustmentEnum" }, "optionEntitlement": { "type": "number" }, "multiplier": { "type": "number" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.OptionTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "optionType"] }, "fpml5.confirmation.DividendSwapTransactionSupplement": { "title": "DividendSwapTransactionSupplement", "description": "An instance of fpml5.confirmation.DividendSwapTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DividendSwapTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.DividendSwapTransactionSupplement$", "description": "The class identifier for this type" }, "multipleExchangeIndexAnnexFallback": { "type": "boolean" }, "componentSecurityIndexAnnexFallback": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Documentation": { "title": "Documentation", "description": "An instance of fpml5.confirmation.Documentation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Documentation", "pattern": "^fpml5\\.confirmation\\.Documentation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.DualCurrencyFeature": { "title": "DualCurrencyFeature", "description": "An instance of fpml5.confirmation.DualCurrencyFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DualCurrencyFeature", "pattern": "^fpml5\\.confirmation\\.DualCurrencyFeature$", "description": "The class identifier for this type" }, "fixingDate": { "format": "date-time", "type": "string" }, "spotRate": { "type": "number" }, "interestAtRisk": { "type": "boolean" } }, "required": ["$class", "fixingDate", "interestAtRisk"] }, "fpml5.confirmation.DualCurrencyStrikePrice": { "title": "DualCurrencyStrikePrice", "description": "An instance of fpml5.confirmation.DualCurrencyStrikePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.DualCurrencyStrikePrice", "pattern": "^fpml5\\.confirmation\\.DualCurrencyStrikePrice$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "strikeQuoteBasis": { "$ref": "#/definitions/fpml5.confirmation.DualCurrencyStrikeQuoteBasisEnum" } }, "required": ["$class", "rate", "strikeQuoteBasis"] }, "fpml5.confirmation.EarlyTerminationEvent": { "title": "EarlyTerminationEvent", "description": "An instance of fpml5.confirmation.EarlyTerminationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EarlyTerminationEvent", "pattern": "^fpml5\\.confirmation\\.EarlyTerminationEvent$", "description": "The class identifier for this type" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" }, "adjustedExerciseFeePaymentDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "adjustedExerciseDate", "adjustedEarlyTerminationDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate"] }, "fpml5.confirmation.EarlyTerminationProvision": { "title": "EarlyTerminationProvision", "description": "An instance of fpml5.confirmation.EarlyTerminationProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EarlyTerminationProvision", "pattern": "^fpml5\\.confirmation\\.EarlyTerminationProvision$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EEPParameters": { "title": "EEPParameters", "description": "An instance of fpml5.confirmation.EEPParameters", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EEPParameters", "pattern": "^fpml5\\.confirmation\\.EEPParameters$", "description": "The class identifier for this type" }, "eEPApplicable": { "type": "boolean" }, "equivalentApplicable": { "type": "boolean" }, "penaltyApplicable": { "type": "boolean" } }, "required": ["$class", "eEPApplicable", "equivalentApplicable", "penaltyApplicable"] }, "fpml5.confirmation.EEPRiskPeriod": { "title": "EEPRiskPeriod", "description": "An instance of fpml5.confirmation.EEPRiskPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EEPRiskPeriod", "pattern": "^fpml5\\.confirmation\\.EEPRiskPeriod$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "startDate", "endDate"] }, "fpml5.confirmation.ElectricityDelivery": { "title": "ElectricityDelivery", "description": "An instance of fpml5.confirmation.ElectricityDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityDelivery", "pattern": "^fpml5\\.confirmation\\.ElectricityDelivery$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityDeliveryFirm": { "title": "ElectricityDeliveryFirm", "description": "An instance of fpml5.confirmation.ElectricityDeliveryFirm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityDeliveryFirm", "pattern": "^fpml5\\.confirmation\\.ElectricityDeliveryFirm$", "description": "The class identifier for this type" }, "forceMajeure": { "type": "boolean" } }, "required": ["$class", "forceMajeure"] }, "fpml5.confirmation.ElectricityDeliveryPoint": { "title": "ElectricityDeliveryPoint", "description": "An instance of fpml5.confirmation.ElectricityDeliveryPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityDeliveryPoint", "pattern": "^fpml5\\.confirmation\\.ElectricityDeliveryPoint$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "deliveryPointScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityDeliverySystemFirm": { "title": "ElectricityDeliverySystemFirm", "description": "An instance of fpml5.confirmation.ElectricityDeliverySystemFirm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityDeliverySystemFirm", "pattern": "^fpml5\\.confirmation\\.ElectricityDeliverySystemFirm$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.ElectricityDeliveryType": { "title": "ElectricityDeliveryType", "description": "An instance of fpml5.confirmation.ElectricityDeliveryType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityDeliveryType", "pattern": "^fpml5\\.confirmation\\.ElectricityDeliveryType$", "description": "The class identifier for this type" }, "nonFirm": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityDeliveryUnitFirm": { "title": "ElectricityDeliveryUnitFirm", "description": "An instance of fpml5.confirmation.ElectricityDeliveryUnitFirm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityDeliveryUnitFirm", "pattern": "^fpml5\\.confirmation\\.ElectricityDeliveryUnitFirm$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.ElectricityPhysicalDeliveryQuantity": { "title": "ElectricityPhysicalDeliveryQuantity", "description": "An instance of fpml5.confirmation.ElectricityPhysicalDeliveryQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityPhysicalDeliveryQuantity", "pattern": "^fpml5\\.confirmation\\.ElectricityPhysicalDeliveryQuantity$", "description": "The class identifier for this type" }, "quantity": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quantity"] }, "fpml5.confirmation.ElectricityPhysicalDeliveryQuantitySchedule": { "title": "ElectricityPhysicalDeliveryQuantitySchedule", "description": "An instance of fpml5.confirmation.ElectricityPhysicalDeliveryQuantitySchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityPhysicalDeliveryQuantitySchedule", "pattern": "^fpml5\\.confirmation\\.ElectricityPhysicalDeliveryQuantitySchedule$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityPhysicalLeg": { "title": "ElectricityPhysicalLeg", "description": "An instance of fpml5.confirmation.ElectricityPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.ElectricityPhysicalLeg$", "description": "The class identifier for this type" }, "loadType": { "$ref": "#/definitions/fpml5.confirmation.LoadTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityPhysicalQuantity": { "title": "ElectricityPhysicalQuantity", "description": "An instance of fpml5.confirmation.ElectricityPhysicalQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityPhysicalQuantity", "pattern": "^fpml5\\.confirmation\\.ElectricityPhysicalQuantity$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityProduct": { "title": "ElectricityProduct", "description": "An instance of fpml5.confirmation.ElectricityProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityProduct", "pattern": "^fpml5\\.confirmation\\.ElectricityProduct$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/fpml5.confirmation.ElectricityProductTypeEnum" }, "voltage": { "type": "number" } }, "required": ["$class", "type"] }, "fpml5.confirmation.ElectricityTransmissionContingency": { "title": "ElectricityTransmissionContingency", "description": "An instance of fpml5.confirmation.ElectricityTransmissionContingency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityTransmissionContingency", "pattern": "^fpml5\\.confirmation\\.ElectricityTransmissionContingency$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ElectricityTransmissionContingencyType": { "title": "ElectricityTransmissionContingencyType", "description": "An instance of fpml5.confirmation.ElectricityTransmissionContingencyType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ElectricityTransmissionContingencyType", "pattern": "^fpml5\\.confirmation\\.ElectricityTransmissionContingencyType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "electricityTransmissionContingencyScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Empty": { "title": "Empty", "description": "An instance of fpml5.confirmation.Empty", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Empty", "pattern": "^fpml5\\.confirmation\\.Empty$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.EndUserExceptionDeclaration": { "title": "EndUserExceptionDeclaration", "description": "An instance of fpml5.confirmation.EndUserExceptionDeclaration", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EndUserExceptionDeclaration", "pattern": "^fpml5\\.confirmation\\.EndUserExceptionDeclaration$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.EntityClassification": { "title": "EntityClassification", "description": "An instance of fpml5.confirmation.EntityClassification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EntityClassification", "pattern": "^fpml5\\.confirmation\\.EntityClassification$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "entityClassificationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EntityId": { "title": "EntityId", "description": "An instance of fpml5.confirmation.EntityId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EntityId", "pattern": "^fpml5\\.confirmation\\.EntityId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "entityIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EntityName": { "title": "EntityName", "description": "An instance of fpml5.confirmation.EntityName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EntityName", "pattern": "^fpml5\\.confirmation\\.EntityName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "entityNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EntityType": { "title": "EntityType", "description": "An instance of fpml5.confirmation.EntityType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EntityType", "pattern": "^fpml5\\.confirmation\\.EntityType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "entityTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EnvironmentalPhysicalLeg": { "title": "EnvironmentalPhysicalLeg", "description": "An instance of fpml5.confirmation.EnvironmentalPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EnvironmentalPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.EnvironmentalPhysicalLeg$", "description": "The class identifier for this type" }, "abandonmentOfScheme": { "$ref": "#/definitions/fpml5.confirmation.EnvironmentalAbandonmentOfSchemeEnum" }, "failureToDeliverApplicable": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EnvironmentalProduct": { "title": "EnvironmentalProduct", "description": "An instance of fpml5.confirmation.EnvironmentalProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EnvironmentalProduct", "pattern": "^fpml5\\.confirmation\\.EnvironmentalProduct$", "description": "The class identifier for this type" }, "productType": { "$ref": "#/definitions/fpml5.confirmation.EnvironmentalProductTypeEnum" }, "vintage": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "productType"] }, "fpml5.confirmation.EnvironmentalProductApplicableLaw": { "title": "EnvironmentalProductApplicableLaw", "description": "An instance of fpml5.confirmation.EnvironmentalProductApplicableLaw", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EnvironmentalProductApplicableLaw", "pattern": "^fpml5\\.confirmation\\.EnvironmentalProductApplicableLaw$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "environmentalProductApplicableLawScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EnvironmentalProductComplaincePeriod": { "title": "EnvironmentalProductComplaincePeriod", "description": "An instance of fpml5.confirmation.EnvironmentalProductComplaincePeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EnvironmentalProductComplaincePeriod", "pattern": "^fpml5\\.confirmation\\.EnvironmentalProductComplaincePeriod$", "description": "The class identifier for this type" }, "startYear": { "format": "date-time", "type": "string" }, "endYear": { "format": "date-time", "type": "string" } }, "required": ["$class", "startYear", "endYear"] }, "fpml5.confirmation.EnvironmentalTrackingSystem": { "title": "EnvironmentalTrackingSystem", "description": "An instance of fpml5.confirmation.EnvironmentalTrackingSystem", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EnvironmentalTrackingSystem", "pattern": "^fpml5\\.confirmation\\.EnvironmentalTrackingSystem$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityEnvironmentalTrackingSystemScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EquityAmericanExercise": { "title": "EquityAmericanExercise", "description": "An instance of fpml5.confirmation.EquityAmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityAmericanExercise", "pattern": "^fpml5\\.confirmation\\.EquityAmericanExercise$", "description": "The class identifier for this type" }, "latestExerciseTimeType": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "equityExpirationTimeType": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EquityAsset": { "title": "EquityAsset", "description": "An instance of fpml5.confirmation.EquityAsset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityAsset", "pattern": "^fpml5\\.confirmation\\.EquityAsset$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EquityBermudaExercise": { "title": "EquityBermudaExercise", "description": "An instance of fpml5.confirmation.EquityBermudaExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityBermudaExercise", "pattern": "^fpml5\\.confirmation\\.EquityBermudaExercise$", "description": "The class identifier for this type" }, "latestExerciseTimeType": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "equityExpirationTimeType": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EquityCorporateEvents": { "title": "EquityCorporateEvents", "description": "An instance of fpml5.confirmation.EquityCorporateEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityCorporateEvents", "pattern": "^fpml5\\.confirmation\\.EquityCorporateEvents$", "description": "The class identifier for this type" }, "shareForShare": { "$ref": "#/definitions/fpml5.confirmation.ShareExtraordinaryEventEnum" }, "shareForOther": { "$ref": "#/definitions/fpml5.confirmation.ShareExtraordinaryEventEnum" }, "shareForCombined": { "$ref": "#/definitions/fpml5.confirmation.ShareExtraordinaryEventEnum" } }, "required": ["$class", "shareForShare", "shareForOther", "shareForCombined"] }, "fpml5.confirmation.EquityEuropeanExercise": { "title": "EquityEuropeanExercise", "description": "An instance of fpml5.confirmation.EquityEuropeanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityEuropeanExercise", "pattern": "^fpml5\\.confirmation\\.EquityEuropeanExercise$", "description": "The class identifier for this type" }, "equityExpirationTimeType": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EquityExerciseValuationSettlement": { "title": "EquityExerciseValuationSettlement", "description": "An instance of fpml5.confirmation.EquityExerciseValuationSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityExerciseValuationSettlement", "pattern": "^fpml5\\.confirmation\\.EquityExerciseValuationSettlement$", "description": "The class identifier for this type" }, "automaticExercise": { "type": "boolean" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" } }, "required": ["$class", "settlementType"] }, "fpml5.confirmation.EquityForward": { "title": "EquityForward", "description": "An instance of fpml5.confirmation.EquityForward", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityForward", "pattern": "^fpml5\\.confirmation\\.EquityForward$", "description": "The class identifier for this type" }, "methodOfAdjustment": { "$ref": "#/definitions/fpml5.confirmation.MethodOfAdjustmentEnum" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.EquityOptionTypeEnum" }, "equityEffectiveDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "methodOfAdjustment", "optionType"] }, "fpml5.confirmation.EquityMultipleExercise": { "title": "EquityMultipleExercise", "description": "An instance of fpml5.confirmation.EquityMultipleExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityMultipleExercise", "pattern": "^fpml5\\.confirmation\\.EquityMultipleExercise$", "description": "The class identifier for this type" }, "integralMultipleExercise": { "type": "number" }, "minimumNumberOfOptions": { "type": "number" }, "maximumNumberOfOptions": { "type": "number" } }, "required": ["$class", "minimumNumberOfOptions", "maximumNumberOfOptions"] }, "fpml5.confirmation.EquityOption": { "title": "EquityOption", "description": "An instance of fpml5.confirmation.EquityOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityOption", "pattern": "^fpml5\\.confirmation\\.EquityOption$", "description": "The class identifier for this type" }, "spotPrice": { "type": "number" }, "numberOfOptions": { "type": "number" }, "optionEntitlement": { "type": "number" }, "methodOfAdjustment": { "$ref": "#/definitions/fpml5.confirmation.MethodOfAdjustmentEnum" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.EquityOptionTypeEnum" }, "equityEffectiveDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "optionEntitlement", "methodOfAdjustment", "optionType"] }, "fpml5.confirmation.EquityOptionTransactionSupplement": { "title": "EquityOptionTransactionSupplement", "description": "An instance of fpml5.confirmation.EquityOptionTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityOptionTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.EquityOptionTransactionSupplement$", "description": "The class identifier for this type" }, "exchangeLookAlike": { "type": "boolean" }, "exchangeTradedContractNearest": { "type": "boolean" }, "multipleExchangeIndexAnnexFallback": { "type": "boolean" }, "componentSecurityIndexAnnexFallback": { "type": "boolean" }, "methodOfAdjustment": { "$ref": "#/definitions/fpml5.confirmation.MethodOfAdjustmentEnum" }, "optionEntitlement": { "type": "number" }, "multiplier": { "type": "number" }, "spotPrice": { "type": "number" }, "numberOfOptions": { "type": "number" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.EquityOptionTypeEnum" }, "equityEffectiveDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "numberOfOptions", "optionType"] }, "fpml5.confirmation.EquityPremium": { "title": "EquityPremium", "description": "An instance of fpml5.confirmation.EquityPremium", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityPremium", "pattern": "^fpml5\\.confirmation\\.EquityPremium$", "description": "The class identifier for this type" }, "premiumType": { "$ref": "#/definitions/fpml5.confirmation.PremiumTypeEnum" }, "swapPremium": { "type": "boolean" }, "percentageOfNotional": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EquityStrike": { "title": "EquityStrike", "description": "An instance of fpml5.confirmation.EquityStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityStrike", "pattern": "^fpml5\\.confirmation\\.EquityStrike$", "description": "The class identifier for this type" }, "strikePrice": { "type": "number" }, "strikePercentage": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.EquitySwapTransactionSupplement": { "title": "EquitySwapTransactionSupplement", "description": "An instance of fpml5.confirmation.EquitySwapTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquitySwapTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.EquitySwapTransactionSupplement$", "description": "The class identifier for this type" }, "mutualEarlyTermination": { "type": "boolean" }, "optionalEarlyTermination": { "type": "boolean" }, "optionalEarlyTerminationDate": { "$ref": "#/definitions/fpml5.confirmation.EarlyTerminationDateEnum" }, "breakFundingRecovery": { "type": "boolean" }, "breakFeeElection": { "$ref": "#/definitions/fpml5.confirmation.FeeElectionEnum" }, "breakFeeRate": { "type": "number" }, "multipleExchangeIndexAnnexFallback": { "type": "boolean" }, "componentSecurityIndexAnnexFallback": { "type": "boolean" }, "returnSwapLegGroup": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class", "returnSwapLegGroup"] }, "fpml5.confirmation.EquityValuation": { "title": "EquityValuation", "description": "An instance of fpml5.confirmation.EquityValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EquityValuation", "pattern": "^fpml5\\.confirmation\\.EquityValuation$", "description": "The class identifier for this type" }, "valuationTimeType": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "futuresPriceValuation": { "type": "boolean" }, "optionsPriceValuation": { "type": "boolean" }, "numberOfValuationDates": { "type": "integer" }, "fPVFinalPriceElectionFallback": { "$ref": "#/definitions/fpml5.confirmation.FPVFinalPriceElectionFallbackEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EuropeanExercise": { "title": "EuropeanExercise", "description": "An instance of fpml5.confirmation.EuropeanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EuropeanExercise", "pattern": "^fpml5\\.confirmation\\.EuropeanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EventId": { "title": "EventId", "description": "An instance of fpml5.confirmation.EventId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventId", "pattern": "^fpml5\\.confirmation\\.EventId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "eventIdScheme": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EventIdentifier": { "title": "EventIdentifier", "description": "An instance of fpml5.confirmation.EventIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventIdentifier", "pattern": "^fpml5\\.confirmation\\.EventIdentifier$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.EventInstructionOverride": { "title": "EventInstructionOverride", "description": "An instance of fpml5.confirmation.EventInstructionOverride", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventInstructionOverride", "pattern": "^fpml5\\.confirmation\\.EventInstructionOverride$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.EventPayment": { "title": "EventPayment", "description": "An instance of fpml5.confirmation.EventPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventPayment", "pattern": "^fpml5\\.confirmation\\.EventPayment$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EventProposedMatch": { "title": "EventProposedMatch", "description": "An instance of fpml5.confirmation.EventProposedMatch", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventProposedMatch", "pattern": "^fpml5\\.confirmation\\.EventProposedMatch$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "matchScore": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.EventRequestAcknowledgement": { "title": "EventRequestAcknowledgement", "description": "An instance of fpml5.confirmation.EventRequestAcknowledgement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventRequestAcknowledgement", "pattern": "^fpml5\\.confirmation\\.EventRequestAcknowledgement$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.EventsChoice": { "title": "EventsChoice", "description": "An instance of fpml5.confirmation.EventsChoice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventsChoice", "pattern": "^fpml5\\.confirmation\\.EventsChoice$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EventStatus": { "title": "EventStatus", "description": "An instance of fpml5.confirmation.EventStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventStatus", "pattern": "^fpml5\\.confirmation\\.EventStatus$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "eventStatusScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.EventStatusItem": { "title": "EventStatusItem", "description": "An instance of fpml5.confirmation.EventStatusItem", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventStatusItem", "pattern": "^fpml5\\.confirmation\\.EventStatusItem$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.EventStatusResponse": { "title": "EventStatusResponse", "description": "An instance of fpml5.confirmation.EventStatusResponse", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EventStatusResponse", "pattern": "^fpml5\\.confirmation\\.EventStatusResponse$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.EvergreenOption": { "title": "EvergreenOption", "description": "An instance of fpml5.confirmation.EvergreenOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.EvergreenOption", "pattern": "^fpml5\\.confirmation\\.EvergreenOption$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Exception": { "title": "Exception", "description": "An instance of fpml5.confirmation.Exception", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Exception", "pattern": "^fpml5\\.confirmation\\.Exception$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ExceptionMessageHeader": { "title": "ExceptionMessageHeader", "description": "An instance of fpml5.confirmation.ExceptionMessageHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExceptionMessageHeader", "pattern": "^fpml5\\.confirmation\\.ExceptionMessageHeader$", "description": "The class identifier for this type" }, "creationTimestamp": { "format": "date-time", "type": "string" }, "expiryTimestamp": { "format": "date-time", "type": "string" } }, "required": ["$class", "creationTimestamp"] }, "fpml5.confirmation.ExchangeId": { "title": "ExchangeId", "description": "An instance of fpml5.confirmation.ExchangeId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExchangeId", "pattern": "^fpml5\\.confirmation\\.ExchangeId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "exchangeIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExchangeRate": { "title": "ExchangeRate", "description": "An instance of fpml5.confirmation.ExchangeRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExchangeRate", "pattern": "^fpml5\\.confirmation\\.ExchangeRate$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "spotRate": { "type": "number" }, "forwardPoints": { "type": "number" }, "pointValue": { "$ref": "#/definitions/fpml5.confirmation.PointValue" } }, "required": ["$class", "rate"] }, "fpml5.confirmation.ExchangeTradedContract": { "title": "ExchangeTradedContract", "description": "An instance of fpml5.confirmation.ExchangeTradedContract", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExchangeTradedContract", "pattern": "^fpml5\\.confirmation\\.ExchangeTradedContract$", "description": "The class identifier for this type" }, "multiplier": { "type": "number" }, "contractReference": { "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExchangeTradedContractUnderlyer": { "title": "ExchangeTradedContractUnderlyer", "description": "An instance of fpml5.confirmation.ExchangeTradedContractUnderlyer", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExchangeTradedContractUnderlyer", "pattern": "^fpml5\\.confirmation\\.ExchangeTradedContractUnderlyer$", "description": "The class identifier for this type" }, "underlyingAssetGroup": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.ExchangeTradedFund": { "title": "ExchangeTradedFund", "description": "An instance of fpml5.confirmation.ExchangeTradedFund", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExchangeTradedFund", "pattern": "^fpml5\\.confirmation\\.ExchangeTradedFund$", "description": "The class identifier for this type" }, "fundManager": { "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExchangeTradedOption": { "title": "ExchangeTradedOption", "description": "An instance of fpml5.confirmation.ExchangeTradedOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExchangeTradedOption", "pattern": "^fpml5\\.confirmation\\.ExchangeTradedOption$", "description": "The class identifier for this type" }, "strike": { "type": "number" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.PutCallEnum" }, "exerciseStyle": { "$ref": "#/definitions/fpml5.confirmation.ExerciseStyleEnum" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "multiplier": { "type": "number" }, "contractReference": { "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExecutionAdvice": { "title": "ExecutionAdvice", "description": "An instance of fpml5.confirmation.ExecutionAdvice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionAdvice", "pattern": "^fpml5\\.confirmation\\.ExecutionAdvice$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.ExecutionAdviceRetracted": { "title": "ExecutionAdviceRetracted", "description": "An instance of fpml5.confirmation.ExecutionAdviceRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionAdviceRetracted", "pattern": "^fpml5\\.confirmation\\.ExecutionAdviceRetracted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ExecutionDateTime": { "title": "ExecutionDateTime", "description": "An instance of fpml5.confirmation.ExecutionDateTime", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionDateTime", "pattern": "^fpml5\\.confirmation\\.ExecutionDateTime$", "description": "The class identifier for this type" }, "value": { "format": "date-time", "type": "string" }, "executionDateTimeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExecutionNotification": { "title": "ExecutionNotification", "description": "An instance of fpml5.confirmation.ExecutionNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionNotification", "pattern": "^fpml5\\.confirmation\\.ExecutionNotification$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.ExecutionRetracted": { "title": "ExecutionRetracted", "description": "An instance of fpml5.confirmation.ExecutionRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionRetracted", "pattern": "^fpml5\\.confirmation\\.ExecutionRetracted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ExecutionType": { "title": "ExecutionType", "description": "An instance of fpml5.confirmation.ExecutionType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionType", "pattern": "^fpml5\\.confirmation\\.ExecutionType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "executionTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExecutionVenueType": { "title": "ExecutionVenueType", "description": "An instance of fpml5.confirmation.ExecutionVenueType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExecutionVenueType", "pattern": "^fpml5\\.confirmation\\.ExecutionVenueType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "executionVenueTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Exercise": { "title": "Exercise", "description": "An instance of fpml5.confirmation.Exercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Exercise", "pattern": "^fpml5\\.confirmation\\.Exercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExerciseEvent": { "title": "ExerciseEvent", "description": "An instance of fpml5.confirmation.ExerciseEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExerciseEvent", "pattern": "^fpml5\\.confirmation\\.ExerciseEvent$", "description": "The class identifier for this type" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" }, "adjustedRelevantSwapEffectiveDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" }, "adjustedExerciseFeePaymentDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "adjustedExerciseDate", "adjustedRelevantSwapEffectiveDate"] }, "fpml5.confirmation.ExerciseFee": { "title": "ExerciseFee", "description": "An instance of fpml5.confirmation.ExerciseFee", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExerciseFee", "pattern": "^fpml5\\.confirmation\\.ExerciseFee$", "description": "The class identifier for this type" }, "feeAmount": { "type": "number" }, "feeRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.ExerciseFeeSchedule": { "title": "ExerciseFeeSchedule", "description": "An instance of fpml5.confirmation.ExerciseFeeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExerciseFeeSchedule", "pattern": "^fpml5\\.confirmation\\.ExerciseFeeSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ExerciseNotice": { "title": "ExerciseNotice", "description": "An instance of fpml5.confirmation.ExerciseNotice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExerciseNotice", "pattern": "^fpml5\\.confirmation\\.ExerciseNotice$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ExercisePeriod": { "title": "ExercisePeriod", "description": "An instance of fpml5.confirmation.ExercisePeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExercisePeriod", "pattern": "^fpml5\\.confirmation\\.ExercisePeriod$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ExerciseProcedure": { "title": "ExerciseProcedure", "description": "An instance of fpml5.confirmation.ExerciseProcedure", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExerciseProcedure", "pattern": "^fpml5\\.confirmation\\.ExerciseProcedure$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" }, "limitedRightToConfirm": { "type": "boolean" }, "splitTicket": { "type": "boolean" } }, "required": ["$class", "followUpConfirmation"] }, "fpml5.confirmation.ExerciseProcedureOption": { "title": "ExerciseProcedureOption", "description": "An instance of fpml5.confirmation.ExerciseProcedureOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExerciseProcedureOption", "pattern": "^fpml5\\.confirmation\\.ExerciseProcedureOption$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ExtendibleProvision": { "title": "ExtendibleProvision", "description": "An instance of fpml5.confirmation.ExtendibleProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExtendibleProvision", "pattern": "^fpml5\\.confirmation\\.ExtendibleProvision$", "description": "The class identifier for this type" }, "exerciseGroup": { "type": "string" }, "followUpConfirmation": { "type": "boolean" } }, "required": ["$class", "exerciseGroup", "followUpConfirmation"] }, "fpml5.confirmation.ExtendibleProvisionAdjustedDates": { "title": "ExtendibleProvisionAdjustedDates", "description": "An instance of fpml5.confirmation.ExtendibleProvisionAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExtendibleProvisionAdjustedDates", "pattern": "^fpml5\\.confirmation\\.ExtendibleProvisionAdjustedDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ExtensionEvent": { "title": "ExtensionEvent", "description": "An instance of fpml5.confirmation.ExtensionEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExtensionEvent", "pattern": "^fpml5\\.confirmation\\.ExtensionEvent$", "description": "The class identifier for this type" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" }, "adjustedExtendedTerminationDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "adjustedExerciseDate", "adjustedExtendedTerminationDate"] }, "fpml5.confirmation.ExtraordinaryEvents": { "title": "ExtraordinaryEvents", "description": "An instance of fpml5.confirmation.ExtraordinaryEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ExtraordinaryEvents", "pattern": "^fpml5\\.confirmation\\.ExtraordinaryEvents$", "description": "The class identifier for this type" }, "tenderOffer": { "type": "boolean" }, "compositionOfCombinedConsideration": { "type": "boolean" }, "failureToDeliver": { "type": "boolean" }, "nationalisationOrInsolvency": { "$ref": "#/definitions/fpml5.confirmation.NationalisationOrInsolvencyOrDelistingEventEnum" }, "delisting": { "$ref": "#/definitions/fpml5.confirmation.NationalisationOrInsolvencyOrDelistingEventEnum" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityCommitment": { "title": "FacilityCommitment", "description": "An instance of fpml5.confirmation.FacilityCommitment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityCommitment", "pattern": "^fpml5\\.confirmation\\.FacilityCommitment$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityContractIdentifier": { "title": "FacilityContractIdentifier", "description": "An instance of fpml5.confirmation.FacilityContractIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityContractIdentifier", "pattern": "^fpml5\\.confirmation\\.FacilityContractIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityExecutionExceptionDeclaration": { "title": "FacilityExecutionExceptionDeclaration", "description": "An instance of fpml5.confirmation.FacilityExecutionExceptionDeclaration", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityExecutionExceptionDeclaration", "pattern": "^fpml5\\.confirmation\\.FacilityExecutionExceptionDeclaration$", "description": "The class identifier for this type" }, "reason": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.FacilityExtensionFeePayment": { "title": "FacilityExtensionFeePayment", "description": "An instance of fpml5.confirmation.FacilityExtensionFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityExtensionFeePayment", "pattern": "^fpml5\\.confirmation\\.FacilityExtensionFeePayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.FacilityFeature": { "title": "FacilityFeature", "description": "An instance of fpml5.confirmation.FacilityFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityFeature", "pattern": "^fpml5\\.confirmation\\.FacilityFeature$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "facilityFeatureScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityIdentifier": { "title": "FacilityIdentifier", "description": "An instance of fpml5.confirmation.FacilityIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityIdentifier", "pattern": "^fpml5\\.confirmation\\.FacilityIdentifier$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityNotification": { "title": "FacilityNotification", "description": "An instance of fpml5.confirmation.FacilityNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityNotification", "pattern": "^fpml5\\.confirmation\\.FacilityNotification$", "description": "The class identifier for this type" }, "facilityEventGroupGroup": { "type": "string" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "facilityEventGroupGroup", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.FacilityOutstandingsPosition": { "title": "FacilityOutstandingsPosition", "description": "An instance of fpml5.confirmation.FacilityOutstandingsPosition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityOutstandingsPosition", "pattern": "^fpml5\\.confirmation\\.FacilityOutstandingsPosition$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityOutstandingsPositionStatement": { "title": "FacilityOutstandingsPositionStatement", "description": "An instance of fpml5.confirmation.FacilityOutstandingsPositionStatement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityOutstandingsPositionStatement", "pattern": "^fpml5\\.confirmation\\.FacilityOutstandingsPositionStatement$", "description": "The class identifier for this type" }, "loanContractDetailsModel": { "type": "array", "items": { "type": "string" } }, "statementDate": { "format": "date-time", "type": "string" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "statementDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.FacilityPosition": { "title": "FacilityPosition", "description": "An instance of fpml5.confirmation.FacilityPosition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityPosition", "pattern": "^fpml5\\.confirmation\\.FacilityPosition$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FacilityPositionStatement": { "title": "FacilityPositionStatement", "description": "An instance of fpml5.confirmation.FacilityPositionStatement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityPositionStatement", "pattern": "^fpml5\\.confirmation\\.FacilityPositionStatement$", "description": "The class identifier for this type" }, "statementDate": { "format": "date-time", "type": "string" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "statementDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.FacilityRateChangeNotification": { "title": "FacilityRateChangeNotification", "description": "An instance of fpml5.confirmation.FacilityRateChangeNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityRateChangeNotification", "pattern": "^fpml5\\.confirmation\\.FacilityRateChangeNotification$", "description": "The class identifier for this type" }, "facilityRateChangeGroupGroup": { "type": "string" }, "loanContractDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "facilityRateChangeGroupGroup", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.FacilityReference": { "title": "FacilityReference", "description": "An instance of fpml5.confirmation.FacilityReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityReference", "pattern": "^fpml5\\.confirmation\\.FacilityReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.FacilityStatement": { "title": "FacilityStatement", "description": "An instance of fpml5.confirmation.FacilityStatement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityStatement", "pattern": "^fpml5\\.confirmation\\.FacilityStatement$", "description": "The class identifier for this type" }, "facilityGroupGroup": { "type": "string" }, "statementDate": { "format": "date-time", "type": "string" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "facilityGroupGroup", "statementDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.FacilitySummary": { "title": "FacilitySummary", "description": "An instance of fpml5.confirmation.FacilitySummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilitySummary", "pattern": "^fpml5\\.confirmation\\.FacilitySummary$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "expiryDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "startDate"] }, "fpml5.confirmation.FacilityTermination": { "title": "FacilityTermination", "description": "An instance of fpml5.confirmation.FacilityTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityTermination", "pattern": "^fpml5\\.confirmation\\.FacilityTermination$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.FacilityType": { "title": "FacilityType", "description": "An instance of fpml5.confirmation.FacilityType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FacilityType", "pattern": "^fpml5\\.confirmation\\.FacilityType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "facilityTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FailureToPay": { "title": "FailureToPay", "description": "An instance of fpml5.confirmation.FailureToPay", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FailureToPay", "pattern": "^fpml5\\.confirmation\\.FailureToPay$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.FailureToPayEvent": { "title": "FailureToPayEvent", "description": "An instance of fpml5.confirmation.FailureToPayEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FailureToPayEvent", "pattern": "^fpml5\\.confirmation\\.FailureToPayEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FallbackReferencePrice": { "title": "FallbackReferencePrice", "description": "An instance of fpml5.confirmation.FallbackReferencePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FallbackReferencePrice", "pattern": "^fpml5\\.confirmation\\.FallbackReferencePrice$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FeaturePayment": { "title": "FeaturePayment", "description": "An instance of fpml5.confirmation.FeaturePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FeaturePayment", "pattern": "^fpml5\\.confirmation\\.FeaturePayment$", "description": "The class identifier for this type" }, "levelPercentage": { "type": "number" }, "amount": { "type": "number" }, "time": { "$ref": "#/definitions/fpml5.confirmation.TimeTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FeeLeg": { "title": "FeeLeg", "description": "An instance of fpml5.confirmation.FeeLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FeeLeg", "pattern": "^fpml5\\.confirmation\\.FeeLeg$", "description": "The class identifier for this type" }, "marketFixedRate": { "type": "number" }, "paymentDelay": { "type": "boolean" }, "initialPoints": { "type": "number" }, "marketPrice": { "type": "number" }, "quotationStyle": { "$ref": "#/definitions/fpml5.confirmation.QuotationStyleEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FinalCalculationPeriodDateAdjustment": { "title": "FinalCalculationPeriodDateAdjustment", "description": "An instance of fpml5.confirmation.FinalCalculationPeriodDateAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FinalCalculationPeriodDateAdjustment", "pattern": "^fpml5\\.confirmation\\.FinalCalculationPeriodDateAdjustment$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" } }, "required": ["$class", "businessDayConvention"] }, "fpml5.confirmation.FirstPeriodStartDate": { "title": "FirstPeriodStartDate", "description": "An instance of fpml5.confirmation.FirstPeriodStartDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FirstPeriodStartDate", "pattern": "^fpml5\\.confirmation\\.FirstPeriodStartDate$", "description": "The class identifier for this type" }, "value": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FixedAmountCalculation": { "title": "FixedAmountCalculation", "description": "An instance of fpml5.confirmation.FixedAmountCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedAmountCalculation", "pattern": "^fpml5\\.confirmation\\.FixedAmountCalculation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FixedPaymentAmount": { "title": "FixedPaymentAmount", "description": "An instance of fpml5.confirmation.FixedPaymentAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedPaymentAmount", "pattern": "^fpml5\\.confirmation\\.FixedPaymentAmount$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FixedPaymentLeg": { "title": "FixedPaymentLeg", "description": "An instance of fpml5.confirmation.FixedPaymentLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedPaymentLeg", "pattern": "^fpml5\\.confirmation\\.FixedPaymentLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FixedPrice": { "title": "FixedPrice", "description": "An instance of fpml5.confirmation.FixedPrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedPrice", "pattern": "^fpml5\\.confirmation\\.FixedPrice$", "description": "The class identifier for this type" }, "price": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "price"] }, "fpml5.confirmation.FixedPriceLeg": { "title": "FixedPriceLeg", "description": "An instance of fpml5.confirmation.FixedPriceLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedPriceLeg", "pattern": "^fpml5\\.confirmation\\.FixedPriceLeg$", "description": "The class identifier for this type" }, "worldscaleRate": { "type": "number" }, "totalNotionalQuantity": { "type": "number" }, "masterAgreementPaymentDates": { "type": "boolean" }, "flatRate": { "$ref": "#/definitions/fpml5.confirmation.FlatRateEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FixedRate": { "title": "FixedRate", "description": "An instance of fpml5.confirmation.FixedRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedRate", "pattern": "^fpml5\\.confirmation\\.FixedRate$", "description": "The class identifier for this type" }, "value": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FixedRateAccrual": { "title": "FixedRateAccrual", "description": "An instance of fpml5.confirmation.FixedRateAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedRateAccrual", "pattern": "^fpml5\\.confirmation\\.FixedRateAccrual$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "numberOfDays": { "type": "number" }, "penaltySpread": { "type": "number" }, "defaultSpread": { "type": "number" }, "mandatoryCostRate": { "type": "number" }, "allInRate": { "type": "number" }, "rate": { "type": "number" }, "pikSpread": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "numberOfDays", "rate"] }, "fpml5.confirmation.FixedRateOption": { "title": "FixedRateOption", "description": "An instance of fpml5.confirmation.FixedRateOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedRateOption", "pattern": "^fpml5\\.confirmation\\.FixedRateOption$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "drawdownNoticeDays": { "type": "integer" }, "fxRateSetNoticeDays": { "type": "integer" }, "rateSetNoticeDays": { "type": "integer" }, "rate": { "type": "number" }, "pikSpread": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "rate"] }, "fpml5.confirmation.FixedRateOptionChange": { "title": "FixedRateOptionChange", "description": "An instance of fpml5.confirmation.FixedRateOptionChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedRateOptionChange", "pattern": "^fpml5\\.confirmation\\.FixedRateOptionChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.FixedRateReference": { "title": "FixedRateReference", "description": "An instance of fpml5.confirmation.FixedRateReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FixedRateReference", "pattern": "^fpml5\\.confirmation\\.FixedRateReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingAmountCalculation": { "title": "FloatingAmountCalculation", "description": "An instance of fpml5.confirmation.FloatingAmountCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingAmountCalculation", "pattern": "^fpml5\\.confirmation\\.FloatingAmountCalculation$", "description": "The class identifier for this type" }, "initialFixingDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingAmountEvents": { "title": "FloatingAmountEvents", "description": "An instance of fpml5.confirmation.FloatingAmountEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingAmountEvents", "pattern": "^fpml5\\.confirmation\\.FloatingAmountEvents$", "description": "The class identifier for this type" }, "failureToPayPrincipal": { "type": "boolean" }, "writedown": { "type": "boolean" }, "impliedWritedown": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingAmountProvisions": { "title": "FloatingAmountProvisions", "description": "An instance of fpml5.confirmation.FloatingAmountProvisions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingAmountProvisions", "pattern": "^fpml5\\.confirmation\\.FloatingAmountProvisions$", "description": "The class identifier for this type" }, "wACCapInterestProvision": { "type": "boolean" }, "stepUpProvision": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingLegCalculation": { "title": "FloatingLegCalculation", "description": "An instance of fpml5.confirmation.FloatingLegCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingLegCalculation", "pattern": "^fpml5\\.confirmation\\.FloatingLegCalculation$", "description": "The class identifier for this type" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "conversionFactor": { "type": "number" }, "spreadPercentage": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingPriceLeg": { "title": "FloatingPriceLeg", "description": "An instance of fpml5.confirmation.FloatingPriceLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingPriceLeg", "pattern": "^fpml5\\.confirmation\\.FloatingPriceLeg$", "description": "The class identifier for this type" }, "totalNotionalQuantity": { "type": "number" }, "masterAgreementPaymentDates": { "type": "boolean" }, "flatRate": { "$ref": "#/definitions/fpml5.confirmation.FlatRateEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRate": { "title": "FloatingRate", "description": "An instance of fpml5.confirmation.FloatingRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRate", "pattern": "^fpml5\\.confirmation\\.FloatingRate$", "description": "The class identifier for this type" }, "rateTreatment": { "$ref": "#/definitions/fpml5.confirmation.RateTreatmentEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRateAccrual": { "title": "FloatingRateAccrual", "description": "An instance of fpml5.confirmation.FloatingRateAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateAccrual", "pattern": "^fpml5\\.confirmation\\.FloatingRateAccrual$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "numberOfDays": { "type": "number" }, "rateFixingDate": { "format": "date-time", "type": "string" }, "baseRate": { "type": "number" }, "penaltySpread": { "type": "number" }, "defaultSpread": { "type": "number" }, "mandatoryCostRate": { "type": "number" }, "allInRate": { "type": "number" }, "spread": { "type": "number" }, "pikSpread": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "numberOfDays", "spread"] }, "fpml5.confirmation.FloatingRateCalculation": { "title": "FloatingRateCalculation", "description": "An instance of fpml5.confirmation.FloatingRateCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateCalculation", "pattern": "^fpml5\\.confirmation\\.FloatingRateCalculation$", "description": "The class identifier for this type" }, "initialRate": { "type": "number" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "negativeInterestRateTreatment": { "$ref": "#/definitions/fpml5.confirmation.NegativeInterestRateTreatmentEnum" }, "rateTreatment": { "$ref": "#/definitions/fpml5.confirmation.RateTreatmentEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRateCalculationReference": { "title": "FloatingRateCalculationReference", "description": "An instance of fpml5.confirmation.FloatingRateCalculationReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateCalculationReference", "pattern": "^fpml5\\.confirmation\\.FloatingRateCalculationReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRateDefinition": { "title": "FloatingRateDefinition", "description": "An instance of fpml5.confirmation.FloatingRateDefinition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateDefinition", "pattern": "^fpml5\\.confirmation\\.FloatingRateDefinition$", "description": "The class identifier for this type" }, "calculatedRate": { "type": "number" }, "floatingRateMultiplier": { "type": "number" }, "spread": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRateIndex": { "title": "FloatingRateIndex", "description": "An instance of fpml5.confirmation.FloatingRateIndex", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateIndex", "pattern": "^fpml5\\.confirmation\\.FloatingRateIndex$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "floatingRateIndexScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRateIndexLoan": { "title": "FloatingRateIndexLoan", "description": "An instance of fpml5.confirmation.FloatingRateIndexLoan", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateIndexLoan", "pattern": "^fpml5\\.confirmation\\.FloatingRateIndexLoan$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "floatingRateIndexScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FloatingRateOption": { "title": "FloatingRateOption", "description": "An instance of fpml5.confirmation.FloatingRateOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateOption", "pattern": "^fpml5\\.confirmation\\.FloatingRateOption$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "drawdownNoticeDays": { "type": "integer" }, "fxRateSetNoticeDays": { "type": "integer" }, "rateSetNoticeDays": { "type": "integer" }, "spread": { "type": "number" }, "pikSpread": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "spread"] }, "fpml5.confirmation.FloatingRateOptionChange": { "title": "FloatingRateOptionChange", "description": "An instance of fpml5.confirmation.FloatingRateOptionChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingRateOptionChange", "pattern": "^fpml5\\.confirmation\\.FloatingRateOptionChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.FloatingStrikePrice": { "title": "FloatingStrikePrice", "description": "An instance of fpml5.confirmation.FloatingStrikePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FloatingStrikePrice", "pattern": "^fpml5\\.confirmation\\.FloatingStrikePrice$", "description": "The class identifier for this type" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "conversionFactor": { "type": "number" }, "spreadPercentage": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.ForecastRateIndex": { "title": "ForecastRateIndex", "description": "An instance of fpml5.confirmation.ForecastRateIndex", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ForecastRateIndex", "pattern": "^fpml5\\.confirmation\\.ForecastRateIndex$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Formula": { "title": "Formula", "description": "An instance of fpml5.confirmation.Formula", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Formula", "pattern": "^fpml5\\.confirmation\\.Formula$", "description": "The class identifier for this type" }, "formulaDescription": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FormulaComponent": { "title": "FormulaComponent", "description": "An instance of fpml5.confirmation.FormulaComponent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FormulaComponent", "pattern": "^fpml5\\.confirmation\\.FormulaComponent$", "description": "The class identifier for this type" }, "componentDescription": { "type": "string" }, "name": { "type": "string" } }, "required": ["$class", "componentDescription"] }, "fpml5.confirmation.FormulaTerm": { "title": "FormulaTerm", "description": "An instance of fpml5.confirmation.FormulaTerm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FormulaTerm", "pattern": "^fpml5\\.confirmation\\.FormulaTerm$", "description": "The class identifier for this type" }, "coefficient": { "type": "number" } }, "required": ["$class", "coefficient"] }, "fpml5.confirmation.ForwardRateCurve": { "title": "ForwardRateCurve", "description": "An instance of fpml5.confirmation.ForwardRateCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ForwardRateCurve", "pattern": "^fpml5\\.confirmation\\.ForwardRateCurve$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FpML": { "title": "FpML", "description": "An instance of fpml5.confirmation.FpML", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FpML", "pattern": "^fpml5\\.confirmation\\.FpML$", "description": "The class identifier for this type" }, "mixed": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.Fra": { "title": "Fra", "description": "An instance of fpml5.confirmation.Fra", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Fra", "pattern": "^fpml5\\.confirmation\\.Fra$", "description": "The class identifier for this type" }, "adjustedTerminationDate": { "format": "date-time", "type": "string" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "fraDiscounting": { "$ref": "#/definitions/fpml5.confirmation.FraDiscountingEnum" }, "id": { "type": "string" } }, "required": ["$class", "adjustedTerminationDate", "calculationPeriodNumberOfDays", "fraDiscounting"] }, "fpml5.confirmation.Frequency": { "title": "Frequency", "description": "An instance of fpml5.confirmation.Frequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Frequency", "pattern": "^fpml5\\.confirmation\\.Frequency$", "description": "The class identifier for this type" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodExtendedEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.FundingFeePayment": { "title": "FundingFeePayment", "description": "An instance of fpml5.confirmation.FundingFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FundingFeePayment", "pattern": "^fpml5\\.confirmation\\.FundingFeePayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.Future": { "title": "Future", "description": "An instance of fpml5.confirmation.Future", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Future", "pattern": "^fpml5\\.confirmation\\.Future$", "description": "The class identifier for this type" }, "multiplier": { "type": "number" }, "futureContractReference": { "type": "string" }, "maturity": { "format": "date-time", "type": "string" }, "contractYearMonth": { "format": "date-time", "type": "string" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FutureId": { "title": "FutureId", "description": "An instance of fpml5.confirmation.FutureId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FutureId", "pattern": "^fpml5\\.confirmation\\.FutureId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "futureIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FutureValueAmount": { "title": "FutureValueAmount", "description": "An instance of fpml5.confirmation.FutureValueAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FutureValueAmount", "pattern": "^fpml5\\.confirmation\\.FutureValueAmount$", "description": "The class identifier for this type" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "valueDate": { "format": "date-time", "type": "string" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "calculationPeriodNumberOfDays", "valueDate", "amount"] }, "fpml5.confirmation.FxAccrual": { "title": "FxAccrual", "description": "An instance of fpml5.confirmation.FxAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrual", "pattern": "^fpml5\\.confirmation\\.FxAccrual$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualAverageStrikeReference": { "title": "FxAccrualAverageStrikeReference", "description": "An instance of fpml5.confirmation.FxAccrualAverageStrikeReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualAverageStrikeReference", "pattern": "^fpml5\\.confirmation\\.FxAccrualAverageStrikeReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualBarrier": { "title": "FxAccrualBarrier", "description": "An instance of fpml5.confirmation.FxAccrualBarrier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualBarrier", "pattern": "^fpml5\\.confirmation\\.FxAccrualBarrier$", "description": "The class identifier for this type" }, "accrualRetention": { "$ref": "#/definitions/fpml5.confirmation.FxAccrualKnockoutBarrierRetentionEnum" }, "barrierType": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierTypeSimpleEnum" }, "style": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierStyleEnum" }, "scope": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierScopeEnum" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.ConditionEnum" }, "observationStartDate": { "format": "date-time", "type": "string" }, "observationEndDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "barrierType", "style", "scope", "condition"] }, "fpml5.confirmation.FxAccrualDigitalOption": { "title": "FxAccrualDigitalOption", "description": "An instance of fpml5.confirmation.FxAccrualDigitalOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualDigitalOption", "pattern": "^fpml5\\.confirmation\\.FxAccrualDigitalOption$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualForward": { "title": "FxAccrualForward", "description": "An instance of fpml5.confirmation.FxAccrualForward", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualForward", "pattern": "^fpml5\\.confirmation\\.FxAccrualForward$", "description": "The class identifier for this type" }, "spotRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualLeverage": { "title": "FxAccrualLeverage", "description": "An instance of fpml5.confirmation.FxAccrualLeverage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualLeverage", "pattern": "^fpml5\\.confirmation\\.FxAccrualLeverage$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.ConditionEnum" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" }, "id": { "type": "string" } }, "required": ["$class", "condition"] }, "fpml5.confirmation.FxAccrualLinearPayoffRegion": { "title": "FxAccrualLinearPayoffRegion", "description": "An instance of fpml5.confirmation.FxAccrualLinearPayoffRegion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualLinearPayoffRegion", "pattern": "^fpml5\\.confirmation\\.FxAccrualLinearPayoffRegion$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualOption": { "title": "FxAccrualOption", "description": "An instance of fpml5.confirmation.FxAccrualOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualOption", "pattern": "^fpml5\\.confirmation\\.FxAccrualOption$", "description": "The class identifier for this type" }, "spotRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualPayoffRegionReference": { "title": "FxAccrualPayoffRegionReference", "description": "An instance of fpml5.confirmation.FxAccrualPayoffRegionReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualPayoffRegionReference", "pattern": "^fpml5\\.confirmation\\.FxAccrualPayoffRegionReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualRegion": { "title": "FxAccrualRegion", "description": "An instance of fpml5.confirmation.FxAccrualRegion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualRegion", "pattern": "^fpml5\\.confirmation\\.FxAccrualRegion$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualRegionLowerBound": { "title": "FxAccrualRegionLowerBound", "description": "An instance of fpml5.confirmation.FxAccrualRegionLowerBound", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualRegionLowerBound", "pattern": "^fpml5\\.confirmation\\.FxAccrualRegionLowerBound$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.FxRegionLowerBoundDirectionEnum" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" } }, "required": ["$class", "condition"] }, "fpml5.confirmation.FxAccrualRegionUpperBound": { "title": "FxAccrualRegionUpperBound", "description": "An instance of fpml5.confirmation.FxAccrualRegionUpperBound", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualRegionUpperBound", "pattern": "^fpml5\\.confirmation\\.FxAccrualRegionUpperBound$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.FxRegionUpperBoundDirectionEnum" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" } }, "required": ["$class", "condition"] }, "fpml5.confirmation.FxAccrualSettlementPeriod": { "title": "FxAccrualSettlementPeriod", "description": "An instance of fpml5.confirmation.FxAccrualSettlementPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualSettlementPeriod", "pattern": "^fpml5\\.confirmation\\.FxAccrualSettlementPeriod$", "description": "The class identifier for this type" }, "accrualFactor": { "type": "number" }, "expiryDate": { "format": "date-time", "type": "string" }, "settlementDate": { "format": "date-time", "type": "string" }, "notionalAmount": { "type": "number" } }, "required": ["$class", "expiryDate", "settlementDate", "notionalAmount"] }, "fpml5.confirmation.FxAccrualSettlementPeriodPayoff": { "title": "FxAccrualSettlementPeriodPayoff", "description": "An instance of fpml5.confirmation.FxAccrualSettlementPeriodPayoff", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualSettlementPeriodPayoff", "pattern": "^fpml5\\.confirmation\\.FxAccrualSettlementPeriodPayoff$", "description": "The class identifier for this type" }, "strike": { "type": "number" }, "counterCurrencyAmount": { "type": "number" }, "lowerBound": { "type": "number" }, "upperBound": { "type": "number" }, "payoffCap": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualSettlementPeriodSchedule": { "title": "FxAccrualSettlementPeriodSchedule", "description": "An instance of fpml5.confirmation.FxAccrualSettlementPeriodSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualSettlementPeriodSchedule", "pattern": "^fpml5\\.confirmation\\.FxAccrualSettlementPeriodSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualStrike": { "title": "FxAccrualStrike", "description": "An instance of fpml5.confirmation.FxAccrualStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualStrike", "pattern": "^fpml5\\.confirmation\\.FxAccrualStrike$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.FxAccrualStrikeReference": { "title": "FxAccrualStrikeReference", "description": "An instance of fpml5.confirmation.FxAccrualStrikeReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualStrikeReference", "pattern": "^fpml5\\.confirmation\\.FxAccrualStrikeReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxAccrualTrigger": { "title": "FxAccrualTrigger", "description": "An instance of fpml5.confirmation.FxAccrualTrigger", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualTrigger", "pattern": "^fpml5\\.confirmation\\.FxAccrualTrigger$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "triggerCondition": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" }, "triggerRate": { "type": "number" }, "spotRate": { "type": "number" } }, "required": ["$class", "triggerCondition", "triggerRate"] }, "fpml5.confirmation.FxAccrualTriggerReference": { "title": "FxAccrualTriggerReference", "description": "An instance of fpml5.confirmation.FxAccrualTriggerReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAccrualTriggerReference", "pattern": "^fpml5\\.confirmation\\.FxAccrualTriggerReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxAdjustedDateAndDateAdjustments": { "title": "FxAdjustedDateAndDateAdjustments", "description": "An instance of fpml5.confirmation.FxAdjustedDateAndDateAdjustments", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAdjustedDateAndDateAdjustments", "pattern": "^fpml5\\.confirmation\\.FxAdjustedDateAndDateAdjustments$", "description": "The class identifier for this type" }, "adjustedDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "adjustedDate"] }, "fpml5.confirmation.FxAmericanExercise": { "title": "FxAmericanExercise", "description": "An instance of fpml5.confirmation.FxAmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAmericanExercise", "pattern": "^fpml5\\.confirmation\\.FxAmericanExercise$", "description": "The class identifier for this type" }, "expiryDate": { "format": "date-time", "type": "string" }, "latestValueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "expiryDate", "latestValueDate"] }, "fpml5.confirmation.FxAsianFeature": { "title": "FxAsianFeature", "description": "An instance of fpml5.confirmation.FxAsianFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAsianFeature", "pattern": "^fpml5\\.confirmation\\.FxAsianFeature$", "description": "The class identifier for this type" }, "rateObservationQuoteBasis": { "$ref": "#/definitions/fpml5.confirmation.StrikeQuoteBasisEnum" }, "rateObservationQuoteBasis1": { "$ref": "#/definitions/fpml5.confirmation.StrikeQuoteBasisEnum" }, "payoutFormula": { "type": "string" }, "precision": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.FxAverageRate": { "title": "FxAverageRate", "description": "An instance of fpml5.confirmation.FxAverageRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAverageRate", "pattern": "^fpml5\\.confirmation\\.FxAverageRate$", "description": "The class identifier for this type" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.FxAveragingMethodEnum" }, "precision": { "type": "integer" }, "id": { "type": "string" } }, "required": ["$class", "averagingMethod"] }, "fpml5.confirmation.FxAverageRateObservation": { "title": "FxAverageRateObservation", "description": "An instance of fpml5.confirmation.FxAverageRateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAverageRateObservation", "pattern": "^fpml5\\.confirmation\\.FxAverageRateObservation$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" }, "averageRateWeightingFactor": { "type": "number" }, "rate": { "type": "number" } }, "required": ["$class", "date", "averageRateWeightingFactor"] }, "fpml5.confirmation.FxAverageRateObservationSchedule": { "title": "FxAverageRateObservationSchedule", "description": "An instance of fpml5.confirmation.FxAverageRateObservationSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAverageRateObservationSchedule", "pattern": "^fpml5\\.confirmation\\.FxAverageRateObservationSchedule$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "startDate", "endDate"] }, "fpml5.confirmation.FxAverageStrike": { "title": "FxAverageStrike", "description": "An instance of fpml5.confirmation.FxAverageStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAverageStrike", "pattern": "^fpml5\\.confirmation\\.FxAverageStrike$", "description": "The class identifier for this type" }, "strikeAdjustment": { "type": "number" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.FxAveragingMethodEnum" }, "precision": { "type": "integer" }, "id": { "type": "string" } }, "required": ["$class", "averagingMethod"] }, "fpml5.confirmation.FxAveragingProcess": { "title": "FxAveragingProcess", "description": "An instance of fpml5.confirmation.FxAveragingProcess", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxAveragingProcess", "pattern": "^fpml5\\.confirmation\\.FxAveragingProcess$", "description": "The class identifier for this type" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.FxAveragingMethodEnum" }, "precision": { "type": "integer" }, "id": { "type": "string" } }, "required": ["$class", "averagingMethod"] }, "fpml5.confirmation.FxBarrierFeature": { "title": "FxBarrierFeature", "description": "An instance of fpml5.confirmation.FxBarrierFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxBarrierFeature", "pattern": "^fpml5\\.confirmation\\.FxBarrierFeature$", "description": "The class identifier for this type" }, "barrierType": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierTypeEnum" }, "direction": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierDirectionEnum" }, "triggerRate": { "type": "number" }, "observationStartDate": { "format": "date-time", "type": "string" }, "observationEndDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "barrierType", "triggerRate"] }, "fpml5.confirmation.FxBusinessCenterDateTime": { "title": "FxBusinessCenterDateTime", "description": "An instance of fpml5.confirmation.FxBusinessCenterDateTime", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxBusinessCenterDateTime", "pattern": "^fpml5\\.confirmation\\.FxBusinessCenterDateTime$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "date"] }, "fpml5.confirmation.FxCashSettlement": { "title": "FxCashSettlement", "description": "An instance of fpml5.confirmation.FxCashSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxCashSettlement", "pattern": "^fpml5\\.confirmation\\.FxCashSettlement$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxCashSettlementSimple": { "title": "FxCashSettlementSimple", "description": "An instance of fpml5.confirmation.FxCashSettlementSimple", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxCashSettlementSimple", "pattern": "^fpml5\\.confirmation\\.FxCashSettlementSimple$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxComplexBarrierBase": { "title": "FxComplexBarrierBase", "description": "An instance of fpml5.confirmation.FxComplexBarrierBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxComplexBarrierBase", "pattern": "^fpml5\\.confirmation\\.FxComplexBarrierBase$", "description": "The class identifier for this type" }, "barrierType": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierTypeSimpleEnum" }, "style": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierStyleEnum" }, "scope": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierScopeEnum" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.ConditionEnum" }, "observationStartDate": { "format": "date-time", "type": "string" }, "observationEndDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "barrierType", "style", "scope", "condition"] }, "fpml5.confirmation.FxComplexBarrierBaseReference": { "title": "FxComplexBarrierBaseReference", "description": "An instance of fpml5.confirmation.FxComplexBarrierBaseReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxComplexBarrierBaseReference", "pattern": "^fpml5\\.confirmation\\.FxComplexBarrierBaseReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxConversion": { "title": "FxConversion", "description": "An instance of fpml5.confirmation.FxConversion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxConversion", "pattern": "^fpml5\\.confirmation\\.FxConversion$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxCounterCurrencyAmount": { "title": "FxCounterCurrencyAmount", "description": "An instance of fpml5.confirmation.FxCounterCurrencyAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxCounterCurrencyAmount", "pattern": "^fpml5\\.confirmation\\.FxCounterCurrencyAmount$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.FxCrossRateObservable": { "title": "FxCrossRateObservable", "description": "An instance of fpml5.confirmation.FxCrossRateObservable", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxCrossRateObservable", "pattern": "^fpml5\\.confirmation\\.FxCrossRateObservable$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxCurve": { "title": "FxCurve", "description": "An instance of fpml5.confirmation.FxCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxCurve", "pattern": "^fpml5\\.confirmation\\.FxCurve$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxCurveValuation": { "title": "FxCurveValuation", "description": "An instance of fpml5.confirmation.FxCurveValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxCurveValuation", "pattern": "^fpml5\\.confirmation\\.FxCurveValuation$", "description": "The class identifier for this type" }, "buildDateTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxDateOffset": { "title": "FxDateOffset", "description": "An instance of fpml5.confirmation.FxDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDateOffset", "pattern": "^fpml5\\.confirmation\\.FxDateOffset$", "description": "The class identifier for this type" }, "convention": { "$ref": "#/definitions/fpml5.confirmation.FxOffsetConventionEnum" } }, "required": ["$class", "convention"] }, "fpml5.confirmation.FxDigitalAmericanExercise": { "title": "FxDigitalAmericanExercise", "description": "An instance of fpml5.confirmation.FxDigitalAmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDigitalAmericanExercise", "pattern": "^fpml5\\.confirmation\\.FxDigitalAmericanExercise$", "description": "The class identifier for this type" }, "expiryDate": { "format": "date-time", "type": "string" }, "latestValueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "expiryDate", "latestValueDate"] }, "fpml5.confirmation.FxDigitalOption": { "title": "FxDigitalOption", "description": "An instance of fpml5.confirmation.FxDigitalOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDigitalOption", "pattern": "^fpml5\\.confirmation\\.FxDigitalOption$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxDisruption": { "title": "FxDisruption", "description": "An instance of fpml5.confirmation.FxDisruption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDisruption", "pattern": "^fpml5\\.confirmation\\.FxDisruption$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxDisruptionEvent": { "title": "FxDisruptionEvent", "description": "An instance of fpml5.confirmation.FxDisruptionEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDisruptionEvent", "pattern": "^fpml5\\.confirmation\\.FxDisruptionEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxDisruptionEvents": { "title": "FxDisruptionEvents", "description": "An instance of fpml5.confirmation.FxDisruptionEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDisruptionEvents", "pattern": "^fpml5\\.confirmation\\.FxDisruptionEvents$", "description": "The class identifier for this type" }, "fxDisruptionEventGroup": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "fxDisruptionEventGroup"] }, "fpml5.confirmation.FxDisruptionFallback": { "title": "FxDisruptionFallback", "description": "An instance of fpml5.confirmation.FxDisruptionFallback", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDisruptionFallback", "pattern": "^fpml5\\.confirmation\\.FxDisruptionFallback$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxDisruptionFallbacks": { "title": "FxDisruptionFallbacks", "description": "An instance of fpml5.confirmation.FxDisruptionFallbacks", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDisruptionFallbacks", "pattern": "^fpml5\\.confirmation\\.FxDisruptionFallbacks$", "description": "The class identifier for this type" }, "fxDisruptionFallbackGroup": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "fxDisruptionFallbackGroup"] }, "fpml5.confirmation.FxDisruptionProvisions": { "title": "FxDisruptionProvisions", "description": "An instance of fpml5.confirmation.FxDisruptionProvisions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxDisruptionProvisions", "pattern": "^fpml5\\.confirmation\\.FxDisruptionProvisions$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxEuropeanExercise": { "title": "FxEuropeanExercise", "description": "An instance of fpml5.confirmation.FxEuropeanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxEuropeanExercise", "pattern": "^fpml5\\.confirmation\\.FxEuropeanExercise$", "description": "The class identifier for this type" }, "expiryDate": { "format": "date-time", "type": "string" }, "valueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "expiryDate", "valueDate"] }, "fpml5.confirmation.FxExchangedCurrency": { "title": "FxExchangedCurrency", "description": "An instance of fpml5.confirmation.FxExchangedCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxExchangedCurrency", "pattern": "^fpml5\\.confirmation\\.FxExchangedCurrency$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxExpiryDate": { "title": "FxExpiryDate", "description": "An instance of fpml5.confirmation.FxExpiryDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxExpiryDate", "pattern": "^fpml5\\.confirmation\\.FxExpiryDate$", "description": "The class identifier for this type" }, "adjustedDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "adjustedDate"] }, "fpml5.confirmation.FxExpirySchedule": { "title": "FxExpirySchedule", "description": "An instance of fpml5.confirmation.FxExpirySchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxExpirySchedule", "pattern": "^fpml5\\.confirmation\\.FxExpirySchedule$", "description": "The class identifier for this type" }, "finalExpiryDate": { "format": "date-time", "type": "string" }, "adjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "adjustedDate1": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxFallbackReferencePrice": { "title": "FxFallbackReferencePrice", "description": "An instance of fpml5.confirmation.FxFallbackReferencePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFallbackReferencePrice", "pattern": "^fpml5\\.confirmation\\.FxFallbackReferencePrice$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxFeature": { "title": "FxFeature", "description": "An instance of fpml5.confirmation.FxFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFeature", "pattern": "^fpml5\\.confirmation\\.FxFeature$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxFixing": { "title": "FxFixing", "description": "An instance of fpml5.confirmation.FxFixing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFixing", "pattern": "^fpml5\\.confirmation\\.FxFixing$", "description": "The class identifier for this type" }, "fixingDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxFixingDate": { "title": "FxFixingDate", "description": "An instance of fpml5.confirmation.FxFixingDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFixingDate", "pattern": "^fpml5\\.confirmation\\.FxFixingDate$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "businessDayConvention", "periodMultiplier", "period"] }, "fpml5.confirmation.FxFixingObservation": { "title": "FxFixingObservation", "description": "An instance of fpml5.confirmation.FxFixingObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFixingObservation", "pattern": "^fpml5\\.confirmation\\.FxFixingObservation$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" }, "weight": { "type": "number" } }, "required": ["$class", "date"] }, "fpml5.confirmation.FxFixingSchedule": { "title": "FxFixingSchedule", "description": "An instance of fpml5.confirmation.FxFixingSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFixingSchedule", "pattern": "^fpml5\\.confirmation\\.FxFixingSchedule$", "description": "The class identifier for this type" }, "fixingDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "numberOfFixings": { "type": "integer" }, "fixingDate1": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.FxFixingScheduleSimple": { "title": "FxFixingScheduleSimple", "description": "An instance of fpml5.confirmation.FxFixingScheduleSimple", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFixingScheduleSimple", "pattern": "^fpml5\\.confirmation\\.FxFixingScheduleSimple$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "fixingDate": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.FxFlexibleForward": { "title": "FxFlexibleForward", "description": "An instance of fpml5.confirmation.FxFlexibleForward", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFlexibleForward", "pattern": "^fpml5\\.confirmation\\.FxFlexibleForward$", "description": "The class identifier for this type" }, "finalSettlementDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxFlexibleForwardExecutionPeriod": { "title": "FxFlexibleForwardExecutionPeriod", "description": "An instance of fpml5.confirmation.FxFlexibleForwardExecutionPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFlexibleForwardExecutionPeriod", "pattern": "^fpml5\\.confirmation\\.FxFlexibleForwardExecutionPeriod$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "expiryDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "startDate", "expiryDate", "id"] }, "fpml5.confirmation.FxFlexibleForwardRate": { "title": "FxFlexibleForwardRate", "description": "An instance of fpml5.confirmation.FxFlexibleForwardRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxFlexibleForwardRate", "pattern": "^fpml5\\.confirmation\\.FxFlexibleForwardRate$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "spotRate": { "type": "number" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" } }, "required": ["$class", "rate", "quoteBasis"] }, "fpml5.confirmation.FxForwardStrikePrice": { "title": "FxForwardStrikePrice", "description": "An instance of fpml5.confirmation.FxForwardStrikePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxForwardStrikePrice", "pattern": "^fpml5\\.confirmation\\.FxForwardStrikePrice$", "description": "The class identifier for this type" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quoteBasis", "initialValue"] }, "fpml5.confirmation.FxForwardVolatilityAgreement": { "title": "FxForwardVolatilityAgreement", "description": "An instance of fpml5.confirmation.FxForwardVolatilityAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxForwardVolatilityAgreement", "pattern": "^fpml5\\.confirmation\\.FxForwardVolatilityAgreement$", "description": "The class identifier for this type" }, "fixingDate": { "format": "date-time", "type": "string" }, "forwardVolatilityStrikePrice": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "fixingDate", "forwardVolatilityStrikePrice"] }, "fpml5.confirmation.FxInformationSource": { "title": "FxInformationSource", "description": "An instance of fpml5.confirmation.FxInformationSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxInformationSource", "pattern": "^fpml5\\.confirmation\\.FxInformationSource$", "description": "The class identifier for this type" }, "rateSourcePageHeading": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxKnockoutCount": { "title": "FxKnockoutCount", "description": "An instance of fpml5.confirmation.FxKnockoutCount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxKnockoutCount", "pattern": "^fpml5\\.confirmation\\.FxKnockoutCount$", "description": "The class identifier for this type" }, "conditionalFixings": { "type": "integer" }, "settlementAtKnockout": { "type": "boolean" } }, "required": ["$class", "conditionalFixings", "settlementAtKnockout"] }, "fpml5.confirmation.FxKnockoutLevel": { "title": "FxKnockoutLevel", "description": "An instance of fpml5.confirmation.FxKnockoutLevel", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxKnockoutLevel", "pattern": "^fpml5\\.confirmation\\.FxKnockoutLevel$", "description": "The class identifier for this type" }, "intrinsicValue": { "type": "number" }, "targetStyle": { "$ref": "#/definitions/fpml5.confirmation.FxTargetStyleEnum" }, "settlementAdjustmentStyle": { "$ref": "#/definitions/fpml5.confirmation.FxSettlementAdjustmentMethodEnum" } }, "required": ["$class", "targetStyle"] }, "fpml5.confirmation.FxLevel": { "title": "FxLevel", "description": "An instance of fpml5.confirmation.FxLevel", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxLevel", "pattern": "^fpml5\\.confirmation\\.FxLevel$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.FxLevelReference": { "title": "FxLevelReference", "description": "An instance of fpml5.confirmation.FxLevelReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxLevelReference", "pattern": "^fpml5\\.confirmation\\.FxLevelReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxLinkedNotionalAmount": { "title": "FxLinkedNotionalAmount", "description": "An instance of fpml5.confirmation.FxLinkedNotionalAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxLinkedNotionalAmount", "pattern": "^fpml5\\.confirmation\\.FxLinkedNotionalAmount$", "description": "The class identifier for this type" }, "resetDate": { "format": "date-time", "type": "string" }, "adjustedFxSpotFixingDate": { "format": "date-time", "type": "string" }, "observedFxSpotRate": { "type": "number" }, "notionalAmount": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FxLinkedNotionalSchedule": { "title": "FxLinkedNotionalSchedule", "description": "An instance of fpml5.confirmation.FxLinkedNotionalSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxLinkedNotionalSchedule", "pattern": "^fpml5\\.confirmation\\.FxLinkedNotionalSchedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FxMultipleExercise": { "title": "FxMultipleExercise", "description": "An instance of fpml5.confirmation.FxMultipleExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxMultipleExercise", "pattern": "^fpml5\\.confirmation\\.FxMultipleExercise$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxOption": { "title": "FxOption", "description": "An instance of fpml5.confirmation.FxOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxOption", "pattern": "^fpml5\\.confirmation\\.FxOption$", "description": "The class identifier for this type" }, "soldAs": { "$ref": "#/definitions/fpml5.confirmation.PutCallEnum" }, "spotRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxOptionFeatures": { "title": "FxOptionFeatures", "description": "An instance of fpml5.confirmation.FxOptionFeatures", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxOptionFeatures", "pattern": "^fpml5\\.confirmation\\.FxOptionFeatures$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxOptionPayout": { "title": "FxOptionPayout", "description": "An instance of fpml5.confirmation.FxOptionPayout", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxOptionPayout", "pattern": "^fpml5\\.confirmation\\.FxOptionPayout$", "description": "The class identifier for this type" }, "payoutStyle": { "$ref": "#/definitions/fpml5.confirmation.PayoutEnum" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "payoutStyle", "amount"] }, "fpml5.confirmation.FxOptionPremium": { "title": "FxOptionPremium", "description": "An instance of fpml5.confirmation.FxOptionPremium", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxOptionPremium", "pattern": "^fpml5\\.confirmation\\.FxOptionPremium$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxOptionStrikePrice": { "title": "FxOptionStrikePrice", "description": "An instance of fpml5.confirmation.FxOptionStrikePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxOptionStrikePrice", "pattern": "^fpml5\\.confirmation\\.FxOptionStrikePrice$", "description": "The class identifier for this type" }, "strikeQuoteBasis": { "$ref": "#/definitions/fpml5.confirmation.StrikeQuoteBasisEnum" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "strikeQuoteBasis", "initialValue"] }, "fpml5.confirmation.FxOutstandingGain": { "title": "FxOutstandingGain", "description": "An instance of fpml5.confirmation.FxOutstandingGain", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxOutstandingGain", "pattern": "^fpml5\\.confirmation\\.FxOutstandingGain$", "description": "The class identifier for this type" }, "settlementAdjustmentStyle": { "$ref": "#/definitions/fpml5.confirmation.FxSettlementAdjustmentMethodEnum" } }, "required": ["$class"] }, "fpml5.confirmation.FxPayoffCap": { "title": "FxPayoffCap", "description": "An instance of fpml5.confirmation.FxPayoffCap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxPayoffCap", "pattern": "^fpml5\\.confirmation\\.FxPayoffCap$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.ConditionEnum" }, "settlementAdjustmentStyle": { "$ref": "#/definitions/fpml5.confirmation.FxSettlementAdjustmentMethodEnum" } }, "required": ["$class", "condition", "settlementAdjustmentStyle"] }, "fpml5.confirmation.FxPerformanceFixedLeg": { "title": "FxPerformanceFixedLeg", "description": "An instance of fpml5.confirmation.FxPerformanceFixedLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxPerformanceFixedLeg", "pattern": "^fpml5\\.confirmation\\.FxPerformanceFixedLeg$", "description": "The class identifier for this type" }, "fixedRate": { "type": "number" } }, "required": ["$class", "fixedRate"] }, "fpml5.confirmation.FxPerformanceFloatingLeg": { "title": "FxPerformanceFloatingLeg", "description": "An instance of fpml5.confirmation.FxPerformanceFloatingLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxPerformanceFloatingLeg", "pattern": "^fpml5\\.confirmation\\.FxPerformanceFloatingLeg$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxPerformanceSwap": { "title": "FxPerformanceSwap", "description": "An instance of fpml5.confirmation.FxPerformanceSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxPerformanceSwap", "pattern": "^fpml5\\.confirmation\\.FxPerformanceSwap$", "description": "The class identifier for this type" }, "valuationDate": { "format": "date-time", "type": "string" }, "annualizationFactor": { "type": "number" }, "meanAdjustment": { "type": "boolean" }, "numberOfReturns": { "type": "integer" }, "id": { "type": "string" } }, "required": ["$class", "annualizationFactor", "meanAdjustment"] }, "fpml5.confirmation.FxPivot": { "title": "FxPivot", "description": "An instance of fpml5.confirmation.FxPivot", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxPivot", "pattern": "^fpml5\\.confirmation\\.FxPivot$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.FxPivotReference": { "title": "FxPivotReference", "description": "An instance of fpml5.confirmation.FxPivotReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxPivotReference", "pattern": "^fpml5\\.confirmation\\.FxPivotReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxRangeAccrual": { "title": "FxRangeAccrual", "description": "An instance of fpml5.confirmation.FxRangeAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRangeAccrual", "pattern": "^fpml5\\.confirmation\\.FxRangeAccrual$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxRate": { "title": "FxRate", "description": "An instance of fpml5.confirmation.FxRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRate", "pattern": "^fpml5\\.confirmation\\.FxRate$", "description": "The class identifier for this type" }, "rate": { "type": "number" } }, "required": ["$class", "rate"] }, "fpml5.confirmation.FxRateAsset": { "title": "FxRateAsset", "description": "An instance of fpml5.confirmation.FxRateAsset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRateAsset", "pattern": "^fpml5\\.confirmation\\.FxRateAsset$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxRateObservable": { "title": "FxRateObservable", "description": "An instance of fpml5.confirmation.FxRateObservable", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRateObservable", "pattern": "^fpml5\\.confirmation\\.FxRateObservable$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxRateObservableReference": { "title": "FxRateObservableReference", "description": "An instance of fpml5.confirmation.FxRateObservableReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRateObservableReference", "pattern": "^fpml5\\.confirmation\\.FxRateObservableReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxRateSet": { "title": "FxRateSet", "description": "An instance of fpml5.confirmation.FxRateSet", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRateSet", "pattern": "^fpml5\\.confirmation\\.FxRateSet$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxRateSourceFixing": { "title": "FxRateSourceFixing", "description": "An instance of fpml5.confirmation.FxRateSourceFixing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxRateSourceFixing", "pattern": "^fpml5\\.confirmation\\.FxRateSourceFixing$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxSchedule": { "title": "FxSchedule", "description": "An instance of fpml5.confirmation.FxSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSchedule", "pattern": "^fpml5\\.confirmation\\.FxSchedule$", "description": "The class identifier for this type" }, "adjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "adjustedDate1": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxScheduleReference": { "title": "FxScheduleReference", "description": "An instance of fpml5.confirmation.FxScheduleReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxScheduleReference", "pattern": "^fpml5\\.confirmation\\.FxScheduleReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxSettlementPeriodBarrier": { "title": "FxSettlementPeriodBarrier", "description": "An instance of fpml5.confirmation.FxSettlementPeriodBarrier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSettlementPeriodBarrier", "pattern": "^fpml5\\.confirmation\\.FxSettlementPeriodBarrier$", "description": "The class identifier for this type" }, "triggerRate": { "type": "number" } }, "required": ["$class", "triggerRate"] }, "fpml5.confirmation.FxSettlementRateSource": { "title": "FxSettlementRateSource", "description": "An instance of fpml5.confirmation.FxSettlementRateSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSettlementRateSource", "pattern": "^fpml5\\.confirmation\\.FxSettlementRateSource$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxSettlementSchedule": { "title": "FxSettlementSchedule", "description": "An instance of fpml5.confirmation.FxSettlementSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSettlementSchedule", "pattern": "^fpml5\\.confirmation\\.FxSettlementSchedule$", "description": "The class identifier for this type" }, "finalSettlementDate": { "format": "date-time", "type": "string" }, "adjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "adjustedDate1": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxSingleLeg": { "title": "FxSingleLeg", "description": "An instance of fpml5.confirmation.FxSingleLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSingleLeg", "pattern": "^fpml5\\.confirmation\\.FxSingleLeg$", "description": "The class identifier for this type" }, "dealtCurrency": { "$ref": "#/definitions/fpml5.confirmation.DealtCurrencyEnum" }, "tenorName": { "$ref": "#/definitions/fpml5.confirmation.FxTenorPeriodEnum" }, "valueDate": { "format": "date-time", "type": "string" }, "currency1ValueDate": { "format": "date-time", "type": "string" }, "currency2ValueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxSpotRateSource": { "title": "FxSpotRateSource", "description": "An instance of fpml5.confirmation.FxSpotRateSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSpotRateSource", "pattern": "^fpml5\\.confirmation\\.FxSpotRateSource$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxStraddle": { "title": "FxStraddle", "description": "An instance of fpml5.confirmation.FxStraddle", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxStraddle", "pattern": "^fpml5\\.confirmation\\.FxStraddle$", "description": "The class identifier for this type" }, "straddleType": { "$ref": "#/definitions/fpml5.confirmation.FxStraddleTypeEnum" } }, "required": ["$class", "straddleType"] }, "fpml5.confirmation.FxStraddlePremium": { "title": "FxStraddlePremium", "description": "An instance of fpml5.confirmation.FxStraddlePremium", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxStraddlePremium", "pattern": "^fpml5\\.confirmation\\.FxStraddlePremium$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxStrike": { "title": "FxStrike", "description": "An instance of fpml5.confirmation.FxStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxStrike", "pattern": "^fpml5\\.confirmation\\.FxStrike$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.FxStrikePrice": { "title": "FxStrikePrice", "description": "An instance of fpml5.confirmation.FxStrikePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxStrikePrice", "pattern": "^fpml5\\.confirmation\\.FxStrikePrice$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "strikeQuoteBasis": { "$ref": "#/definitions/fpml5.confirmation.StrikeQuoteBasisEnum" } }, "required": ["$class", "rate", "strikeQuoteBasis"] }, "fpml5.confirmation.FxStrikeReference": { "title": "FxStrikeReference", "description": "An instance of fpml5.confirmation.FxStrikeReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxStrikeReference", "pattern": "^fpml5\\.confirmation\\.FxStrikeReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxSwap": { "title": "FxSwap", "description": "An instance of fpml5.confirmation.FxSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSwap", "pattern": "^fpml5\\.confirmation\\.FxSwap$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxSwapLeg": { "title": "FxSwapLeg", "description": "An instance of fpml5.confirmation.FxSwapLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxSwapLeg", "pattern": "^fpml5\\.confirmation\\.FxSwapLeg$", "description": "The class identifier for this type" }, "dealtCurrency": { "$ref": "#/definitions/fpml5.confirmation.DealtCurrencyEnum" }, "tenorName": { "$ref": "#/definitions/fpml5.confirmation.FxTenorPeriodEnum" }, "valueDate": { "format": "date-time", "type": "string" }, "currency1ValueDate": { "format": "date-time", "type": "string" }, "currency2ValueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxTarget": { "title": "FxTarget", "description": "An instance of fpml5.confirmation.FxTarget", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTarget", "pattern": "^fpml5\\.confirmation\\.FxTarget$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetAccumulationRegion": { "title": "FxTargetAccumulationRegion", "description": "An instance of fpml5.confirmation.FxTargetAccumulationRegion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetAccumulationRegion", "pattern": "^fpml5\\.confirmation\\.FxTargetAccumulationRegion$", "description": "The class identifier for this type" }, "multiplier": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetBarrier": { "title": "FxTargetBarrier", "description": "An instance of fpml5.confirmation.FxTargetBarrier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetBarrier", "pattern": "^fpml5\\.confirmation\\.FxTargetBarrier$", "description": "The class identifier for this type" }, "barrierType": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierTypeSimpleEnum" }, "style": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierStyleEnum" }, "scope": { "$ref": "#/definitions/fpml5.confirmation.FxBarrierScopeEnum" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.ConditionEnum" }, "observationStartDate": { "format": "date-time", "type": "string" }, "observationEndDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "barrierType", "style", "scope", "condition"] }, "fpml5.confirmation.FxTargetConstantPayoff": { "title": "FxTargetConstantPayoff", "description": "An instance of fpml5.confirmation.FxTargetConstantPayoff", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetConstantPayoff", "pattern": "^fpml5\\.confirmation\\.FxTargetConstantPayoff$", "description": "The class identifier for this type" }, "fixingAdjustment": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetConstantPayoffRegion": { "title": "FxTargetConstantPayoffRegion", "description": "An instance of fpml5.confirmation.FxTargetConstantPayoffRegion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetConstantPayoffRegion", "pattern": "^fpml5\\.confirmation\\.FxTargetConstantPayoffRegion$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetKnockoutForward": { "title": "FxTargetKnockoutForward", "description": "An instance of fpml5.confirmation.FxTargetKnockoutForward", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetKnockoutForward", "pattern": "^fpml5\\.confirmation\\.FxTargetKnockoutForward$", "description": "The class identifier for this type" }, "spotRate": { "type": "number" }, "group": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetLeverage": { "title": "FxTargetLeverage", "description": "An instance of fpml5.confirmation.FxTargetLeverage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetLeverage", "pattern": "^fpml5\\.confirmation\\.FxTargetLeverage$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.ConditionEnum" }, "id": { "type": "string" } }, "required": ["$class", "condition"] }, "fpml5.confirmation.FxTargetLinearPayoffRegion": { "title": "FxTargetLinearPayoffRegion", "description": "An instance of fpml5.confirmation.FxTargetLinearPayoffRegion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetLinearPayoffRegion", "pattern": "^fpml5\\.confirmation\\.FxTargetLinearPayoffRegion$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetPayoffRegionReference": { "title": "FxTargetPayoffRegionReference", "description": "An instance of fpml5.confirmation.FxTargetPayoffRegionReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetPayoffRegionReference", "pattern": "^fpml5\\.confirmation\\.FxTargetPayoffRegionReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetPhysicalSettlement": { "title": "FxTargetPhysicalSettlement", "description": "An instance of fpml5.confirmation.FxTargetPhysicalSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetPhysicalSettlement", "pattern": "^fpml5\\.confirmation\\.FxTargetPhysicalSettlement$", "description": "The class identifier for this type" }, "settlementAdjustmentStyle": { "$ref": "#/definitions/fpml5.confirmation.FxSettlementAdjustmentMethodEnum" } }, "required": ["$class", "settlementAdjustmentStyle"] }, "fpml5.confirmation.FxTargetRebate": { "title": "FxTargetRebate", "description": "An instance of fpml5.confirmation.FxTargetRebate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetRebate", "pattern": "^fpml5\\.confirmation\\.FxTargetRebate$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetReference": { "title": "FxTargetReference", "description": "An instance of fpml5.confirmation.FxTargetReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetReference", "pattern": "^fpml5\\.confirmation\\.FxTargetReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxTargetRegionLowerBound": { "title": "FxTargetRegionLowerBound", "description": "An instance of fpml5.confirmation.FxTargetRegionLowerBound", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetRegionLowerBound", "pattern": "^fpml5\\.confirmation\\.FxTargetRegionLowerBound$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.FxRegionLowerBoundDirectionEnum" } }, "required": ["$class", "condition"] }, "fpml5.confirmation.FxTargetRegionUpperBound": { "title": "FxTargetRegionUpperBound", "description": "An instance of fpml5.confirmation.FxTargetRegionUpperBound", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetRegionUpperBound", "pattern": "^fpml5\\.confirmation\\.FxTargetRegionUpperBound$", "description": "The class identifier for this type" }, "condition": { "$ref": "#/definitions/fpml5.confirmation.FxRegionUpperBoundDirectionEnum" } }, "required": ["$class", "condition"] }, "fpml5.confirmation.FxTargetSettlementPeriod": { "title": "FxTargetSettlementPeriod", "description": "An instance of fpml5.confirmation.FxTargetSettlementPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetSettlementPeriod", "pattern": "^fpml5\\.confirmation\\.FxTargetSettlementPeriod$", "description": "The class identifier for this type" }, "pivot": { "type": "number" }, "expiryDate": { "format": "date-time", "type": "string" }, "settlementDate": { "format": "date-time", "type": "string" }, "notionalAmount": { "type": "number" } }, "required": ["$class", "expiryDate", "settlementDate", "notionalAmount"] }, "fpml5.confirmation.FxTargetSettlementPeriodPayoff": { "title": "FxTargetSettlementPeriodPayoff", "description": "An instance of fpml5.confirmation.FxTargetSettlementPeriodPayoff", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetSettlementPeriodPayoff", "pattern": "^fpml5\\.confirmation\\.FxTargetSettlementPeriodPayoff$", "description": "The class identifier for this type" }, "strike": { "type": "number" }, "counterCurrencyAmount": { "type": "number" }, "lowerBound": { "type": "number" }, "upperBound": { "type": "number" }, "payoffCap": { "type": "number" } }, "required": ["$class", "strike"] }, "fpml5.confirmation.FxTargetSettlementPeriodSchedule": { "title": "FxTargetSettlementPeriodSchedule", "description": "An instance of fpml5.confirmation.FxTargetSettlementPeriodSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTargetSettlementPeriodSchedule", "pattern": "^fpml5\\.confirmation\\.FxTargetSettlementPeriodSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.FxTemplateTerms": { "title": "FxTemplateTerms", "description": "An instance of fpml5.confirmation.FxTemplateTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTemplateTerms", "pattern": "^fpml5\\.confirmation\\.FxTemplateTerms$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "fxTemplateTermsScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.FxTerms": { "title": "FxTerms", "description": "An instance of fpml5.confirmation.FxTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTerms", "pattern": "^fpml5\\.confirmation\\.FxTerms$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "fixingDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "rate"] }, "fpml5.confirmation.FxTouch": { "title": "FxTouch", "description": "An instance of fpml5.confirmation.FxTouch", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTouch", "pattern": "^fpml5\\.confirmation\\.FxTouch$", "description": "The class identifier for this type" }, "touchCondition": { "$ref": "#/definitions/fpml5.confirmation.TouchConditionEnum" }, "direction": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" }, "triggerRate": { "type": "number" }, "spotRate": { "type": "number" }, "observationStartDate": { "format": "date-time", "type": "string" }, "observationEndDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "touchCondition", "triggerRate"] }, "fpml5.confirmation.FxTrigger": { "title": "FxTrigger", "description": "An instance of fpml5.confirmation.FxTrigger", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTrigger", "pattern": "^fpml5\\.confirmation\\.FxTrigger$", "description": "The class identifier for this type" }, "triggerCondition": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" }, "triggerRate": { "type": "number" }, "spotRate": { "type": "number" } }, "required": ["$class", "triggerCondition", "triggerRate"] }, "fpml5.confirmation.FxTriggerBase": { "title": "FxTriggerBase", "description": "An instance of fpml5.confirmation.FxTriggerBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxTriggerBase", "pattern": "^fpml5\\.confirmation\\.FxTriggerBase$", "description": "The class identifier for this type" }, "triggerCondition": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" }, "triggerRate": { "type": "number" }, "spotRate": { "type": "number" } }, "required": ["$class", "triggerCondition", "triggerRate"] }, "fpml5.confirmation.FxValuationDateOffset": { "title": "FxValuationDateOffset", "description": "An instance of fpml5.confirmation.FxValuationDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxValuationDateOffset", "pattern": "^fpml5\\.confirmation\\.FxValuationDateOffset$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.FxWeightedFixingSchedule": { "title": "FxWeightedFixingSchedule", "description": "An instance of fpml5.confirmation.FxWeightedFixingSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.FxWeightedFixingSchedule", "pattern": "^fpml5\\.confirmation\\.FxWeightedFixingSchedule$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "endDate1": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "numberOfFixings": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.GasDelivery": { "title": "GasDelivery", "description": "An instance of fpml5.confirmation.GasDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasDelivery", "pattern": "^fpml5\\.confirmation\\.GasDelivery$", "description": "The class identifier for this type" }, "deliveryType": { "$ref": "#/definitions/fpml5.confirmation.DeliveryTypeEnum" } }, "required": ["$class", "deliveryType"] }, "fpml5.confirmation.GasDeliveryPeriods": { "title": "GasDeliveryPeriods", "description": "An instance of fpml5.confirmation.GasDeliveryPeriods", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasDeliveryPeriods", "pattern": "^fpml5\\.confirmation\\.GasDeliveryPeriods$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GasDeliveryPoint": { "title": "GasDeliveryPoint", "description": "An instance of fpml5.confirmation.GasDeliveryPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasDeliveryPoint", "pattern": "^fpml5\\.confirmation\\.GasDeliveryPoint$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "deliveryPointScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GasPhysicalLeg": { "title": "GasPhysicalLeg", "description": "An instance of fpml5.confirmation.GasPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.GasPhysicalLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GasPhysicalQuantity": { "title": "GasPhysicalQuantity", "description": "An instance of fpml5.confirmation.GasPhysicalQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasPhysicalQuantity", "pattern": "^fpml5\\.confirmation\\.GasPhysicalQuantity$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GasProduct": { "title": "GasProduct", "description": "An instance of fpml5.confirmation.GasProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasProduct", "pattern": "^fpml5\\.confirmation\\.GasProduct$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/fpml5.confirmation.GasProductTypeEnum" }, "calorificValue": { "type": "number" } }, "required": ["$class", "type"] }, "fpml5.confirmation.GasQuality": { "title": "GasQuality", "description": "An instance of fpml5.confirmation.GasQuality", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GasQuality", "pattern": "^fpml5\\.confirmation\\.GasQuality$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "gasQualityScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GeneralTerms": { "title": "GeneralTerms", "description": "An instance of fpml5.confirmation.GeneralTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GeneralTerms", "pattern": "^fpml5\\.confirmation\\.GeneralTerms$", "description": "The class identifier for this type" }, "substitution": { "type": "boolean" }, "modifiedEquityDelivery": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.GenericCommodityDeliveryPeriod": { "title": "GenericCommodityDeliveryPeriod", "description": "An instance of fpml5.confirmation.GenericCommodityDeliveryPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericCommodityDeliveryPeriod", "pattern": "^fpml5\\.confirmation\\.GenericCommodityDeliveryPeriod$", "description": "The class identifier for this type" }, "applicableDay": { "type": "array", "items": { "$ref": "#/definitions/fpml5.confirmation.DayOfWeekExtEnum" } } }, "required": ["$class", "applicableDay"] }, "fpml5.confirmation.GenericCommodityGrade": { "title": "GenericCommodityGrade", "description": "An instance of fpml5.confirmation.GenericCommodityGrade", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericCommodityGrade", "pattern": "^fpml5\\.confirmation\\.GenericCommodityGrade$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityGradeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GenericDimension": { "title": "GenericDimension", "description": "An instance of fpml5.confirmation.GenericDimension", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericDimension", "pattern": "^fpml5\\.confirmation\\.GenericDimension$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "name": { "type": "string" } }, "required": ["$class", "name"] }, "fpml5.confirmation.GenericExerciseStyle": { "title": "GenericExerciseStyle", "description": "An instance of fpml5.confirmation.GenericExerciseStyle", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericExerciseStyle", "pattern": "^fpml5\\.confirmation\\.GenericExerciseStyle$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "exerciseStyleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GenericFrequency": { "title": "GenericFrequency", "description": "An instance of fpml5.confirmation.GenericFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericFrequency", "pattern": "^fpml5\\.confirmation\\.GenericFrequency$", "description": "The class identifier for this type" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodExtendedEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.GenericOptionStrike": { "title": "GenericOptionStrike", "description": "An instance of fpml5.confirmation.GenericOptionStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericOptionStrike", "pattern": "^fpml5\\.confirmation\\.GenericOptionStrike$", "description": "The class identifier for this type" }, "units": { "type": "string" }, "strikePrice": { "type": "number" }, "strikePercentage": { "type": "number" } }, "required": ["$class", "units"] }, "fpml5.confirmation.GenericProduct": { "title": "GenericProduct", "description": "An instance of fpml5.confirmation.GenericProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericProduct", "pattern": "^fpml5\\.confirmation\\.GenericProduct$", "description": "The class identifier for this type" }, "multiLeg": { "type": "boolean" }, "loadType": { "$ref": "#/definitions/fpml5.confirmation.LoadTypeEnum" }, "quantity": { "type": "number" }, "optionEntitlement": { "type": "number" }, "numberOfOptions": { "type": "number" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GenericProductExchangeRate": { "title": "GenericProductExchangeRate", "description": "An instance of fpml5.confirmation.GenericProductExchangeRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericProductExchangeRate", "pattern": "^fpml5\\.confirmation\\.GenericProductExchangeRate$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "spotRate": { "type": "number" }, "forwardPoints": { "type": "number" }, "pointValue": { "$ref": "#/definitions/fpml5.confirmation.PointValue" } }, "required": ["$class", "rate"] }, "fpml5.confirmation.GenericProductFeature": { "title": "GenericProductFeature", "description": "An instance of fpml5.confirmation.GenericProductFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericProductFeature", "pattern": "^fpml5\\.confirmation\\.GenericProductFeature$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "featureScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GenericProductQuotedCurrencyPair": { "title": "GenericProductQuotedCurrencyPair", "description": "An instance of fpml5.confirmation.GenericProductQuotedCurrencyPair", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericProductQuotedCurrencyPair", "pattern": "^fpml5\\.confirmation\\.GenericProductQuotedCurrencyPair$", "description": "The class identifier for this type" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" } }, "required": ["$class", "quoteBasis"] }, "fpml5.confirmation.GenericResetFrequency": { "title": "GenericResetFrequency", "description": "An instance of fpml5.confirmation.GenericResetFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GenericResetFrequency", "pattern": "^fpml5\\.confirmation\\.GenericResetFrequency$", "description": "The class identifier for this type" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodExtendedEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.GoverningLaw": { "title": "GoverningLaw", "description": "An instance of fpml5.confirmation.GoverningLaw", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GoverningLaw", "pattern": "^fpml5\\.confirmation\\.GoverningLaw$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "governingLawScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.GracePeriodExtension": { "title": "GracePeriodExtension", "description": "An instance of fpml5.confirmation.GracePeriodExtension", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GracePeriodExtension", "pattern": "^fpml5\\.confirmation\\.GracePeriodExtension$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.GrossCashflow": { "title": "GrossCashflow", "description": "An instance of fpml5.confirmation.GrossCashflow", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.GrossCashflow", "pattern": "^fpml5\\.confirmation\\.GrossCashflow$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.IdentifiedCurrency": { "title": "IdentifiedCurrency", "description": "An instance of fpml5.confirmation.IdentifiedCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IdentifiedCurrency", "pattern": "^fpml5\\.confirmation\\.IdentifiedCurrency$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "value": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IdentifiedCurrencyReference": { "title": "IdentifiedCurrencyReference", "description": "An instance of fpml5.confirmation.IdentifiedCurrencyReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IdentifiedCurrencyReference", "pattern": "^fpml5\\.confirmation\\.IdentifiedCurrencyReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.IdentifiedDate": { "title": "IdentifiedDate", "description": "An instance of fpml5.confirmation.IdentifiedDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IdentifiedDate", "pattern": "^fpml5\\.confirmation\\.IdentifiedDate$", "description": "The class identifier for this type" }, "value": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IdentifiedPayerReceiver": { "title": "IdentifiedPayerReceiver", "description": "An instance of fpml5.confirmation.IdentifiedPayerReceiver", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IdentifiedPayerReceiver", "pattern": "^fpml5\\.confirmation\\.IdentifiedPayerReceiver$", "description": "The class identifier for this type" }, "value": { "$ref": "#/definitions/fpml5.confirmation.PayerReceiverEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IdentifiedRate": { "title": "IdentifiedRate", "description": "An instance of fpml5.confirmation.IdentifiedRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IdentifiedRate", "pattern": "^fpml5\\.confirmation\\.IdentifiedRate$", "description": "The class identifier for this type" }, "value": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ImplementationSpecification": { "title": "ImplementationSpecification", "description": "An instance of fpml5.confirmation.ImplementationSpecification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ImplementationSpecification", "pattern": "^fpml5\\.confirmation\\.ImplementationSpecification$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ImplementationSpecificationVersion": { "title": "ImplementationSpecificationVersion", "description": "An instance of fpml5.confirmation.ImplementationSpecificationVersion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ImplementationSpecificationVersion", "pattern": "^fpml5\\.confirmation\\.ImplementationSpecificationVersion$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "implementationSpecificationVersionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IndependentAmount": { "title": "IndependentAmount", "description": "An instance of fpml5.confirmation.IndependentAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndependentAmount", "pattern": "^fpml5\\.confirmation\\.IndependentAmount$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Index": { "title": "Index", "description": "An instance of fpml5.confirmation.Index", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Index", "pattern": "^fpml5\\.confirmation\\.Index$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IndexAdjustmentEvents": { "title": "IndexAdjustmentEvents", "description": "An instance of fpml5.confirmation.IndexAdjustmentEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndexAdjustmentEvents", "pattern": "^fpml5\\.confirmation\\.IndexAdjustmentEvents$", "description": "The class identifier for this type" }, "indexModification": { "$ref": "#/definitions/fpml5.confirmation.IndexEventConsequenceEnum" }, "indexCancellation": { "$ref": "#/definitions/fpml5.confirmation.IndexEventConsequenceEnum" }, "indexDisruption": { "$ref": "#/definitions/fpml5.confirmation.IndexEventConsequenceEnum" } }, "required": ["$class", "indexModification", "indexCancellation", "indexDisruption"] }, "fpml5.confirmation.IndexAnnexSource": { "title": "IndexAnnexSource", "description": "An instance of fpml5.confirmation.IndexAnnexSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndexAnnexSource", "pattern": "^fpml5\\.confirmation\\.IndexAnnexSource$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "indexAnnexSourceScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IndexChange": { "title": "IndexChange", "description": "An instance of fpml5.confirmation.IndexChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndexChange", "pattern": "^fpml5\\.confirmation\\.IndexChange$", "description": "The class identifier for this type" }, "indexFactor": { "type": "number" } }, "required": ["$class", "indexFactor"] }, "fpml5.confirmation.IndexId": { "title": "IndexId", "description": "An instance of fpml5.confirmation.IndexId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndexId", "pattern": "^fpml5\\.confirmation\\.IndexId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "indexIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IndexName": { "title": "IndexName", "description": "An instance of fpml5.confirmation.IndexName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndexName", "pattern": "^fpml5\\.confirmation\\.IndexName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "indexNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IndexReferenceInformation": { "title": "IndexReferenceInformation", "description": "An instance of fpml5.confirmation.IndexReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndexReferenceInformation", "pattern": "^fpml5\\.confirmation\\.IndexReferenceInformation$", "description": "The class identifier for this type" }, "indexSeries": { "type": "integer" }, "indexAnnexVersion": { "type": "integer" }, "indexAnnexDate": { "format": "date-time", "type": "string" }, "indexFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IndustryClassification": { "title": "IndustryClassification", "description": "An instance of fpml5.confirmation.IndustryClassification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IndustryClassification", "pattern": "^fpml5\\.confirmation\\.IndustryClassification$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "industryClassificationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InflationRateCalculation": { "title": "InflationRateCalculation", "description": "An instance of fpml5.confirmation.InflationRateCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InflationRateCalculation", "pattern": "^fpml5\\.confirmation\\.InflationRateCalculation$", "description": "The class identifier for this type" }, "initialIndexLevel": { "type": "number" }, "fallbackBondApplicable": { "type": "boolean" }, "initialRate": { "type": "number" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "negativeInterestRateTreatment": { "$ref": "#/definitions/fpml5.confirmation.NegativeInterestRateTreatmentEnum" }, "rateTreatment": { "$ref": "#/definitions/fpml5.confirmation.RateTreatmentEnum" }, "id": { "type": "string" } }, "required": ["$class", "fallbackBondApplicable"] }, "fpml5.confirmation.InformationProvider": { "title": "InformationProvider", "description": "An instance of fpml5.confirmation.InformationProvider", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InformationProvider", "pattern": "^fpml5\\.confirmation\\.InformationProvider$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "informationProviderScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InformationSource": { "title": "InformationSource", "description": "An instance of fpml5.confirmation.InformationSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InformationSource", "pattern": "^fpml5\\.confirmation\\.InformationSource$", "description": "The class identifier for this type" }, "rateSourcePageHeading": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InitialMargin": { "title": "InitialMargin", "description": "An instance of fpml5.confirmation.InitialMargin", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InitialMargin", "pattern": "^fpml5\\.confirmation\\.InitialMargin$", "description": "The class identifier for this type" }, "marginType": { "$ref": "#/definitions/fpml5.confirmation.MarginTypeEnum" } }, "required": ["$class", "marginType"] }, "fpml5.confirmation.InitialMarginCalculation": { "title": "InitialMarginCalculation", "description": "An instance of fpml5.confirmation.InitialMarginCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InitialMarginCalculation", "pattern": "^fpml5\\.confirmation\\.InitialMarginCalculation$", "description": "The class identifier for this type" }, "marginRatio": { "type": "number" }, "marginRatioThreshold": { "type": "array", "items": { "type": "number" } }, "haircut": { "type": "number" }, "haircutThreshold": { "type": "array", "items": { "type": "number" } } }, "required": ["$class"] }, "fpml5.confirmation.InitialPayment": { "title": "InitialPayment", "description": "An instance of fpml5.confirmation.InitialPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InitialPayment", "pattern": "^fpml5\\.confirmation\\.InitialPayment$", "description": "The class identifier for this type" }, "adjustablePaymentDate": { "format": "date-time", "type": "string" }, "adjustedPaymentDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InstrumentId": { "title": "InstrumentId", "description": "An instance of fpml5.confirmation.InstrumentId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InstrumentId", "pattern": "^fpml5\\.confirmation\\.InstrumentId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "instrumentIdScheme": { "type": "string" } }, "required": ["$class", "instrumentIdScheme"] }, "fpml5.confirmation.InstrumentSet": { "title": "InstrumentSet", "description": "An instance of fpml5.confirmation.InstrumentSet", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InstrumentSet", "pattern": "^fpml5\\.confirmation\\.InstrumentSet$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "underlyingAssetGroup": { "type": "array", "items": { "type": "string" } }, "curveInstrumentGroup": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.InstrumentTradeDetails": { "title": "InstrumentTradeDetails", "description": "An instance of fpml5.confirmation.InstrumentTradeDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InstrumentTradeDetails", "pattern": "^fpml5\\.confirmation\\.InstrumentTradeDetails$", "description": "The class identifier for this type" }, "underlyingAssetGroup": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "underlyingAssetGroup"] }, "fpml5.confirmation.InstrumentTradePricing": { "title": "InstrumentTradePricing", "description": "An instance of fpml5.confirmation.InstrumentTradePricing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InstrumentTradePricing", "pattern": "^fpml5\\.confirmation\\.InstrumentTradePricing$", "description": "The class identifier for this type" }, "couponStartDate": { "format": "date-time", "type": "string" }, "exDividendDate": { "format": "date-time", "type": "string" }, "tradedFlatOfAccrued": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.InstrumentTradePrincipal": { "title": "InstrumentTradePrincipal", "description": "An instance of fpml5.confirmation.InstrumentTradePrincipal", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InstrumentTradePrincipal", "pattern": "^fpml5\\.confirmation\\.InstrumentTradePrincipal$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.InstrumentTradeQuantity": { "title": "InstrumentTradeQuantity", "description": "An instance of fpml5.confirmation.InstrumentTradeQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InstrumentTradeQuantity", "pattern": "^fpml5\\.confirmation\\.InstrumentTradeQuantity$", "description": "The class identifier for this type" }, "number": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.InterconnectionPoint": { "title": "InterconnectionPoint", "description": "An instance of fpml5.confirmation.InterconnectionPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterconnectionPoint", "pattern": "^fpml5\\.confirmation\\.InterconnectionPoint$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "interconnectionPointScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InterestAccrualsCompoundingMethod": { "title": "InterestAccrualsCompoundingMethod", "description": "An instance of fpml5.confirmation.InterestAccrualsCompoundingMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestAccrualsCompoundingMethod", "pattern": "^fpml5\\.confirmation\\.InterestAccrualsCompoundingMethod$", "description": "The class identifier for this type" }, "compoundingMethod": { "$ref": "#/definitions/fpml5.confirmation.CompoundingMethodEnum" }, "fixedRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.InterestAccrualsMethod": { "title": "InterestAccrualsMethod", "description": "An instance of fpml5.confirmation.InterestAccrualsMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestAccrualsMethod", "pattern": "^fpml5\\.confirmation\\.InterestAccrualsMethod$", "description": "The class identifier for this type" }, "fixedRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.InterestCalculation": { "title": "InterestCalculation", "description": "An instance of fpml5.confirmation.InterestCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestCalculation", "pattern": "^fpml5\\.confirmation\\.InterestCalculation$", "description": "The class identifier for this type" }, "interpolationPeriod": { "$ref": "#/definitions/fpml5.confirmation.InterpolationPeriodEnum" }, "id": { "type": "string" }, "fixedRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.InterestCapitalization": { "title": "InterestCapitalization", "description": "An instance of fpml5.confirmation.InterestCapitalization", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestCapitalization", "pattern": "^fpml5\\.confirmation\\.InterestCapitalization$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "calculationMethod": { "$ref": "#/definitions/fpml5.confirmation.InterestCalculationMethodEnum" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "startDate", "endDate", "calculationMethod", "effectiveDate"] }, "fpml5.confirmation.InterestLeg": { "title": "InterestLeg", "description": "An instance of fpml5.confirmation.InterestLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestLeg", "pattern": "^fpml5\\.confirmation\\.InterestLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InterestLegCalculationPeriodDates": { "title": "InterestLegCalculationPeriodDates", "description": "An instance of fpml5.confirmation.InterestLegCalculationPeriodDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestLegCalculationPeriodDates", "pattern": "^fpml5\\.confirmation\\.InterestLegCalculationPeriodDates$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "fpml5.confirmation.InterestLegCalculationPeriodDatesReference": { "title": "InterestLegCalculationPeriodDatesReference", "description": "An instance of fpml5.confirmation.InterestLegCalculationPeriodDatesReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestLegCalculationPeriodDatesReference", "pattern": "^fpml5\\.confirmation\\.InterestLegCalculationPeriodDatesReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.InterestLegResetDates": { "title": "InterestLegResetDates", "description": "An instance of fpml5.confirmation.InterestLegResetDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestLegResetDates", "pattern": "^fpml5\\.confirmation\\.InterestLegResetDates$", "description": "The class identifier for this type" }, "resetRelativeTo": { "$ref": "#/definitions/fpml5.confirmation.ResetRelativeToEnum" } }, "required": ["$class"] }, "fpml5.confirmation.InterestRateStream": { "title": "InterestRateStream", "description": "An instance of fpml5.confirmation.InterestRateStream", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestRateStream", "pattern": "^fpml5\\.confirmation\\.InterestRateStream$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.InterestRateStreamReference": { "title": "InterestRateStreamReference", "description": "An instance of fpml5.confirmation.InterestRateStreamReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestRateStreamReference", "pattern": "^fpml5\\.confirmation\\.InterestRateStreamReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.InterestShortFall": { "title": "InterestShortFall", "description": "An instance of fpml5.confirmation.InterestShortFall", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterestShortFall", "pattern": "^fpml5\\.confirmation\\.InterestShortFall$", "description": "The class identifier for this type" }, "interestShortfallCap": { "$ref": "#/definitions/fpml5.confirmation.InterestShortfallCapEnum" }, "compounding": { "type": "boolean" } }, "required": ["$class", "interestShortfallCap", "compounding"] }, "fpml5.confirmation.IntermediaryInformation": { "title": "IntermediaryInformation", "description": "An instance of fpml5.confirmation.IntermediaryInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IntermediaryInformation", "pattern": "^fpml5\\.confirmation\\.IntermediaryInformation$", "description": "The class identifier for this type" }, "intermediarySequenceNumber": { "type": "integer" } }, "required": ["$class", "intermediarySequenceNumber"] }, "fpml5.confirmation.InterpolationMethod": { "title": "InterpolationMethod", "description": "An instance of fpml5.confirmation.InterpolationMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.InterpolationMethod", "pattern": "^fpml5\\.confirmation\\.InterpolationMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "interpolationMethodScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IssuerId": { "title": "IssuerId", "description": "An instance of fpml5.confirmation.IssuerId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IssuerId", "pattern": "^fpml5\\.confirmation\\.IssuerId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "issuerIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.IssuerTradeId": { "title": "IssuerTradeId", "description": "An instance of fpml5.confirmation.IssuerTradeId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.IssuerTradeId", "pattern": "^fpml5\\.confirmation\\.IssuerTradeId$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Knock": { "title": "Knock", "description": "An instance of fpml5.confirmation.Knock", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Knock", "pattern": "^fpml5\\.confirmation\\.Knock$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.KnockOutRateObservation": { "title": "KnockOutRateObservation", "description": "An instance of fpml5.confirmation.KnockOutRateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.KnockOutRateObservation", "pattern": "^fpml5\\.confirmation\\.KnockOutRateObservation$", "description": "The class identifier for this type" }, "observationDate": { "format": "date-time", "type": "string" }, "triggerRate": { "type": "number" }, "observedRate": { "type": "number" }, "triggerCondition": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" } }, "required": ["$class", "observationDate", "triggerCondition"] }, "fpml5.confirmation.Lag": { "title": "Lag", "description": "An instance of fpml5.confirmation.Lag", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Lag", "pattern": "^fpml5\\.confirmation\\.Lag$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LagReference": { "title": "LagReference", "description": "An instance of fpml5.confirmation.LagReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LagReference", "pattern": "^fpml5\\.confirmation\\.LagReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Language": { "title": "Language", "description": "An instance of fpml5.confirmation.Language", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Language", "pattern": "^fpml5\\.confirmation\\.Language$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "languageScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LcAccrual": { "title": "LcAccrual", "description": "An instance of fpml5.confirmation.LcAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcAccrual", "pattern": "^fpml5\\.confirmation\\.LcAccrual$", "description": "The class identifier for this type" }, "rate": { "type": "number" } }, "required": ["$class", "rate"] }, "fpml5.confirmation.LcAdjustment": { "title": "LcAdjustment", "description": "An instance of fpml5.confirmation.LcAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcAdjustment", "pattern": "^fpml5\\.confirmation\\.LcAdjustment$", "description": "The class identifier for this type" }, "relatedBorrowing": { "type": "boolean" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "relatedBorrowing", "effectiveDate"] }, "fpml5.confirmation.LcFxRevaluation": { "title": "LcFxRevaluation", "description": "An instance of fpml5.confirmation.LcFxRevaluation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcFxRevaluation", "pattern": "^fpml5\\.confirmation\\.LcFxRevaluation$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.LcIssuance": { "title": "LcIssuance", "description": "An instance of fpml5.confirmation.LcIssuance", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcIssuance", "pattern": "^fpml5\\.confirmation\\.LcIssuance$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.LcIssuanceFeePayment": { "title": "LcIssuanceFeePayment", "description": "An instance of fpml5.confirmation.LcIssuanceFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcIssuanceFeePayment", "pattern": "^fpml5\\.confirmation\\.LcIssuanceFeePayment$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "startDate", "endDate", "effectiveDate"] }, "fpml5.confirmation.LcNotification": { "title": "LcNotification", "description": "An instance of fpml5.confirmation.LcNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcNotification", "pattern": "^fpml5\\.confirmation\\.LcNotification$", "description": "The class identifier for this type" }, "lcEventGroupGroup": { "type": "string" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "lcEventGroupGroup", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LcOption": { "title": "LcOption", "description": "An instance of fpml5.confirmation.LcOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcOption", "pattern": "^fpml5\\.confirmation\\.LcOption$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "rate": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "rate"] }, "fpml5.confirmation.LcOptionChange": { "title": "LcOptionChange", "description": "An instance of fpml5.confirmation.LcOptionChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcOptionChange", "pattern": "^fpml5\\.confirmation\\.LcOptionChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.LcPurpose": { "title": "LcPurpose", "description": "An instance of fpml5.confirmation.LcPurpose", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcPurpose", "pattern": "^fpml5\\.confirmation\\.LcPurpose$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "lcPurposeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LcRateChange": { "title": "LcRateChange", "description": "An instance of fpml5.confirmation.LcRateChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcRateChange", "pattern": "^fpml5\\.confirmation\\.LcRateChange$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "rate", "effectiveDate"] }, "fpml5.confirmation.LcRenewal": { "title": "LcRenewal", "description": "An instance of fpml5.confirmation.LcRenewal", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcRenewal", "pattern": "^fpml5\\.confirmation\\.LcRenewal$", "description": "The class identifier for this type" }, "finalExpiryDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "finalExpiryDate", "effectiveDate"] }, "fpml5.confirmation.LcTermination": { "title": "LcTermination", "description": "An instance of fpml5.confirmation.LcTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcTermination", "pattern": "^fpml5\\.confirmation\\.LcTermination$", "description": "The class identifier for this type" }, "expiry": { "type": "boolean" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "expiry", "effectiveDate"] }, "fpml5.confirmation.LcType": { "title": "LcType", "description": "An instance of fpml5.confirmation.LcType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LcType", "pattern": "^fpml5\\.confirmation\\.LcType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "lcTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LegalEntity": { "title": "LegalEntity", "description": "An instance of fpml5.confirmation.LegalEntity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LegalEntity", "pattern": "^fpml5\\.confirmation\\.LegalEntity$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LegalEntityReference": { "title": "LegalEntityReference", "description": "An instance of fpml5.confirmation.LegalEntityReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LegalEntityReference", "pattern": "^fpml5\\.confirmation\\.LegalEntityReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LegAmount": { "title": "LegAmount", "description": "An instance of fpml5.confirmation.LegAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LegAmount", "pattern": "^fpml5\\.confirmation\\.LegAmount$", "description": "The class identifier for this type" }, "encodedDescription": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LegId": { "title": "LegId", "description": "An instance of fpml5.confirmation.LegId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LegId", "pattern": "^fpml5\\.confirmation\\.LegId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "legIdScheme": { "type": "string" } }, "required": ["$class", "legIdScheme"] }, "fpml5.confirmation.LegIdentifier": { "title": "LegIdentifier", "description": "An instance of fpml5.confirmation.LegIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LegIdentifier", "pattern": "^fpml5\\.confirmation\\.LegIdentifier$", "description": "The class identifier for this type" }, "version": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.LenderClassification": { "title": "LenderClassification", "description": "An instance of fpml5.confirmation.LenderClassification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LenderClassification", "pattern": "^fpml5\\.confirmation\\.LenderClassification$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "lenderClassificationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LetterOfCredit": { "title": "LetterOfCredit", "description": "An instance of fpml5.confirmation.LetterOfCredit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LetterOfCredit", "pattern": "^fpml5\\.confirmation\\.LetterOfCredit$", "description": "The class identifier for this type" }, "expiryDate": { "format": "date-time", "type": "string" }, "finalExpiryDate": { "format": "date-time", "type": "string" }, "lcAutoAdjust": { "$ref": "#/definitions/fpml5.confirmation.LcAutoAdjustEnum" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "expiryDate", "effectiveDate"] }, "fpml5.confirmation.LetterOfCreditFacility": { "title": "LetterOfCreditFacility", "description": "An instance of fpml5.confirmation.LetterOfCreditFacility", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LetterOfCreditFacility", "pattern": "^fpml5\\.confirmation\\.LetterOfCreditFacility$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "expiryDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "startDate"] }, "fpml5.confirmation.LetterOfCreditReference": { "title": "LetterOfCreditReference", "description": "An instance of fpml5.confirmation.LetterOfCreditReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LetterOfCreditReference", "pattern": "^fpml5\\.confirmation\\.LetterOfCreditReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.LetterOfCreditSummary": { "title": "LetterOfCreditSummary", "description": "An instance of fpml5.confirmation.LetterOfCreditSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LetterOfCreditSummary", "pattern": "^fpml5\\.confirmation\\.LetterOfCreditSummary$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.Lien": { "title": "Lien", "description": "An instance of fpml5.confirmation.Lien", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Lien", "pattern": "^fpml5\\.confirmation\\.Lien$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "lienScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LimitApplicable": { "title": "LimitApplicable", "description": "An instance of fpml5.confirmation.LimitApplicable", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LimitApplicable", "pattern": "^fpml5\\.confirmation\\.LimitApplicable$", "description": "The class identifier for this type" }, "clipSize": { "type": "integer" }, "amountUtilized": { "type": "integer" }, "amountRemaining": { "type": "integer" } }, "required": ["$class", "clipSize"] }, "fpml5.confirmation.LimitId": { "title": "LimitId", "description": "An instance of fpml5.confirmation.LimitId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LimitId", "pattern": "^fpml5\\.confirmation\\.LimitId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditLimitIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LimitType": { "title": "LimitType", "description": "An instance of fpml5.confirmation.LimitType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LimitType", "pattern": "^fpml5\\.confirmation\\.LimitType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "creditLimitTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LinkId": { "title": "LinkId", "description": "An instance of fpml5.confirmation.LinkId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LinkId", "pattern": "^fpml5\\.confirmation\\.LinkId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "linkIdScheme": { "type": "string" } }, "required": ["$class", "linkIdScheme"] }, "fpml5.confirmation.Loan": { "title": "Loan", "description": "An instance of fpml5.confirmation.Loan", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Loan", "pattern": "^fpml5\\.confirmation\\.Loan$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "maturity": { "format": "date-time", "type": "string" }, "creditAgreementDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAcknowledgement": { "title": "LoanAcknowledgement", "description": "An instance of fpml5.confirmation.LoanAcknowledgement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAcknowledgement", "pattern": "^fpml5\\.confirmation\\.LoanAcknowledgement$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocation": { "title": "LoanAllocation", "description": "An instance of fpml5.confirmation.LoanAllocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocation", "pattern": "^fpml5\\.confirmation\\.LoanAllocation$", "description": "The class identifier for this type" }, "comment": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAllocationConfirmationNotification": { "title": "LoanAllocationConfirmationNotification", "description": "An instance of fpml5.confirmation.LoanAllocationConfirmationNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationConfirmationNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationConfirmationNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationEvent": { "title": "LoanAllocationEvent", "description": "An instance of fpml5.confirmation.LoanAllocationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationEvent", "pattern": "^fpml5\\.confirmation\\.LoanAllocationEvent$", "description": "The class identifier for this type" }, "comment": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAllocationIdentifier": { "title": "LoanAllocationIdentifier", "description": "An instance of fpml5.confirmation.LoanAllocationIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationIdentifier", "pattern": "^fpml5\\.confirmation\\.LoanAllocationIdentifier$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAllocationNoSettlePeriod": { "title": "LoanAllocationNoSettlePeriod", "description": "An instance of fpml5.confirmation.LoanAllocationNoSettlePeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationNoSettlePeriod", "pattern": "^fpml5\\.confirmation\\.LoanAllocationNoSettlePeriod$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "startDate", "endDate"] }, "fpml5.confirmation.LoanAllocationNoSettlePeriodType": { "title": "LoanAllocationNoSettlePeriodType", "description": "An instance of fpml5.confirmation.LoanAllocationNoSettlePeriodType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationNoSettlePeriodType", "pattern": "^fpml5\\.confirmation\\.LoanAllocationNoSettlePeriodType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "noSettlePeriodTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAllocationNotification": { "title": "LoanAllocationNotification", "description": "An instance of fpml5.confirmation.LoanAllocationNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationPayment": { "title": "LoanAllocationPayment", "description": "An instance of fpml5.confirmation.LoanAllocationPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationPayment", "pattern": "^fpml5\\.confirmation\\.LoanAllocationPayment$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAllocationReference": { "title": "LoanAllocationReference", "description": "An instance of fpml5.confirmation.LoanAllocationReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationReference", "pattern": "^fpml5\\.confirmation\\.LoanAllocationReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.LoanAllocationSettlementDateAvailabilityNotification": { "title": "LoanAllocationSettlementDateAvailabilityNotification", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementDateAvailabilityNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementDateAvailabilityNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementDateAvailabilityNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationSettlementDateFinalizationNotification": { "title": "LoanAllocationSettlementDateFinalizationNotification", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementDateFinalizationNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementDateFinalizationNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementDateFinalizationNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationSettlementEvent": { "title": "LoanAllocationSettlementEvent", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementEvent", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementEvent$", "description": "The class identifier for this type" }, "settlementDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "settlementDate"] }, "fpml5.confirmation.LoanAllocationSettlementNotification": { "title": "LoanAllocationSettlementNotification", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityLoanContractDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationSettlementTask": { "title": "LoanAllocationSettlementTask", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementTask", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementTask", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementTask$", "description": "The class identifier for this type" }, "status": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingSettlementTaskStatusEnum" }, "comment": { "type": "string" } }, "required": ["$class", "status"] }, "fpml5.confirmation.LoanAllocationSettlementTaskNotification": { "title": "LoanAllocationSettlementTaskNotification", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementTaskNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementTaskNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementTaskNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationSettlementTaskType": { "title": "LoanAllocationSettlementTaskType", "description": "An instance of fpml5.confirmation.LoanAllocationSettlementTaskType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationSettlementTaskType", "pattern": "^fpml5\\.confirmation\\.LoanAllocationSettlementTaskType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "allocationSettlementTaskTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanAllocationTransferFeeDueEvent": { "title": "LoanAllocationTransferFeeDueEvent", "description": "An instance of fpml5.confirmation.LoanAllocationTransferFeeDueEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationTransferFeeDueEvent", "pattern": "^fpml5\\.confirmation\\.LoanAllocationTransferFeeDueEvent$", "description": "The class identifier for this type" }, "dueDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "dueDate"] }, "fpml5.confirmation.LoanAllocationTransferFeeDueNotification": { "title": "LoanAllocationTransferFeeDueNotification", "description": "An instance of fpml5.confirmation.LoanAllocationTransferFeeDueNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationTransferFeeDueNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationTransferFeeDueNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanAllocationTransferFeeOwedEvent": { "title": "LoanAllocationTransferFeeOwedEvent", "description": "An instance of fpml5.confirmation.LoanAllocationTransferFeeOwedEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationTransferFeeOwedEvent", "pattern": "^fpml5\\.confirmation\\.LoanAllocationTransferFeeOwedEvent$", "description": "The class identifier for this type" }, "waivedFlag": { "type": "boolean" }, "comment": { "type": "string" } }, "required": ["$class", "waivedFlag"] }, "fpml5.confirmation.LoanAllocationTransferFeeOwedNotification": { "title": "LoanAllocationTransferFeeOwedNotification", "description": "An instance of fpml5.confirmation.LoanAllocationTransferFeeOwedNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanAllocationTransferFeeOwedNotification", "pattern": "^fpml5\\.confirmation\\.LoanAllocationTransferFeeOwedNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanBulkServicingNotification": { "title": "LoanBulkServicingNotification", "description": "An instance of fpml5.confirmation.LoanBulkServicingNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanBulkServicingNotification", "pattern": "^fpml5\\.confirmation\\.LoanBulkServicingNotification$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "facilityFeePaymentGroupGroup": { "type": "array", "items": { "type": "string" } }, "facilityEventGroupGroup": { "type": "array", "items": { "type": "string" } }, "loanContractEventGroupGroup": { "type": "array", "items": { "type": "string" } }, "lcEventGroupGroup": { "type": "array", "items": { "type": "string" } }, "group1": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanContract": { "title": "LoanContract", "description": "An instance of fpml5.confirmation.LoanContract", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContract", "pattern": "^fpml5\\.confirmation\\.LoanContract$", "description": "The class identifier for this type" }, "repricingDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.LoanContractAdjustment": { "title": "LoanContractAdjustment", "description": "An instance of fpml5.confirmation.LoanContractAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContractAdjustment", "pattern": "^fpml5\\.confirmation\\.LoanContractAdjustment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.LoanContractBaseRateSet": { "title": "LoanContractBaseRateSet", "description": "An instance of fpml5.confirmation.LoanContractBaseRateSet", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContractBaseRateSet", "pattern": "^fpml5\\.confirmation\\.LoanContractBaseRateSet$", "description": "The class identifier for this type" }, "fixingDate": { "format": "date-time", "type": "string" }, "rate": { "type": "number" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "fixingDate", "rate", "effectiveDate"] }, "fpml5.confirmation.LoanContractMaturityChange": { "title": "LoanContractMaturityChange", "description": "An instance of fpml5.confirmation.LoanContractMaturityChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContractMaturityChange", "pattern": "^fpml5\\.confirmation\\.LoanContractMaturityChange$", "description": "The class identifier for this type" }, "currentMaturityDate": { "format": "date-time", "type": "string" }, "priorMaturityDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "currentMaturityDate", "effectiveDate"] }, "fpml5.confirmation.LoanContractNotification": { "title": "LoanContractNotification", "description": "An instance of fpml5.confirmation.LoanContractNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContractNotification", "pattern": "^fpml5\\.confirmation\\.LoanContractNotification$", "description": "The class identifier for this type" }, "loanContractEventGroupGroup": { "type": "string" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "loanContractEventGroupGroup", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanContractReference": { "title": "LoanContractReference", "description": "An instance of fpml5.confirmation.LoanContractReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContractReference", "pattern": "^fpml5\\.confirmation\\.LoanContractReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.LoanContractSummary": { "title": "LoanContractSummary", "description": "An instance of fpml5.confirmation.LoanContractSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanContractSummary", "pattern": "^fpml5\\.confirmation\\.LoanContractSummary$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.LoanInterestPayment": { "title": "LoanInterestPayment", "description": "An instance of fpml5.confirmation.LoanInterestPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanInterestPayment", "pattern": "^fpml5\\.confirmation\\.LoanInterestPayment$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "calculationMethod": { "$ref": "#/definitions/fpml5.confirmation.InterestCalculationMethodEnum" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "startDate", "endDate", "calculationMethod", "effectiveDate"] }, "fpml5.confirmation.LoanNotificationAcknowledgement": { "title": "LoanNotificationAcknowledgement", "description": "An instance of fpml5.confirmation.LoanNotificationAcknowledgement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanNotificationAcknowledgement", "pattern": "^fpml5\\.confirmation\\.LoanNotificationAcknowledgement$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.LoanNotificationException": { "title": "LoanNotificationException", "description": "An instance of fpml5.confirmation.LoanNotificationException", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanNotificationException", "pattern": "^fpml5\\.confirmation\\.LoanNotificationException$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.LoanNotificationRetracted": { "title": "LoanNotificationRetracted", "description": "An instance of fpml5.confirmation.LoanNotificationRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanNotificationRetracted", "pattern": "^fpml5\\.confirmation\\.LoanNotificationRetracted$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.LoanParticipation": { "title": "LoanParticipation", "description": "An instance of fpml5.confirmation.LoanParticipation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanParticipation", "pattern": "^fpml5\\.confirmation\\.LoanParticipation$", "description": "The class identifier for this type" }, "qualifyingParticipationSeller": { "type": "string" }, "applicable": { "type": "boolean" }, "partialCashSettlement": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.LoanPartyEventInstructionOverrideNotification": { "title": "LoanPartyEventInstructionOverrideNotification", "description": "An instance of fpml5.confirmation.LoanPartyEventInstructionOverrideNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanPartyEventInstructionOverrideNotification", "pattern": "^fpml5\\.confirmation\\.LoanPartyEventInstructionOverrideNotification$", "description": "The class identifier for this type" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanPartyProfileNotification": { "title": "LoanPartyProfileNotification", "description": "An instance of fpml5.confirmation.LoanPartyProfileNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanPartyProfileNotification", "pattern": "^fpml5\\.confirmation\\.LoanPartyProfileNotification$", "description": "The class identifier for this type" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanPartyTradingInstructionOverrideNotification": { "title": "LoanPartyTradingInstructionOverrideNotification", "description": "An instance of fpml5.confirmation.LoanPartyTradingInstructionOverrideNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanPartyTradingInstructionOverrideNotification", "pattern": "^fpml5\\.confirmation\\.LoanPartyTradingInstructionOverrideNotification$", "description": "The class identifier for this type" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanSettlementDateAvailabilityEvent": { "title": "LoanSettlementDateAvailabilityEvent", "description": "An instance of fpml5.confirmation.LoanSettlementDateAvailabilityEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanSettlementDateAvailabilityEvent", "pattern": "^fpml5\\.confirmation\\.LoanSettlementDateAvailabilityEvent$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "onOrAfterDate": { "format": "date-time", "type": "string" }, "leadDays": { "type": "integer" }, "cutOffTime": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanSettlementDateFinalizationEvent": { "title": "LoanSettlementDateFinalizationEvent", "description": "An instance of fpml5.confirmation.LoanSettlementDateFinalizationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanSettlementDateFinalizationEvent", "pattern": "^fpml5\\.confirmation\\.LoanSettlementDateFinalizationEvent$", "description": "The class identifier for this type" }, "settlementDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "settlementDate"] }, "fpml5.confirmation.LoanTrade": { "title": "LoanTrade", "description": "An instance of fpml5.confirmation.LoanTrade", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTrade", "pattern": "^fpml5\\.confirmation\\.LoanTrade$", "description": "The class identifier for this type" }, "price": { "type": "number" }, "documentationType": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingDocTypeEnum" }, "accrualSettlementType": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingAccrualSettlementEnum" }, "delayedCompensationFlag": { "type": "boolean" }, "nonRecurringFeesBenefactor": { "$ref": "#/definitions/fpml5.confirmation.BuySellEnum" }, "collateralRequiredFlag": { "type": "boolean" }, "votingRights": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingVotingRightsEnum" }, "tradeDate": { "format": "date-time", "type": "string" }, "type": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingTypeEnum" }, "whenIssuedFlag": { "type": "boolean" }, "tradingAssociation": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingAssocEnum" }, "formOfPurchase": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingFormOfPurchaseEnum" }, "comment": { "type": "string" } }, "required": [ "$class", "price", "documentationType", "accrualSettlementType", "delayedCompensationFlag", "nonRecurringFeesBenefactor", "tradeDate", "type", "whenIssuedFlag", "tradingAssociation", "formOfPurchase" ] }, "fpml5.confirmation.LoanTradeConfirmationNotification": { "title": "LoanTradeConfirmationNotification", "description": "An instance of fpml5.confirmation.LoanTradeConfirmationNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeConfirmationNotification", "pattern": "^fpml5\\.confirmation\\.LoanTradeConfirmationNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanTradeEvent": { "title": "LoanTradeEvent", "description": "An instance of fpml5.confirmation.LoanTradeEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeEvent", "pattern": "^fpml5\\.confirmation\\.LoanTradeEvent$", "description": "The class identifier for this type" }, "comment": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradeNotification": { "title": "LoanTradeNotification", "description": "An instance of fpml5.confirmation.LoanTradeNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeNotification", "pattern": "^fpml5\\.confirmation\\.LoanTradeNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanTradePayment": { "title": "LoanTradePayment", "description": "An instance of fpml5.confirmation.LoanTradePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradePayment", "pattern": "^fpml5\\.confirmation\\.LoanTradePayment$", "description": "The class identifier for this type" }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradeReference": { "title": "LoanTradeReference", "description": "An instance of fpml5.confirmation.LoanTradeReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeReference", "pattern": "^fpml5\\.confirmation\\.LoanTradeReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.LoanTradeSettlementTask": { "title": "LoanTradeSettlementTask", "description": "An instance of fpml5.confirmation.LoanTradeSettlementTask", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeSettlementTask", "pattern": "^fpml5\\.confirmation\\.LoanTradeSettlementTask$", "description": "The class identifier for this type" }, "status": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingSettlementTaskStatusEnum" }, "comment": { "type": "string" } }, "required": ["$class", "status"] }, "fpml5.confirmation.LoanTradeSettlementTaskNotification": { "title": "LoanTradeSettlementTaskNotification", "description": "An instance of fpml5.confirmation.LoanTradeSettlementTaskNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeSettlementTaskNotification", "pattern": "^fpml5\\.confirmation\\.LoanTradeSettlementTaskNotification$", "description": "The class identifier for this type" }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanTradeSettlementTaskType": { "title": "LoanTradeSettlementTaskType", "description": "An instance of fpml5.confirmation.LoanTradeSettlementTaskType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeSettlementTaskType", "pattern": "^fpml5\\.confirmation\\.LoanTradeSettlementTaskType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "tradeSettlementTaskTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradeSummary": { "title": "LoanTradeSummary", "description": "An instance of fpml5.confirmation.LoanTradeSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeSummary", "pattern": "^fpml5\\.confirmation\\.LoanTradeSummary$", "description": "The class identifier for this type" }, "comment": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradeTransferFeeDueEvent": { "title": "LoanTradeTransferFeeDueEvent", "description": "An instance of fpml5.confirmation.LoanTradeTransferFeeDueEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeTransferFeeDueEvent", "pattern": "^fpml5\\.confirmation\\.LoanTradeTransferFeeDueEvent$", "description": "The class identifier for this type" }, "dueDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "dueDate"] }, "fpml5.confirmation.LoanTradeTransferFeeDueNotification": { "title": "LoanTradeTransferFeeDueNotification", "description": "An instance of fpml5.confirmation.LoanTradeTransferFeeDueNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeTransferFeeDueNotification", "pattern": "^fpml5\\.confirmation\\.LoanTradeTransferFeeDueNotification$", "description": "The class identifier for this type" }, "facilityDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanTradeTransferFeeOwedEvent": { "title": "LoanTradeTransferFeeOwedEvent", "description": "An instance of fpml5.confirmation.LoanTradeTransferFeeOwedEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeTransferFeeOwedEvent", "pattern": "^fpml5\\.confirmation\\.LoanTradeTransferFeeOwedEvent$", "description": "The class identifier for this type" }, "waivedFlag": { "type": "boolean" }, "comment": { "type": "string" } }, "required": ["$class", "waivedFlag"] }, "fpml5.confirmation.LoanTradeTransferFeeOwedNotification": { "title": "LoanTradeTransferFeeOwedNotification", "description": "An instance of fpml5.confirmation.LoanTradeTransferFeeOwedNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradeTransferFeeOwedNotification", "pattern": "^fpml5\\.confirmation\\.LoanTradeTransferFeeOwedNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanTradingAccruingFeeAccrual": { "title": "LoanTradingAccruingFeeAccrual", "description": "An instance of fpml5.confirmation.LoanTradingAccruingFeeAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingAccruingFeeAccrual", "pattern": "^fpml5\\.confirmation\\.LoanTradingAccruingFeeAccrual$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingAccruingFeeTypeEnum" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingCostOfCarry": { "title": "LoanTradingCostOfCarry", "description": "An instance of fpml5.confirmation.LoanTradingCostOfCarry", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingCostOfCarry", "pattern": "^fpml5\\.confirmation\\.LoanTradingCostOfCarry$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingCostOfCarryAccrual": { "title": "LoanTradingCostOfCarryAccrual", "description": "An instance of fpml5.confirmation.LoanTradingCostOfCarryAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingCostOfCarryAccrual", "pattern": "^fpml5\\.confirmation\\.LoanTradingCostOfCarryAccrual$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingCounterpartySettlementFundingFactors": { "title": "LoanTradingCounterpartySettlementFundingFactors", "description": "An instance of fpml5.confirmation.LoanTradingCounterpartySettlementFundingFactors", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingCounterpartySettlementFundingFactors", "pattern": "^fpml5\\.confirmation\\.LoanTradingCounterpartySettlementFundingFactors$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingDelayedCompensation": { "title": "LoanTradingDelayedCompensation", "description": "An instance of fpml5.confirmation.LoanTradingDelayedCompensation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingDelayedCompensation", "pattern": "^fpml5\\.confirmation\\.LoanTradingDelayedCompensation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingEconomicBenefit": { "title": "LoanTradingEconomicBenefit", "description": "An instance of fpml5.confirmation.LoanTradingEconomicBenefit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingEconomicBenefit", "pattern": "^fpml5\\.confirmation\\.LoanTradingEconomicBenefit$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingLetterOfCreditAccrual": { "title": "LoanTradingLetterOfCreditAccrual", "description": "An instance of fpml5.confirmation.LoanTradingLetterOfCreditAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingLetterOfCreditAccrual", "pattern": "^fpml5\\.confirmation\\.LoanTradingLetterOfCreditAccrual$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingNonRecurringFee": { "title": "LoanTradingNonRecurringFee", "description": "An instance of fpml5.confirmation.LoanTradingNonRecurringFee", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingNonRecurringFee", "pattern": "^fpml5\\.confirmation\\.LoanTradingNonRecurringFee$", "description": "The class identifier for this type" }, "feeType": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingNonRecurringFeeTypeEnum" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingOutstandingsAccrual": { "title": "LoanTradingOutstandingsAccrual", "description": "An instance of fpml5.confirmation.LoanTradingOutstandingsAccrual", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingOutstandingsAccrual", "pattern": "^fpml5\\.confirmation\\.LoanTradingOutstandingsAccrual$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingPartyRole": { "title": "LoanTradingPartyRole", "description": "An instance of fpml5.confirmation.LoanTradingPartyRole", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingPartyRole", "pattern": "^fpml5\\.confirmation\\.LoanTradingPartyRole$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "tradingPartyRoleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.LoanTradingSettlementTaskDates": { "title": "LoanTradingSettlementTaskDates", "description": "An instance of fpml5.confirmation.LoanTradingSettlementTaskDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTradingSettlementTaskDates", "pattern": "^fpml5\\.confirmation\\.LoanTradingSettlementTaskDates$", "description": "The class identifier for this type" }, "raisedDate": { "format": "date-time", "type": "string" }, "expectedDate": { "format": "date-time", "type": "string" }, "clearedDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "raisedDate"] }, "fpml5.confirmation.LoanTransfer": { "title": "LoanTransfer", "description": "An instance of fpml5.confirmation.LoanTransfer", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTransfer", "pattern": "^fpml5\\.confirmation\\.LoanTransfer$", "description": "The class identifier for this type" }, "transferFeeRemittedBy": { "$ref": "#/definitions/fpml5.confirmation.BuySellEnum" }, "tradeDate": { "format": "date-time", "type": "string" }, "type": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingTypeEnum" }, "whenIssuedFlag": { "type": "boolean" }, "tradingAssociation": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingAssocEnum" }, "formOfPurchase": { "$ref": "#/definitions/fpml5.confirmation.LoanTradingFormOfPurchaseEnum" }, "comment": { "type": "string" } }, "required": ["$class", "transferFeeRemittedBy", "tradeDate", "type", "whenIssuedFlag", "tradingAssociation", "formOfPurchase"] }, "fpml5.confirmation.LoanTransferFee": { "title": "LoanTransferFee", "description": "An instance of fpml5.confirmation.LoanTransferFee", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTransferFee", "pattern": "^fpml5\\.confirmation\\.LoanTransferFee$", "description": "The class identifier for this type" }, "remittedBy": { "$ref": "#/definitions/fpml5.confirmation.BuySellEnum" }, "paidBy": { "$ref": "#/definitions/fpml5.confirmation.LoanTransferFeePaidByEnum" } }, "required": ["$class", "remittedBy"] }, "fpml5.confirmation.LoanTransferNotification": { "title": "LoanTransferNotification", "description": "An instance of fpml5.confirmation.LoanTransferNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTransferNotification", "pattern": "^fpml5\\.confirmation\\.LoanTransferNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.LoanTransferSettlementEvent": { "title": "LoanTransferSettlementEvent", "description": "An instance of fpml5.confirmation.LoanTransferSettlementEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTransferSettlementEvent", "pattern": "^fpml5\\.confirmation\\.LoanTransferSettlementEvent$", "description": "The class identifier for this type" }, "settlementDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "settlementDate"] }, "fpml5.confirmation.LoanTransferSettlementNotification": { "title": "LoanTransferSettlementNotification", "description": "An instance of fpml5.confirmation.LoanTransferSettlementNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.LoanTransferSettlementNotification", "pattern": "^fpml5\\.confirmation\\.LoanTransferSettlementNotification$", "description": "The class identifier for this type" }, "loanTradeAllocationDetailsModel": { "type": "array", "items": { "type": "string" } }, "facilityLoanContractDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.MainPublication": { "title": "MainPublication", "description": "An instance of fpml5.confirmation.MainPublication", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MainPublication", "pattern": "^fpml5\\.confirmation\\.MainPublication$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "mainPublicationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MakeWholeAmount": { "title": "MakeWholeAmount", "description": "An instance of fpml5.confirmation.MakeWholeAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MakeWholeAmount", "pattern": "^fpml5\\.confirmation\\.MakeWholeAmount$", "description": "The class identifier for this type" }, "spread": { "type": "number" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" } }, "required": ["$class", "spread"] }, "fpml5.confirmation.MakeWholeProvisions": { "title": "MakeWholeProvisions", "description": "An instance of fpml5.confirmation.MakeWholeProvisions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MakeWholeProvisions", "pattern": "^fpml5\\.confirmation\\.MakeWholeProvisions$", "description": "The class identifier for this type" }, "makeWholeDate": { "format": "date-time", "type": "string" }, "recallSpread": { "type": "number" } }, "required": ["$class", "makeWholeDate", "recallSpread"] }, "fpml5.confirmation.MandatoryCostRateChange": { "title": "MandatoryCostRateChange", "description": "An instance of fpml5.confirmation.MandatoryCostRateChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MandatoryCostRateChange", "pattern": "^fpml5\\.confirmation\\.MandatoryCostRateChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.MandatoryCostRateExpiry": { "title": "MandatoryCostRateExpiry", "description": "An instance of fpml5.confirmation.MandatoryCostRateExpiry", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MandatoryCostRateExpiry", "pattern": "^fpml5\\.confirmation\\.MandatoryCostRateExpiry$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.MandatoryEarlyTermination": { "title": "MandatoryEarlyTermination", "description": "An instance of fpml5.confirmation.MandatoryEarlyTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MandatoryEarlyTermination", "pattern": "^fpml5\\.confirmation\\.MandatoryEarlyTermination$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MandatoryEarlyTerminationAdjustedDates": { "title": "MandatoryEarlyTerminationAdjustedDates", "description": "An instance of fpml5.confirmation.MandatoryEarlyTerminationAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MandatoryEarlyTerminationAdjustedDates", "pattern": "^fpml5\\.confirmation\\.MandatoryEarlyTerminationAdjustedDates$", "description": "The class identifier for this type" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "adjustedEarlyTerminationDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate"] }, "fpml5.confirmation.ManualExercise": { "title": "ManualExercise", "description": "An instance of fpml5.confirmation.ManualExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ManualExercise", "pattern": "^fpml5\\.confirmation\\.ManualExercise$", "description": "The class identifier for this type" }, "fallbackExercise": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.Market": { "title": "Market", "description": "An instance of fpml5.confirmation.Market", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Market", "pattern": "^fpml5\\.confirmation\\.Market$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "pricingStructureGroup": { "type": "array", "items": { "type": "string" } }, "pricingStructureValuationGroup": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MarketDisruption": { "title": "MarketDisruption", "description": "An instance of fpml5.confirmation.MarketDisruption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MarketDisruption", "pattern": "^fpml5\\.confirmation\\.MarketDisruption$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "marketDisruptionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MarketDisruptionEvent": { "title": "MarketDisruptionEvent", "description": "An instance of fpml5.confirmation.MarketDisruptionEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MarketDisruptionEvent", "pattern": "^fpml5\\.confirmation\\.MarketDisruptionEvent$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMarketDisruptionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MarketReference": { "title": "MarketReference", "description": "An instance of fpml5.confirmation.MarketReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MarketReference", "pattern": "^fpml5\\.confirmation\\.MarketReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.MasterAgreement": { "title": "MasterAgreement", "description": "An instance of fpml5.confirmation.MasterAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterAgreement", "pattern": "^fpml5\\.confirmation\\.MasterAgreement$", "description": "The class identifier for this type" }, "masterAgreementDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MasterAgreementId": { "title": "MasterAgreementId", "description": "An instance of fpml5.confirmation.MasterAgreementId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterAgreementId", "pattern": "^fpml5\\.confirmation\\.MasterAgreementId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "masterAgreementIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MasterAgreementType": { "title": "MasterAgreementType", "description": "An instance of fpml5.confirmation.MasterAgreementType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterAgreementType", "pattern": "^fpml5\\.confirmation\\.MasterAgreementType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "masterAgreementTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MasterAgreementVersion": { "title": "MasterAgreementVersion", "description": "An instance of fpml5.confirmation.MasterAgreementVersion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterAgreementVersion", "pattern": "^fpml5\\.confirmation\\.MasterAgreementVersion$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "masterAgreementVersionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MasterConfirmation": { "title": "MasterConfirmation", "description": "An instance of fpml5.confirmation.MasterConfirmation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterConfirmation", "pattern": "^fpml5\\.confirmation\\.MasterConfirmation$", "description": "The class identifier for this type" }, "masterConfirmationDate": { "format": "date-time", "type": "string" }, "masterConfirmationAnnexDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "masterConfirmationDate"] }, "fpml5.confirmation.MasterConfirmationAnnexType": { "title": "MasterConfirmationAnnexType", "description": "An instance of fpml5.confirmation.MasterConfirmationAnnexType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterConfirmationAnnexType", "pattern": "^fpml5\\.confirmation\\.MasterConfirmationAnnexType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "masterConfirmationAnnexTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MasterConfirmationType": { "title": "MasterConfirmationType", "description": "An instance of fpml5.confirmation.MasterConfirmationType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MasterConfirmationType", "pattern": "^fpml5\\.confirmation\\.MasterConfirmationType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "masterConfirmationTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MatchId": { "title": "MatchId", "description": "An instance of fpml5.confirmation.MatchId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MatchId", "pattern": "^fpml5\\.confirmation\\.MatchId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "matchIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Material": { "title": "Material", "description": "An instance of fpml5.confirmation.Material", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Material", "pattern": "^fpml5\\.confirmation\\.Material$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityMetalProductTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Math": { "title": "Math", "description": "An instance of fpml5.confirmation.Math", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Math", "pattern": "^fpml5\\.confirmation\\.Math$", "description": "The class identifier for this type" }, "mixed": { "type": "array", "items": { "type": "string" } }, "any": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "any"] }, "fpml5.confirmation.MatrixSource": { "title": "MatrixSource", "description": "An instance of fpml5.confirmation.MatrixSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MatrixSource", "pattern": "^fpml5\\.confirmation\\.MatrixSource$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "settledEntityMatrixSourceScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MatrixTerm": { "title": "MatrixTerm", "description": "An instance of fpml5.confirmation.MatrixTerm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MatrixTerm", "pattern": "^fpml5\\.confirmation\\.MatrixTerm$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "matrixTermScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MatrixType": { "title": "MatrixType", "description": "An instance of fpml5.confirmation.MatrixType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MatrixType", "pattern": "^fpml5\\.confirmation\\.MatrixType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "matrixTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MaturingContractsType": { "title": "MaturingContractsType", "description": "An instance of fpml5.confirmation.MaturingContractsType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MaturingContractsType", "pattern": "^fpml5\\.confirmation\\.MaturingContractsType$", "description": "The class identifier for this type" }, "loanContractDetailsModel": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.MaturityNotification": { "title": "MaturityNotification", "description": "An instance of fpml5.confirmation.MaturityNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MaturityNotification", "pattern": "^fpml5\\.confirmation\\.MaturityNotification$", "description": "The class identifier for this type" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.MessageAddress": { "title": "MessageAddress", "description": "An instance of fpml5.confirmation.MessageAddress", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MessageAddress", "pattern": "^fpml5\\.confirmation\\.MessageAddress$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "messageAddressScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MessageId": { "title": "MessageId", "description": "An instance of fpml5.confirmation.MessageId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MessageId", "pattern": "^fpml5\\.confirmation\\.MessageId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "messageIdScheme": { "type": "string" } }, "required": ["$class", "messageIdScheme"] }, "fpml5.confirmation.Metal": { "title": "Metal", "description": "An instance of fpml5.confirmation.Metal", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Metal", "pattern": "^fpml5\\.confirmation\\.Metal$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.MetalDelivery": { "title": "MetalDelivery", "description": "An instance of fpml5.confirmation.MetalDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MetalDelivery", "pattern": "^fpml5\\.confirmation\\.MetalDelivery$", "description": "The class identifier for this type" }, "totalQuantityTolerance": { "type": "number" }, "periodQuantityTolerance": { "type": "number" }, "title": { "$ref": "#/definitions/fpml5.confirmation.MetalTitleEnum" } }, "required": ["$class", "totalQuantityTolerance", "periodQuantityTolerance", "title"] }, "fpml5.confirmation.MetalPhysicalLeg": { "title": "MetalPhysicalLeg", "description": "An instance of fpml5.confirmation.MetalPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MetalPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.MetalPhysicalLeg$", "description": "The class identifier for this type" }, "conversionFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MimeType": { "title": "MimeType", "description": "An instance of fpml5.confirmation.MimeType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MimeType", "pattern": "^fpml5\\.confirmation\\.MimeType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "mimeTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MiscFeePayment": { "title": "MiscFeePayment", "description": "An instance of fpml5.confirmation.MiscFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MiscFeePayment", "pattern": "^fpml5\\.confirmation\\.MiscFeePayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.Money": { "title": "Money", "description": "An instance of fpml5.confirmation.Money", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Money", "pattern": "^fpml5\\.confirmation\\.Money$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.MoneyRef": { "title": "MoneyRef", "description": "An instance of fpml5.confirmation.MoneyRef", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MoneyRef", "pattern": "^fpml5\\.confirmation\\.MoneyRef$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.MoneyWithParticipantShare": { "title": "MoneyWithParticipantShare", "description": "An instance of fpml5.confirmation.MoneyWithParticipantShare", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MoneyWithParticipantShare", "pattern": "^fpml5\\.confirmation\\.MoneyWithParticipantShare$", "description": "The class identifier for this type" }, "shareAmount": { "type": "number" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.Mortgage": { "title": "Mortgage", "description": "An instance of fpml5.confirmation.Mortgage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Mortgage", "pattern": "^fpml5\\.confirmation\\.Mortgage$", "description": "The class identifier for this type" }, "issuerName": { "type": "string" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "originalPrincipalAmount": { "type": "number" }, "tranche": { "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MortgageSector": { "title": "MortgageSector", "description": "An instance of fpml5.confirmation.MortgageSector", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MortgageSector", "pattern": "^fpml5\\.confirmation\\.MortgageSector$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "mortgageSectorScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MultiCurrency": { "title": "MultiCurrency", "description": "An instance of fpml5.confirmation.MultiCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MultiCurrency", "pattern": "^fpml5\\.confirmation\\.MultiCurrency$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.MultiDimensionalPricingData": { "title": "MultiDimensionalPricingData", "description": "An instance of fpml5.confirmation.MultiDimensionalPricingData", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MultiDimensionalPricingData", "pattern": "^fpml5\\.confirmation\\.MultiDimensionalPricingData$", "description": "The class identifier for this type" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" }, "time": { "format": "date-time", "type": "string" }, "valuationDate": { "format": "date-time", "type": "string" }, "expiryTime": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.MultipleExercise": { "title": "MultipleExercise", "description": "An instance of fpml5.confirmation.MultipleExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MultipleExercise", "pattern": "^fpml5\\.confirmation\\.MultipleExercise$", "description": "The class identifier for this type" }, "integralMultipleAmount": { "type": "number" }, "minimumNotionalAmount": { "type": "number" }, "minimumNumberOfOptions": { "type": "integer" }, "maximumNotionalAmount": { "type": "number" }, "maximumNumberOfOptions": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.MultipleValuationDates": { "title": "MultipleValuationDates", "description": "An instance of fpml5.confirmation.MultipleValuationDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MultipleValuationDates", "pattern": "^fpml5\\.confirmation\\.MultipleValuationDates$", "description": "The class identifier for this type" }, "businessDaysThereafter": { "type": "integer" }, "numberValuationDates": { "type": "integer" }, "businessDays": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.MutualFund": { "title": "MutualFund", "description": "An instance of fpml5.confirmation.MutualFund", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.MutualFund", "pattern": "^fpml5\\.confirmation\\.MutualFund$", "description": "The class identifier for this type" }, "openEndedFund": { "type": "boolean" }, "fundManager": { "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.NetAndGross": { "title": "NetAndGross", "description": "An instance of fpml5.confirmation.NetAndGross", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NetAndGross", "pattern": "^fpml5\\.confirmation\\.NetAndGross$", "description": "The class identifier for this type" }, "net": { "type": "number" }, "gross": { "type": "number" }, "net1": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.NonCorrectableRequestMessage": { "title": "NonCorrectableRequestMessage", "description": "An instance of fpml5.confirmation.NonCorrectableRequestMessage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonCorrectableRequestMessage", "pattern": "^fpml5\\.confirmation\\.NonCorrectableRequestMessage$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.NonDeliverableSettlement": { "title": "NonDeliverableSettlement", "description": "An instance of fpml5.confirmation.NonDeliverableSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonDeliverableSettlement", "pattern": "^fpml5\\.confirmation\\.NonDeliverableSettlement$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.NonDeliverableSubstitute": { "title": "NonDeliverableSubstitute", "description": "An instance of fpml5.confirmation.NonDeliverableSubstitute", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonDeliverableSubstitute", "pattern": "^fpml5\\.confirmation\\.NonDeliverableSubstitute$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.NonNegativeAmountSchedule": { "title": "NonNegativeAmountSchedule", "description": "An instance of fpml5.confirmation.NonNegativeAmountSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonNegativeAmountSchedule", "pattern": "^fpml5\\.confirmation\\.NonNegativeAmountSchedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.NonNegativeMoney": { "title": "NonNegativeMoney", "description": "An instance of fpml5.confirmation.NonNegativeMoney", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonNegativeMoney", "pattern": "^fpml5\\.confirmation\\.NonNegativeMoney$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.NonNegativePayment": { "title": "NonNegativePayment", "description": "An instance of fpml5.confirmation.NonNegativePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonNegativePayment", "pattern": "^fpml5\\.confirmation\\.NonNegativePayment$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.NonNegativeSchedule": { "title": "NonNegativeSchedule", "description": "An instance of fpml5.confirmation.NonNegativeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonNegativeSchedule", "pattern": "^fpml5\\.confirmation\\.NonNegativeSchedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.NonNegativeStep": { "title": "NonNegativeStep", "description": "An instance of fpml5.confirmation.NonNegativeStep", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonNegativeStep", "pattern": "^fpml5\\.confirmation\\.NonNegativeStep$", "description": "The class identifier for this type" }, "stepValue": { "type": "number" }, "stepDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "stepValue", "stepDate"] }, "fpml5.confirmation.NonPeriodicFixedPriceLeg": { "title": "NonPeriodicFixedPriceLeg", "description": "An instance of fpml5.confirmation.NonPeriodicFixedPriceLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonPeriodicFixedPriceLeg", "pattern": "^fpml5\\.confirmation\\.NonPeriodicFixedPriceLeg$", "description": "The class identifier for this type" }, "masterAgreementPaymentDates": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.NonRecurringFeePaymentNotification": { "title": "NonRecurringFeePaymentNotification", "description": "An instance of fpml5.confirmation.NonRecurringFeePaymentNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonRecurringFeePaymentNotification", "pattern": "^fpml5\\.confirmation\\.NonRecurringFeePaymentNotification$", "description": "The class identifier for this type" }, "facilityFeePaymentGroupGroup": { "type": "string" }, "loanContractDetailsModel": { "type": "array", "items": { "type": "string" } }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "facilityFeePaymentGroupGroup", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.NonRecurringMiscFeeType": { "title": "NonRecurringMiscFeeType", "description": "An instance of fpml5.confirmation.NonRecurringMiscFeeType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NonRecurringMiscFeeType", "pattern": "^fpml5\\.confirmation\\.NonRecurringMiscFeeType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "nonRecurringMiscFeeTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.NotDomesticCurrency": { "title": "NotDomesticCurrency", "description": "An instance of fpml5.confirmation.NotDomesticCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotDomesticCurrency", "pattern": "^fpml5\\.confirmation\\.NotDomesticCurrency$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.NotificationMessageHeader": { "title": "NotificationMessageHeader", "description": "An instance of fpml5.confirmation.NotificationMessageHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotificationMessageHeader", "pattern": "^fpml5\\.confirmation\\.NotificationMessageHeader$", "description": "The class identifier for this type" }, "creationTimestamp": { "format": "date-time", "type": "string" }, "expiryTimestamp": { "format": "date-time", "type": "string" } }, "required": ["$class", "creationTimestamp"] }, "fpml5.confirmation.NotifyingParty": { "title": "NotifyingParty", "description": "An instance of fpml5.confirmation.NotifyingParty", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotifyingParty", "pattern": "^fpml5\\.confirmation\\.NotifyingParty$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Notional": { "title": "Notional", "description": "An instance of fpml5.confirmation.Notional", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Notional", "pattern": "^fpml5\\.confirmation\\.Notional$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.NotionalAmount": { "title": "NotionalAmount", "description": "An instance of fpml5.confirmation.NotionalAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotionalAmount", "pattern": "^fpml5\\.confirmation\\.NotionalAmount$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.NotionalAmountReference": { "title": "NotionalAmountReference", "description": "An instance of fpml5.confirmation.NotionalAmountReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotionalAmountReference", "pattern": "^fpml5\\.confirmation\\.NotionalAmountReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.NotionalReference": { "title": "NotionalReference", "description": "An instance of fpml5.confirmation.NotionalReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotionalReference", "pattern": "^fpml5\\.confirmation\\.NotionalReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.NotionalReportingType": { "title": "NotionalReportingType", "description": "An instance of fpml5.confirmation.NotionalReportingType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotionalReportingType", "pattern": "^fpml5\\.confirmation\\.NotionalReportingType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "notionalTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.NotionalStepRule": { "title": "NotionalStepRule", "description": "An instance of fpml5.confirmation.NotionalStepRule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NotionalStepRule", "pattern": "^fpml5\\.confirmation\\.NotionalStepRule$", "description": "The class identifier for this type" }, "firstNotionalStepDate": { "format": "date-time", "type": "string" }, "lastNotionalStepDate": { "format": "date-time", "type": "string" }, "notionalStepAmount": { "type": "number" }, "notionalStepRate": { "type": "number" }, "stepRelativeTo": { "$ref": "#/definitions/fpml5.confirmation.StepRelativeToEnum" } }, "required": ["$class", "firstNotionalStepDate", "lastNotionalStepDate"] }, "fpml5.confirmation.NoTouchLowerBarrierObservation": { "title": "NoTouchLowerBarrierObservation", "description": "An instance of fpml5.confirmation.NoTouchLowerBarrierObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NoTouchLowerBarrierObservation", "pattern": "^fpml5\\.confirmation\\.NoTouchLowerBarrierObservation$", "description": "The class identifier for this type" }, "triggerRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.NoTouchRateObservation": { "title": "NoTouchRateObservation", "description": "An instance of fpml5.confirmation.NoTouchRateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NoTouchRateObservation", "pattern": "^fpml5\\.confirmation\\.NoTouchRateObservation$", "description": "The class identifier for this type" }, "observationStartDate": { "format": "date-time", "type": "string" }, "observationEndDate": { "format": "date-time", "type": "string" }, "exerciseSide": { "$ref": "#/definitions/fpml5.confirmation.ExerciseSideEnum" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "isExercisable": { "type": "boolean" } }, "required": ["$class", "observationStartDate", "observationEndDate"] }, "fpml5.confirmation.NoTouchUpperBarrierObservation": { "title": "NoTouchUpperBarrierObservation", "description": "An instance of fpml5.confirmation.NoTouchUpperBarrierObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NoTouchUpperBarrierObservation", "pattern": "^fpml5\\.confirmation\\.NoTouchUpperBarrierObservation$", "description": "The class identifier for this type" }, "triggerRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.NumberOfOptionsReference": { "title": "NumberOfOptionsReference", "description": "An instance of fpml5.confirmation.NumberOfOptionsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NumberOfOptionsReference", "pattern": "^fpml5\\.confirmation\\.NumberOfOptionsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.NumberOfUnitsReference": { "title": "NumberOfUnitsReference", "description": "An instance of fpml5.confirmation.NumberOfUnitsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.NumberOfUnitsReference", "pattern": "^fpml5\\.confirmation\\.NumberOfUnitsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ObligationAccelerationEvent": { "title": "ObligationAccelerationEvent", "description": "An instance of fpml5.confirmation.ObligationAccelerationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ObligationAccelerationEvent", "pattern": "^fpml5\\.confirmation\\.ObligationAccelerationEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ObligationDefaultEvent": { "title": "ObligationDefaultEvent", "description": "An instance of fpml5.confirmation.ObligationDefaultEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ObligationDefaultEvent", "pattern": "^fpml5\\.confirmation\\.ObligationDefaultEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Obligations": { "title": "Obligations", "description": "An instance of fpml5.confirmation.Obligations", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Obligations", "pattern": "^fpml5\\.confirmation\\.Obligations$", "description": "The class identifier for this type" }, "category": { "$ref": "#/definitions/fpml5.confirmation.ObligationCategoryEnum" }, "notSubordinated": { "type": "boolean" }, "notSovereignLender": { "type": "boolean" }, "notDomesticLaw": { "type": "boolean" }, "listed": { "type": "boolean" }, "notDomesticIssuance": { "type": "boolean" }, "fullFaithAndCreditObLiability": { "type": "boolean" }, "generalFundObligationLiability": { "type": "boolean" }, "revenueObligationLiability": { "type": "boolean" }, "notContingent": { "type": "boolean" }, "excluded": { "type": "string" }, "othReferenceEntityObligations": { "type": "string" }, "cashSettlementOnly": { "type": "boolean" }, "deliveryOfCommitments": { "type": "boolean" }, "continuity": { "type": "boolean" } }, "required": ["$class", "category"] }, "fpml5.confirmation.ObservationFrequency": { "title": "ObservationFrequency", "description": "An instance of fpml5.confirmation.ObservationFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ObservationFrequency", "pattern": "^fpml5\\.confirmation\\.ObservationFrequency$", "description": "The class identifier for this type" }, "periodConvention": { "$ref": "#/definitions/fpml5.confirmation.RollConventionEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.ObservedPrice": { "title": "ObservedPrice", "description": "An instance of fpml5.confirmation.ObservedPrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ObservedPrice", "pattern": "^fpml5\\.confirmation\\.ObservedPrice$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" }, "time": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ObservedRate": { "title": "ObservedRate", "description": "An instance of fpml5.confirmation.ObservedRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ObservedRate", "pattern": "^fpml5\\.confirmation\\.ObservedRate$", "description": "The class identifier for this type" }, "rate": { "type": "number" }, "date": { "format": "date-time", "type": "string" }, "time": { "format": "date-time", "type": "string" } }, "required": ["$class", "rate"] }, "fpml5.confirmation.Offset": { "title": "Offset", "description": "An instance of fpml5.confirmation.Offset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Offset", "pattern": "^fpml5\\.confirmation\\.Offset$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.OffsetPrevailingTime": { "title": "OffsetPrevailingTime", "description": "An instance of fpml5.confirmation.OffsetPrevailingTime", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OffsetPrevailingTime", "pattern": "^fpml5\\.confirmation\\.OffsetPrevailingTime$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OilDelivery": { "title": "OilDelivery", "description": "An instance of fpml5.confirmation.OilDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OilDelivery", "pattern": "^fpml5\\.confirmation\\.OilDelivery$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OilPhysicalLeg": { "title": "OilPhysicalLeg", "description": "An instance of fpml5.confirmation.OilPhysicalLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OilPhysicalLeg", "pattern": "^fpml5\\.confirmation\\.OilPhysicalLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OilPipelineDelivery": { "title": "OilPipelineDelivery", "description": "An instance of fpml5.confirmation.OilPipelineDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OilPipelineDelivery", "pattern": "^fpml5\\.confirmation\\.OilPipelineDelivery$", "description": "The class identifier for this type" }, "deliverableByBarge": { "type": "boolean" } }, "required": ["$class", "deliverableByBarge"] }, "fpml5.confirmation.OilProduct": { "title": "OilProduct", "description": "An instance of fpml5.confirmation.OilProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OilProduct", "pattern": "^fpml5\\.confirmation\\.OilProduct$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OilProductType": { "title": "OilProductType", "description": "An instance of fpml5.confirmation.OilProductType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OilProductType", "pattern": "^fpml5\\.confirmation\\.OilProductType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "commodityOilProductTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OilTransferDelivery": { "title": "OilTransferDelivery", "description": "An instance of fpml5.confirmation.OilTransferDelivery", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OilTransferDelivery", "pattern": "^fpml5\\.confirmation\\.OilTransferDelivery$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.OnBehalfOf": { "title": "OnBehalfOf", "description": "An instance of fpml5.confirmation.OnBehalfOf", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OnBehalfOf", "pattern": "^fpml5\\.confirmation\\.OnBehalfOf$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OptionalEarlyTermination": { "title": "OptionalEarlyTermination", "description": "An instance of fpml5.confirmation.OptionalEarlyTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionalEarlyTermination", "pattern": "^fpml5\\.confirmation\\.OptionalEarlyTermination$", "description": "The class identifier for this type" }, "exerciseGroup": { "type": "string" }, "followUpConfirmation": { "type": "boolean" } }, "required": ["$class", "exerciseGroup"] }, "fpml5.confirmation.OptionalEarlyTerminationAdjustedDates": { "title": "OptionalEarlyTerminationAdjustedDates", "description": "An instance of fpml5.confirmation.OptionalEarlyTerminationAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionalEarlyTerminationAdjustedDates", "pattern": "^fpml5\\.confirmation\\.OptionalEarlyTerminationAdjustedDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OptionEvent": { "title": "OptionEvent", "description": "An instance of fpml5.confirmation.OptionEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionEvent", "pattern": "^fpml5\\.confirmation\\.OptionEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OptionExercise": { "title": "OptionExercise", "description": "An instance of fpml5.confirmation.OptionExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionExercise", "pattern": "^fpml5\\.confirmation\\.OptionExercise$", "description": "The class identifier for this type" }, "exerciseDate": { "format": "date-time", "type": "string" }, "exerciseTime": { "format": "date-time", "type": "string" }, "exerciseTiming": { "$ref": "#/definitions/fpml5.confirmation.ExerciseTimingEnum" }, "exerciseAction": { "$ref": "#/definitions/fpml5.confirmation.ExerciseActionEnum" }, "expiry": { "type": "boolean" }, "fullExercise": { "type": "boolean" }, "exerciseInNumberOfOptions": { "type": "number" }, "outstandingNumberOfOptions": { "type": "number" }, "exerciseInNumberOfUnits": { "type": "number" }, "outstandingNumberOfUnits": { "type": "number" }, "exerciseSide": { "$ref": "#/definitions/fpml5.confirmation.ExerciseSideEnum" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" } }, "required": ["$class"] }, "fpml5.confirmation.OptionExerciseAmounts": { "title": "OptionExerciseAmounts", "description": "An instance of fpml5.confirmation.OptionExerciseAmounts", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionExerciseAmounts", "pattern": "^fpml5\\.confirmation\\.OptionExerciseAmounts$", "description": "The class identifier for this type" }, "exerciseInNumberOfOptions": { "type": "number" }, "outstandingNumberOfOptions": { "type": "number" }, "exerciseInNumberOfUnits": { "type": "number" }, "outstandingNumberOfUnits": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.OptionExpiry": { "title": "OptionExpiry", "description": "An instance of fpml5.confirmation.OptionExpiry", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionExpiry", "pattern": "^fpml5\\.confirmation\\.OptionExpiry$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" }, "time": { "format": "date-time", "type": "string" } }, "required": ["$class", "date", "time"] }, "fpml5.confirmation.OptionExpiryBase": { "title": "OptionExpiryBase", "description": "An instance of fpml5.confirmation.OptionExpiryBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionExpiryBase", "pattern": "^fpml5\\.confirmation\\.OptionExpiryBase$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" }, "time": { "format": "date-time", "type": "string" } }, "required": ["$class", "date", "time"] }, "fpml5.confirmation.OptionFeature": { "title": "OptionFeature", "description": "An instance of fpml5.confirmation.OptionFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionFeature", "pattern": "^fpml5\\.confirmation\\.OptionFeature$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OptionFeatures": { "title": "OptionFeatures", "description": "An instance of fpml5.confirmation.OptionFeatures", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionFeatures", "pattern": "^fpml5\\.confirmation\\.OptionFeatures$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OptionNumericStrike": { "title": "OptionNumericStrike", "description": "An instance of fpml5.confirmation.OptionNumericStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionNumericStrike", "pattern": "^fpml5\\.confirmation\\.OptionNumericStrike$", "description": "The class identifier for this type" }, "strikePrice": { "type": "number" }, "strikePercentage": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.OptionStrike": { "title": "OptionStrike", "description": "An instance of fpml5.confirmation.OptionStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionStrike", "pattern": "^fpml5\\.confirmation\\.OptionStrike$", "description": "The class identifier for this type" }, "strikePrice": { "type": "number" }, "strikePercentage": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.OptionType": { "title": "OptionType", "description": "An instance of fpml5.confirmation.OptionType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OptionType", "pattern": "^fpml5\\.confirmation\\.OptionType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "optionTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OrderId": { "title": "OrderId", "description": "An instance of fpml5.confirmation.OrderId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OrderId", "pattern": "^fpml5\\.confirmation\\.OrderId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "orderIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OrderIdentifier": { "title": "OrderIdentifier", "description": "An instance of fpml5.confirmation.OrderIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OrderIdentifier", "pattern": "^fpml5\\.confirmation\\.OrderIdentifier$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OrganizationCharacteristic": { "title": "OrganizationCharacteristic", "description": "An instance of fpml5.confirmation.OrganizationCharacteristic", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OrganizationCharacteristic", "pattern": "^fpml5\\.confirmation\\.OrganizationCharacteristic$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "organizationCharacteristicScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OrganizationType": { "title": "OrganizationType", "description": "An instance of fpml5.confirmation.OrganizationType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OrganizationType", "pattern": "^fpml5\\.confirmation\\.OrganizationType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "organizationTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OriginalMessageType": { "title": "OriginalMessageType", "description": "An instance of fpml5.confirmation.OriginalMessageType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OriginalMessageType", "pattern": "^fpml5\\.confirmation\\.OriginalMessageType$", "description": "The class identifier for this type" }, "any": { "type": "string" } }, "required": ["$class", "any"] }, "fpml5.confirmation.OriginatingEvent": { "title": "OriginatingEvent", "description": "An instance of fpml5.confirmation.OriginatingEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OriginatingEvent", "pattern": "^fpml5\\.confirmation\\.OriginatingEvent$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "originatingEventScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OtcClassification": { "title": "OtcClassification", "description": "An instance of fpml5.confirmation.OtcClassification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OtcClassification", "pattern": "^fpml5\\.confirmation\\.OtcClassification$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "otcClassificationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OtherAgreement": { "title": "OtherAgreement", "description": "An instance of fpml5.confirmation.OtherAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OtherAgreement", "pattern": "^fpml5\\.confirmation\\.OtherAgreement$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OtherAgreementId": { "title": "OtherAgreementId", "description": "An instance of fpml5.confirmation.OtherAgreementId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OtherAgreementId", "pattern": "^fpml5\\.confirmation\\.OtherAgreementId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "agreementIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OtherAgreementType": { "title": "OtherAgreementType", "description": "An instance of fpml5.confirmation.OtherAgreementType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OtherAgreementType", "pattern": "^fpml5\\.confirmation\\.OtherAgreementType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "agreementTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OtherAgreementVersion": { "title": "OtherAgreementVersion", "description": "An instance of fpml5.confirmation.OtherAgreementVersion", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OtherAgreementVersion", "pattern": "^fpml5\\.confirmation\\.OtherAgreementVersion$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "agreementVersionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.OutstandingContractsStatement": { "title": "OutstandingContractsStatement", "description": "An instance of fpml5.confirmation.OutstandingContractsStatement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OutstandingContractsStatement", "pattern": "^fpml5\\.confirmation\\.OutstandingContractsStatement$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "statementDate": { "format": "date-time", "type": "string" }, "comments": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "statementDate", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.OutstandingsPosition": { "title": "OutstandingsPosition", "description": "An instance of fpml5.confirmation.OutstandingsPosition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OutstandingsPosition", "pattern": "^fpml5\\.confirmation\\.OutstandingsPosition$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.OverrideId": { "title": "OverrideId", "description": "An instance of fpml5.confirmation.OverrideId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OverrideId", "pattern": "^fpml5\\.confirmation\\.OverrideId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "overrideIdScheme": { "type": "string" } }, "required": ["$class", "overrideIdScheme"] }, "fpml5.confirmation.OverrideIdentifier": { "title": "OverrideIdentifier", "description": "An instance of fpml5.confirmation.OverrideIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.OverrideIdentifier", "pattern": "^fpml5\\.confirmation\\.OverrideIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PackageHeader": { "title": "PackageHeader", "description": "An instance of fpml5.confirmation.PackageHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PackageHeader", "pattern": "^fpml5\\.confirmation\\.PackageHeader$", "description": "The class identifier for this type" }, "size": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.PackageInformation": { "title": "PackageInformation", "description": "An instance of fpml5.confirmation.PackageInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PackageInformation", "pattern": "^fpml5\\.confirmation\\.PackageInformation$", "description": "The class identifier for this type" }, "intentToAllocate": { "type": "boolean" }, "intentToClear": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.PackageSummary": { "title": "PackageSummary", "description": "An instance of fpml5.confirmation.PackageSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PackageSummary", "pattern": "^fpml5\\.confirmation\\.PackageSummary$", "description": "The class identifier for this type" }, "size": { "type": "number" }, "sequenceNumber": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.PackageType": { "title": "PackageType", "description": "An instance of fpml5.confirmation.PackageType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PackageType", "pattern": "^fpml5\\.confirmation\\.PackageType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "packageTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ParametricAdjustment": { "title": "ParametricAdjustment", "description": "An instance of fpml5.confirmation.ParametricAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ParametricAdjustment", "pattern": "^fpml5\\.confirmation\\.ParametricAdjustment$", "description": "The class identifier for this type" }, "name": { "type": "string" } }, "required": ["$class", "name"] }, "fpml5.confirmation.ParametricAdjustmentPoint": { "title": "ParametricAdjustmentPoint", "description": "An instance of fpml5.confirmation.ParametricAdjustmentPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ParametricAdjustmentPoint", "pattern": "^fpml5\\.confirmation\\.ParametricAdjustmentPoint$", "description": "The class identifier for this type" }, "parameterValue": { "type": "number" }, "adjustmentValue": { "type": "number" } }, "required": ["$class", "parameterValue", "adjustmentValue"] }, "fpml5.confirmation.PartialExercise": { "title": "PartialExercise", "description": "An instance of fpml5.confirmation.PartialExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartialExercise", "pattern": "^fpml5\\.confirmation\\.PartialExercise$", "description": "The class identifier for this type" }, "integralMultipleAmount": { "type": "number" }, "minimumNotionalAmount": { "type": "number" }, "minimumNumberOfOptions": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.Party": { "title": "Party", "description": "An instance of fpml5.confirmation.Party", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Party", "pattern": "^fpml5\\.confirmation\\.Party$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "fpml5.confirmation.PartyEntityClassification": { "title": "PartyEntityClassification", "description": "An instance of fpml5.confirmation.PartyEntityClassification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyEntityClassification", "pattern": "^fpml5\\.confirmation\\.PartyEntityClassification$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyGroupType": { "title": "PartyGroupType", "description": "An instance of fpml5.confirmation.PartyGroupType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyGroupType", "pattern": "^fpml5\\.confirmation\\.PartyGroupType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "partyGroupTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyId": { "title": "PartyId", "description": "An instance of fpml5.confirmation.PartyId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyId", "pattern": "^fpml5\\.confirmation\\.PartyId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "partyIdScheme": { "type": "string" } }, "required": ["$class", "partyIdScheme"] }, "fpml5.confirmation.PartyMessageInformation": { "title": "PartyMessageInformation", "description": "An instance of fpml5.confirmation.PartyMessageInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyMessageInformation", "pattern": "^fpml5\\.confirmation\\.PartyMessageInformation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyName": { "title": "PartyName", "description": "An instance of fpml5.confirmation.PartyName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyName", "pattern": "^fpml5\\.confirmation\\.PartyName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "partyNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyNoticePeriod": { "title": "PartyNoticePeriod", "description": "An instance of fpml5.confirmation.PartyNoticePeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyNoticePeriod", "pattern": "^fpml5\\.confirmation\\.PartyNoticePeriod$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyPortfolioName": { "title": "PartyPortfolioName", "description": "An instance of fpml5.confirmation.PartyPortfolioName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyPortfolioName", "pattern": "^fpml5\\.confirmation\\.PartyPortfolioName$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyProfile": { "title": "PartyProfile", "description": "An instance of fpml5.confirmation.PartyProfile", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyProfile", "pattern": "^fpml5\\.confirmation\\.PartyProfile$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.PartyProfileDocumentation": { "title": "PartyProfileDocumentation", "description": "An instance of fpml5.confirmation.PartyProfileDocumentation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyProfileDocumentation", "pattern": "^fpml5\\.confirmation\\.PartyProfileDocumentation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyProfileId": { "title": "PartyProfileId", "description": "An instance of fpml5.confirmation.PartyProfileId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyProfileId", "pattern": "^fpml5\\.confirmation\\.PartyProfileId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "partyProfileIdScheme": { "type": "string" } }, "required": ["$class", "partyProfileIdScheme"] }, "fpml5.confirmation.PartyProfileIdentifier": { "title": "PartyProfileIdentifier", "description": "An instance of fpml5.confirmation.PartyProfileIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyProfileIdentifier", "pattern": "^fpml5\\.confirmation\\.PartyProfileIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyReference": { "title": "PartyReference", "description": "An instance of fpml5.confirmation.PartyReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyReference", "pattern": "^fpml5\\.confirmation\\.PartyReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyRelationshipType": { "title": "PartyRelationshipType", "description": "An instance of fpml5.confirmation.PartyRelationshipType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyRelationshipType", "pattern": "^fpml5\\.confirmation\\.PartyRelationshipType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "partyRelationshipTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyRole": { "title": "PartyRole", "description": "An instance of fpml5.confirmation.PartyRole", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyRole", "pattern": "^fpml5\\.confirmation\\.PartyRole$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "partyRoleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyRoleType": { "title": "PartyRoleType", "description": "An instance of fpml5.confirmation.PartyRoleType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyRoleType", "pattern": "^fpml5\\.confirmation\\.PartyRoleType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "partyRoleTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyTradeIdentifier": { "title": "PartyTradeIdentifier", "description": "An instance of fpml5.confirmation.PartyTradeIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyTradeIdentifier", "pattern": "^fpml5\\.confirmation\\.PartyTradeIdentifier$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PartyTradeIdentifierReference": { "title": "PartyTradeIdentifierReference", "description": "An instance of fpml5.confirmation.PartyTradeIdentifierReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyTradeIdentifierReference", "pattern": "^fpml5\\.confirmation\\.PartyTradeIdentifierReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyTradeIdentifiers": { "title": "PartyTradeIdentifiers", "description": "An instance of fpml5.confirmation.PartyTradeIdentifiers", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyTradeIdentifiers", "pattern": "^fpml5\\.confirmation\\.PartyTradeIdentifiers$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PartyTradeInformation": { "title": "PartyTradeInformation", "description": "An instance of fpml5.confirmation.PartyTradeInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PartyTradeInformation", "pattern": "^fpml5\\.confirmation\\.PartyTradeInformation$", "description": "The class identifier for this type" }, "isAccountingHedge": { "type": "boolean" }, "intentToAllocate": { "type": "boolean" }, "intentToClear": { "type": "boolean" }, "endUserException": { "type": "boolean" }, "nonStandardTerms": { "type": "boolean" }, "offMarketPrice": { "type": "boolean" }, "largeSizeTrade": { "type": "boolean" }, "compressedTrade": { "type": "boolean" }, "isSecuritiesFinancing": { "type": "boolean" }, "isCommodityHedge": { "type": "boolean" }, "isDisputed": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.PassThrough": { "title": "PassThrough", "description": "An instance of fpml5.confirmation.PassThrough", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PassThrough", "pattern": "^fpml5\\.confirmation\\.PassThrough$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PassThroughItem": { "title": "PassThroughItem", "description": "An instance of fpml5.confirmation.PassThroughItem", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PassThroughItem", "pattern": "^fpml5\\.confirmation\\.PassThroughItem$", "description": "The class identifier for this type" }, "passThroughPercentage": { "type": "number" } }, "required": ["$class", "passThroughPercentage"] }, "fpml5.confirmation.Payment": { "title": "Payment", "description": "An instance of fpml5.confirmation.Payment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Payment", "pattern": "^fpml5\\.confirmation\\.Payment$", "description": "The class identifier for this type" }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PaymentCalculationPeriod": { "title": "PaymentCalculationPeriod", "description": "An instance of fpml5.confirmation.PaymentCalculationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentCalculationPeriod", "pattern": "^fpml5\\.confirmation\\.PaymentCalculationPeriod$", "description": "The class identifier for this type" }, "unadjustedPaymentDate": { "format": "date-time", "type": "string" }, "adjustedPaymentDate": { "format": "date-time", "type": "string" }, "fixedPaymentAmount": { "type": "number" }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PaymentDates": { "title": "PaymentDates", "description": "An instance of fpml5.confirmation.PaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentDates", "pattern": "^fpml5\\.confirmation\\.PaymentDates$", "description": "The class identifier for this type" }, "firstPaymentDate": { "format": "date-time", "type": "string" }, "lastRegularPaymentDate": { "format": "date-time", "type": "string" }, "payRelativeTo": { "$ref": "#/definitions/fpml5.confirmation.PayRelativeToEnum" }, "id": { "type": "string" } }, "required": ["$class", "payRelativeTo"] }, "fpml5.confirmation.PaymentDatesReference": { "title": "PaymentDatesReference", "description": "An instance of fpml5.confirmation.PaymentDatesReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentDatesReference", "pattern": "^fpml5\\.confirmation\\.PaymentDatesReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PaymentDetail": { "title": "PaymentDetail", "description": "An instance of fpml5.confirmation.PaymentDetail", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentDetail", "pattern": "^fpml5\\.confirmation\\.PaymentDetail$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PaymentDetails": { "title": "PaymentDetails", "description": "An instance of fpml5.confirmation.PaymentDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentDetails", "pattern": "^fpml5\\.confirmation\\.PaymentDetails$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PaymentProjection": { "title": "PaymentProjection", "description": "An instance of fpml5.confirmation.PaymentProjection", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentProjection", "pattern": "^fpml5\\.confirmation\\.PaymentProjection$", "description": "The class identifier for this type" }, "nextPaymentDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "nextPaymentDate"] }, "fpml5.confirmation.PaymentReference": { "title": "PaymentReference", "description": "An instance of fpml5.confirmation.PaymentReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentReference", "pattern": "^fpml5\\.confirmation\\.PaymentReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PaymentType": { "title": "PaymentType", "description": "An instance of fpml5.confirmation.PaymentType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PaymentType", "pattern": "^fpml5\\.confirmation\\.PaymentType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "paymentTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PCDeliverableObligationCharac": { "title": "PCDeliverableObligationCharac", "description": "An instance of fpml5.confirmation.PCDeliverableObligationCharac", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PCDeliverableObligationCharac", "pattern": "^fpml5\\.confirmation\\.PCDeliverableObligationCharac$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "partialCashSettlement": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.PenaltyRateChange": { "title": "PenaltyRateChange", "description": "An instance of fpml5.confirmation.PenaltyRateChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PenaltyRateChange", "pattern": "^fpml5\\.confirmation\\.PenaltyRateChange$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.PenaltyRateExpiry": { "title": "PenaltyRateExpiry", "description": "An instance of fpml5.confirmation.PenaltyRateExpiry", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PenaltyRateExpiry", "pattern": "^fpml5\\.confirmation\\.PenaltyRateExpiry$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.PendingPayment": { "title": "PendingPayment", "description": "An instance of fpml5.confirmation.PendingPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PendingPayment", "pattern": "^fpml5\\.confirmation\\.PendingPayment$", "description": "The class identifier for this type" }, "paymentDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "paymentDate"] }, "fpml5.confirmation.PercentageRule": { "title": "PercentageRule", "description": "An instance of fpml5.confirmation.PercentageRule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PercentageRule", "pattern": "^fpml5\\.confirmation\\.PercentageRule$", "description": "The class identifier for this type" }, "paymentPercent": { "type": "number" } }, "required": ["$class", "paymentPercent"] }, "fpml5.confirmation.PercentageTolerance": { "title": "PercentageTolerance", "description": "An instance of fpml5.confirmation.PercentageTolerance", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PercentageTolerance", "pattern": "^fpml5\\.confirmation\\.PercentageTolerance$", "description": "The class identifier for this type" }, "postitive": { "type": "number" }, "negative": { "type": "number" } }, "required": ["$class", "postitive", "negative"] }, "fpml5.confirmation.Period": { "title": "Period", "description": "An instance of fpml5.confirmation.Period", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Period", "pattern": "^fpml5\\.confirmation\\.Period$", "description": "The class identifier for this type" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.PeriodicDates": { "title": "PeriodicDates", "description": "An instance of fpml5.confirmation.PeriodicDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PeriodicDates", "pattern": "^fpml5\\.confirmation\\.PeriodicDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PeriodicPayment": { "title": "PeriodicPayment", "description": "An instance of fpml5.confirmation.PeriodicPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PeriodicPayment", "pattern": "^fpml5\\.confirmation\\.PeriodicPayment$", "description": "The class identifier for this type" }, "firstPeriodStartDate": { "format": "date-time", "type": "string" }, "firstPaymentDate": { "format": "date-time", "type": "string" }, "lastRegularPaymentDate": { "format": "date-time", "type": "string" }, "rollConvention": { "$ref": "#/definitions/fpml5.confirmation.RollConventionEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PeriodRate": { "title": "PeriodRate", "description": "An instance of fpml5.confirmation.PeriodRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PeriodRate", "pattern": "^fpml5\\.confirmation\\.PeriodRate$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "rate": { "type": "number" } }, "required": ["$class", "startDate", "rate"] }, "fpml5.confirmation.Person": { "title": "Person", "description": "An instance of fpml5.confirmation.Person", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Person", "pattern": "^fpml5\\.confirmation\\.Person$", "description": "The class identifier for this type" }, "honorific": { "type": "string" }, "firstName": { "type": "string" }, "middleName": { "type": "array", "items": { "type": "string" } }, "initial": { "type": "array", "items": { "type": "string" } }, "surname": { "type": "string" }, "suffix": { "type": "string" }, "dateOfBirth": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PersonId": { "title": "PersonId", "description": "An instance of fpml5.confirmation.PersonId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PersonId", "pattern": "^fpml5\\.confirmation\\.PersonId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "personIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PersonReference": { "title": "PersonReference", "description": "An instance of fpml5.confirmation.PersonReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PersonReference", "pattern": "^fpml5\\.confirmation\\.PersonReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PersonRole": { "title": "PersonRole", "description": "An instance of fpml5.confirmation.PersonRole", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PersonRole", "pattern": "^fpml5\\.confirmation\\.PersonRole$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "personRoleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PerturbationType": { "title": "PerturbationType", "description": "An instance of fpml5.confirmation.PerturbationType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PerturbationType", "pattern": "^fpml5\\.confirmation\\.PerturbationType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "perturbationTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PhysicalSettlement": { "title": "PhysicalSettlement", "description": "An instance of fpml5.confirmation.PhysicalSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PhysicalSettlement", "pattern": "^fpml5\\.confirmation\\.PhysicalSettlement$", "description": "The class identifier for this type" }, "productGroup": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PhysicalSettlementPeriod": { "title": "PhysicalSettlementPeriod", "description": "An instance of fpml5.confirmation.PhysicalSettlementPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PhysicalSettlementPeriod", "pattern": "^fpml5\\.confirmation\\.PhysicalSettlementPeriod$", "description": "The class identifier for this type" }, "businessDaysNotSpecified": { "type": "boolean" }, "businessDays": { "type": "integer" }, "maximumBusinessDays": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.PhysicalSettlementTerms": { "title": "PhysicalSettlementTerms", "description": "An instance of fpml5.confirmation.PhysicalSettlementTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PhysicalSettlementTerms", "pattern": "^fpml5\\.confirmation\\.PhysicalSettlementTerms$", "description": "The class identifier for this type" }, "escrow": { "type": "boolean" }, "sixtyBusinessDaySettlementCap": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Portfolio": { "title": "Portfolio", "description": "An instance of fpml5.confirmation.Portfolio", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Portfolio", "pattern": "^fpml5\\.confirmation\\.Portfolio$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PortfolioConstituentReference": { "title": "PortfolioConstituentReference", "description": "An instance of fpml5.confirmation.PortfolioConstituentReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PortfolioConstituentReference", "pattern": "^fpml5\\.confirmation\\.PortfolioConstituentReference$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" } }, "required": ["$class", "sequenceNumber"] }, "fpml5.confirmation.PortfolioName": { "title": "PortfolioName", "description": "An instance of fpml5.confirmation.PortfolioName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PortfolioName", "pattern": "^fpml5\\.confirmation\\.PortfolioName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "portfolioNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PortfolioReference": { "title": "PortfolioReference", "description": "An instance of fpml5.confirmation.PortfolioReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PortfolioReference", "pattern": "^fpml5\\.confirmation\\.PortfolioReference$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "submissionsComplete": { "type": "boolean" } }, "required": ["$class", "sequenceNumber"] }, "fpml5.confirmation.PortfolioReferenceBase": { "title": "PortfolioReferenceBase", "description": "An instance of fpml5.confirmation.PortfolioReferenceBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PortfolioReferenceBase", "pattern": "^fpml5\\.confirmation\\.PortfolioReferenceBase$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PositiveMoney": { "title": "PositiveMoney", "description": "An instance of fpml5.confirmation.PositiveMoney", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PositiveMoney", "pattern": "^fpml5\\.confirmation\\.PositiveMoney$", "description": "The class identifier for this type" }, "amount": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.Postponement": { "title": "Postponement", "description": "An instance of fpml5.confirmation.Postponement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Postponement", "pattern": "^fpml5\\.confirmation\\.Postponement$", "description": "The class identifier for this type" }, "maximumNumberOfDays": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.Premium": { "title": "Premium", "description": "An instance of fpml5.confirmation.Premium", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Premium", "pattern": "^fpml5\\.confirmation\\.Premium$", "description": "The class identifier for this type" }, "premiumType": { "$ref": "#/definitions/fpml5.confirmation.PremiumTypeEnum" }, "percentageOfNotional": { "type": "number" }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PremiumQuote": { "title": "PremiumQuote", "description": "An instance of fpml5.confirmation.PremiumQuote", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PremiumQuote", "pattern": "^fpml5\\.confirmation\\.PremiumQuote$", "description": "The class identifier for this type" }, "value": { "type": "number" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.PremiumQuoteBasisEnum" } }, "required": ["$class", "value", "quoteBasis"] }, "fpml5.confirmation.Prepayment": { "title": "Prepayment", "description": "An instance of fpml5.confirmation.Prepayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Prepayment", "pattern": "^fpml5\\.confirmation\\.Prepayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.PrePayment1": { "title": "PrePayment1", "description": "An instance of fpml5.confirmation.PrePayment1", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrePayment1", "pattern": "^fpml5\\.confirmation\\.PrePayment1$", "description": "The class identifier for this type" }, "prePayment": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class", "prePayment"] }, "fpml5.confirmation.PrepaymentNotification": { "title": "PrepaymentNotification", "description": "An instance of fpml5.confirmation.PrepaymentNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrepaymentNotification", "pattern": "^fpml5\\.confirmation\\.PrepaymentNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.PrevailingTime": { "title": "PrevailingTime", "description": "An instance of fpml5.confirmation.PrevailingTime", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrevailingTime", "pattern": "^fpml5\\.confirmation\\.PrevailingTime$", "description": "The class identifier for this type" }, "hourMinuteTime": { "$ref": "#/definitions/fpml5.confirmation.HourMinuteTime" } }, "required": ["$class", "hourMinuteTime"] }, "fpml5.confirmation.Price": { "title": "Price", "description": "An instance of fpml5.confirmation.Price", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Price", "pattern": "^fpml5\\.confirmation\\.Price$", "description": "The class identifier for this type" }, "accruedInterestPrice": { "type": "number" }, "accruedInterestPrice1": { "type": "number" }, "cleanNetPrice": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.PriceMateriality": { "title": "PriceMateriality", "description": "An instance of fpml5.confirmation.PriceMateriality", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PriceMateriality", "pattern": "^fpml5\\.confirmation\\.PriceMateriality$", "description": "The class identifier for this type" }, "percentage": { "type": "number" } }, "required": ["$class", "percentage"] }, "fpml5.confirmation.PriceQuoteUnits": { "title": "PriceQuoteUnits", "description": "An instance of fpml5.confirmation.PriceQuoteUnits", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PriceQuoteUnits", "pattern": "^fpml5\\.confirmation\\.PriceQuoteUnits$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "priceQuoteUnitsScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PriceSourceDisruption": { "title": "PriceSourceDisruption", "description": "An instance of fpml5.confirmation.PriceSourceDisruption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PriceSourceDisruption", "pattern": "^fpml5\\.confirmation\\.PriceSourceDisruption$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PricingContext": { "title": "PricingContext", "description": "An instance of fpml5.confirmation.PricingContext", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingContext", "pattern": "^fpml5\\.confirmation\\.PricingContext$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "pricingContextScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PricingDataPointCoordinate": { "title": "PricingDataPointCoordinate", "description": "An instance of fpml5.confirmation.PricingDataPointCoordinate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingDataPointCoordinate", "pattern": "^fpml5\\.confirmation\\.PricingDataPointCoordinate$", "description": "The class identifier for this type" }, "pricingStructureIndexModel": { "type": "array", "items": { "type": "string" } }, "strike": { "type": "array", "items": { "type": "number" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PricingDataPointCoordinateReference": { "title": "PricingDataPointCoordinateReference", "description": "An instance of fpml5.confirmation.PricingDataPointCoordinateReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingDataPointCoordinateReference", "pattern": "^fpml5\\.confirmation\\.PricingDataPointCoordinateReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PricingInputReplacement": { "title": "PricingInputReplacement", "description": "An instance of fpml5.confirmation.PricingInputReplacement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingInputReplacement", "pattern": "^fpml5\\.confirmation\\.PricingInputReplacement$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PricingInputType": { "title": "PricingInputType", "description": "An instance of fpml5.confirmation.PricingInputType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingInputType", "pattern": "^fpml5\\.confirmation\\.PricingInputType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "pricingInputTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PricingMethod": { "title": "PricingMethod", "description": "An instance of fpml5.confirmation.PricingMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingMethod", "pattern": "^fpml5\\.confirmation\\.PricingMethod$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PricingModel": { "title": "PricingModel", "description": "An instance of fpml5.confirmation.PricingModel", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingModel", "pattern": "^fpml5\\.confirmation\\.PricingModel$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "pricingModelScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PricingParameterDerivative": { "title": "PricingParameterDerivative", "description": "An instance of fpml5.confirmation.PricingParameterDerivative", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingParameterDerivative", "pattern": "^fpml5\\.confirmation\\.PricingParameterDerivative$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PricingParameterDerivativeReference": { "title": "PricingParameterDerivativeReference", "description": "An instance of fpml5.confirmation.PricingParameterDerivativeReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingParameterDerivativeReference", "pattern": "^fpml5\\.confirmation\\.PricingParameterDerivativeReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PricingParameterShift": { "title": "PricingParameterShift", "description": "An instance of fpml5.confirmation.PricingParameterShift", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingParameterShift", "pattern": "^fpml5\\.confirmation\\.PricingParameterShift$", "description": "The class identifier for this type" }, "shift": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "shift"] }, "fpml5.confirmation.PricingStructurePoint": { "title": "PricingStructurePoint", "description": "An instance of fpml5.confirmation.PricingStructurePoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingStructurePoint", "pattern": "^fpml5\\.confirmation\\.PricingStructurePoint$", "description": "The class identifier for this type" }, "pricingCoordinateOrReferenceModel": { "type": "array", "items": { "type": "string" } }, "underlyingAssetGroup": { "type": "string" }, "value": { "type": "number" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" }, "time": { "format": "date-time", "type": "string" }, "valuationDate": { "format": "date-time", "type": "string" }, "expiryTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PricingStructureReference": { "title": "PricingStructureReference", "description": "An instance of fpml5.confirmation.PricingStructureReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingStructureReference", "pattern": "^fpml5\\.confirmation\\.PricingStructureReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PricingStructureValuation": { "title": "PricingStructureValuation", "description": "An instance of fpml5.confirmation.PricingStructureValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PricingStructureValuation", "pattern": "^fpml5\\.confirmation\\.PricingStructureValuation$", "description": "The class identifier for this type" }, "buildDateTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PrincipalExchange": { "title": "PrincipalExchange", "description": "An instance of fpml5.confirmation.PrincipalExchange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrincipalExchange", "pattern": "^fpml5\\.confirmation\\.PrincipalExchange$", "description": "The class identifier for this type" }, "unadjustedPrincipalExchangeDate": { "format": "date-time", "type": "string" }, "adjustedPrincipalExchangeDate": { "format": "date-time", "type": "string" }, "principalExchangeAmount": { "type": "number" }, "discountFactor": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.PrincipalExchangeAmount": { "title": "PrincipalExchangeAmount", "description": "An instance of fpml5.confirmation.PrincipalExchangeAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrincipalExchangeAmount", "pattern": "^fpml5\\.confirmation\\.PrincipalExchangeAmount$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PrincipalExchangeDescriptions": { "title": "PrincipalExchangeDescriptions", "description": "An instance of fpml5.confirmation.PrincipalExchangeDescriptions", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrincipalExchangeDescriptions", "pattern": "^fpml5\\.confirmation\\.PrincipalExchangeDescriptions$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PrincipalExchangeFeatures": { "title": "PrincipalExchangeFeatures", "description": "An instance of fpml5.confirmation.PrincipalExchangeFeatures", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrincipalExchangeFeatures", "pattern": "^fpml5\\.confirmation\\.PrincipalExchangeFeatures$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PrincipalExchanges": { "title": "PrincipalExchanges", "description": "An instance of fpml5.confirmation.PrincipalExchanges", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PrincipalExchanges", "pattern": "^fpml5\\.confirmation\\.PrincipalExchanges$", "description": "The class identifier for this type" }, "initialExchange": { "type": "boolean" }, "finalExchange": { "type": "boolean" }, "intermediateExchange": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class", "initialExchange", "finalExchange", "intermediateExchange"] }, "fpml5.confirmation.ProblemLocation": { "title": "ProblemLocation", "description": "An instance of fpml5.confirmation.ProblemLocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProblemLocation", "pattern": "^fpml5\\.confirmation\\.ProblemLocation$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "locationType": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ProductComponentIdentifier": { "title": "ProductComponentIdentifier", "description": "An instance of fpml5.confirmation.ProductComponentIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProductComponentIdentifier", "pattern": "^fpml5\\.confirmation\\.ProductComponentIdentifier$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ProductId": { "title": "ProductId", "description": "An instance of fpml5.confirmation.ProductId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProductId", "pattern": "^fpml5\\.confirmation\\.ProductId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "productIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ProductReference": { "title": "ProductReference", "description": "An instance of fpml5.confirmation.ProductReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProductReference", "pattern": "^fpml5\\.confirmation\\.ProductReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ProductSummary": { "title": "ProductSummary", "description": "An instance of fpml5.confirmation.ProductSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProductSummary", "pattern": "^fpml5\\.confirmation\\.ProductSummary$", "description": "The class identifier for this type" }, "finalSettlementDate": { "format": "date-time", "type": "string" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "indexFactor": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.ProductType": { "title": "ProductType", "description": "An instance of fpml5.confirmation.ProductType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProductType", "pattern": "^fpml5\\.confirmation\\.ProductType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "productTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ProposedCollateralAllocation": { "title": "ProposedCollateralAllocation", "description": "An instance of fpml5.confirmation.ProposedCollateralAllocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProposedCollateralAllocation", "pattern": "^fpml5\\.confirmation\\.ProposedCollateralAllocation$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.ProRataFacilities": { "title": "ProRataFacilities", "description": "An instance of fpml5.confirmation.ProRataFacilities", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProRataFacilities", "pattern": "^fpml5\\.confirmation\\.ProRataFacilities$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ProtectionTerms": { "title": "ProtectionTerms", "description": "An instance of fpml5.confirmation.ProtectionTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProtectionTerms", "pattern": "^fpml5\\.confirmation\\.ProtectionTerms$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ProtectionTermsReference": { "title": "ProtectionTermsReference", "description": "An instance of fpml5.confirmation.ProtectionTermsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ProtectionTermsReference", "pattern": "^fpml5\\.confirmation\\.ProtectionTermsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.PubliclyAvailableInformation": { "title": "PubliclyAvailableInformation", "description": "An instance of fpml5.confirmation.PubliclyAvailableInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.PubliclyAvailableInformation", "pattern": "^fpml5\\.confirmation\\.PubliclyAvailableInformation$", "description": "The class identifier for this type" }, "standardPublicSources": { "type": "boolean" }, "publicSource": { "type": "array", "items": { "type": "string" } }, "specifiedNumber": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.QuantityReference": { "title": "QuantityReference", "description": "An instance of fpml5.confirmation.QuantityReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.QuantityReference", "pattern": "^fpml5\\.confirmation\\.QuantityReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.QuantityUnit": { "title": "QuantityUnit", "description": "An instance of fpml5.confirmation.QuantityUnit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.QuantityUnit", "pattern": "^fpml5\\.confirmation\\.QuantityUnit$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "quantityUnitScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Quanto": { "title": "Quanto", "description": "An instance of fpml5.confirmation.Quanto", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Quanto", "pattern": "^fpml5\\.confirmation\\.Quanto$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Quotation": { "title": "Quotation", "description": "An instance of fpml5.confirmation.Quotation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Quotation", "pattern": "^fpml5\\.confirmation\\.Quotation$", "description": "The class identifier for this type" }, "value": { "type": "number" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" }, "time": { "format": "date-time", "type": "string" }, "valuationDate": { "format": "date-time", "type": "string" }, "expiryTime": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.QuotationCharacteristics": { "title": "QuotationCharacteristics", "description": "An instance of fpml5.confirmation.QuotationCharacteristics", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.QuotationCharacteristics", "pattern": "^fpml5\\.confirmation\\.QuotationCharacteristics$", "description": "The class identifier for this type" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" }, "time": { "format": "date-time", "type": "string" }, "valuationDate": { "format": "date-time", "type": "string" }, "expiryTime": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.QuotedAssetSet": { "title": "QuotedAssetSet", "description": "An instance of fpml5.confirmation.QuotedAssetSet", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.QuotedAssetSet", "pattern": "^fpml5\\.confirmation\\.QuotedAssetSet$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.QuotedCurrencyPair": { "title": "QuotedCurrencyPair", "description": "An instance of fpml5.confirmation.QuotedCurrencyPair", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.QuotedCurrencyPair", "pattern": "^fpml5\\.confirmation\\.QuotedCurrencyPair$", "description": "The class identifier for this type" }, "quoteBasis": { "$ref": "#/definitions/fpml5.confirmation.QuoteBasisEnum" } }, "required": ["$class", "quoteBasis"] }, "fpml5.confirmation.QuoteTiming": { "title": "QuoteTiming", "description": "An instance of fpml5.confirmation.QuoteTiming", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.QuoteTiming", "pattern": "^fpml5\\.confirmation\\.QuoteTiming$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "quoteTimingScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RateIndex": { "title": "RateIndex", "description": "An instance of fpml5.confirmation.RateIndex", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RateIndex", "pattern": "^fpml5\\.confirmation\\.RateIndex$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RateLimits": { "title": "RateLimits", "description": "An instance of fpml5.confirmation.RateLimits", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RateLimits", "pattern": "^fpml5\\.confirmation\\.RateLimits$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RateObservation": { "title": "RateObservation", "description": "An instance of fpml5.confirmation.RateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RateObservation", "pattern": "^fpml5\\.confirmation\\.RateObservation$", "description": "The class identifier for this type" }, "resetDate": { "format": "date-time", "type": "string" }, "adjustedFixingDate": { "format": "date-time", "type": "string" }, "observedRate": { "type": "number" }, "treatedRate": { "type": "number" }, "observationWeight": { "type": "integer" }, "forecastRate": { "type": "number" }, "treatedForecastRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "observationWeight"] }, "fpml5.confirmation.RateReference": { "title": "RateReference", "description": "An instance of fpml5.confirmation.RateReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RateReference", "pattern": "^fpml5\\.confirmation\\.RateReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RateSourcePage": { "title": "RateSourcePage", "description": "An instance of fpml5.confirmation.RateSourcePage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RateSourcePage", "pattern": "^fpml5\\.confirmation\\.RateSourcePage$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "rateSourcePageScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Reason": { "title": "Reason", "description": "An instance of fpml5.confirmation.Reason", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Reason", "pattern": "^fpml5\\.confirmation\\.Reason$", "description": "The class identifier for this type" }, "description": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReasonCode": { "title": "ReasonCode", "description": "An instance of fpml5.confirmation.ReasonCode", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReasonCode", "pattern": "^fpml5\\.confirmation\\.ReasonCode$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "reasonCodeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceAmount": { "title": "ReferenceAmount", "description": "An instance of fpml5.confirmation.ReferenceAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceAmount", "pattern": "^fpml5\\.confirmation\\.ReferenceAmount$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "referenceAmountScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceBank": { "title": "ReferenceBank", "description": "An instance of fpml5.confirmation.ReferenceBank", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceBank", "pattern": "^fpml5\\.confirmation\\.ReferenceBank$", "description": "The class identifier for this type" }, "referenceBankName": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceBankId": { "title": "ReferenceBankId", "description": "An instance of fpml5.confirmation.ReferenceBankId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceBankId", "pattern": "^fpml5\\.confirmation\\.ReferenceBankId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "referenceBankIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceInformation": { "title": "ReferenceInformation", "description": "An instance of fpml5.confirmation.ReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceInformation", "pattern": "^fpml5\\.confirmation\\.ReferenceInformation$", "description": "The class identifier for this type" }, "noReferenceObligation": { "type": "boolean" }, "unknownReferenceObligation": { "type": "boolean" }, "allGuarantees": { "type": "boolean" }, "referencePrice": { "type": "number" }, "referencePolicy": { "type": "boolean" }, "securedList": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceLevel": { "title": "ReferenceLevel", "description": "An instance of fpml5.confirmation.ReferenceLevel", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceLevel", "pattern": "^fpml5\\.confirmation\\.ReferenceLevel$", "description": "The class identifier for this type" }, "amount": { "type": "number" } }, "required": ["$class", "amount"] }, "fpml5.confirmation.ReferenceLevelUnit": { "title": "ReferenceLevelUnit", "description": "An instance of fpml5.confirmation.ReferenceLevelUnit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceLevelUnit", "pattern": "^fpml5\\.confirmation\\.ReferenceLevelUnit$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "weatherIndexReferenceLevelScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceObligation": { "title": "ReferenceObligation", "description": "An instance of fpml5.confirmation.ReferenceObligation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceObligation", "pattern": "^fpml5\\.confirmation\\.ReferenceObligation$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "standardReferenceObligation": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.ReferencePair": { "title": "ReferencePair", "description": "An instance of fpml5.confirmation.ReferencePair", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferencePair", "pattern": "^fpml5\\.confirmation\\.ReferencePair$", "description": "The class identifier for this type" }, "noReferenceObligation": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.ReferencePool": { "title": "ReferencePool", "description": "An instance of fpml5.confirmation.ReferencePool", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferencePool", "pattern": "^fpml5\\.confirmation\\.ReferencePool$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ReferencePoolItem": { "title": "ReferencePoolItem", "description": "An instance of fpml5.confirmation.ReferencePoolItem", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferencePoolItem", "pattern": "^fpml5\\.confirmation\\.ReferencePoolItem$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ReferenceSwapCurve": { "title": "ReferenceSwapCurve", "description": "An instance of fpml5.confirmation.ReferenceSwapCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReferenceSwapCurve", "pattern": "^fpml5\\.confirmation\\.ReferenceSwapCurve$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Region": { "title": "Region", "description": "An instance of fpml5.confirmation.Region", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Region", "pattern": "^fpml5\\.confirmation\\.Region$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "regionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RegulatorId": { "title": "RegulatorId", "description": "An instance of fpml5.confirmation.RegulatorId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RegulatorId", "pattern": "^fpml5\\.confirmation\\.RegulatorId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "regulatorIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RelatedBusinessUnit": { "title": "RelatedBusinessUnit", "description": "An instance of fpml5.confirmation.RelatedBusinessUnit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelatedBusinessUnit", "pattern": "^fpml5\\.confirmation\\.RelatedBusinessUnit$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RelatedParty": { "title": "RelatedParty", "description": "An instance of fpml5.confirmation.RelatedParty", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelatedParty", "pattern": "^fpml5\\.confirmation\\.RelatedParty$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RelatedPerson": { "title": "RelatedPerson", "description": "An instance of fpml5.confirmation.RelatedPerson", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelatedPerson", "pattern": "^fpml5\\.confirmation\\.RelatedPerson$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RelativeDateOffset": { "title": "RelativeDateOffset", "description": "An instance of fpml5.confirmation.RelativeDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelativeDateOffset", "pattern": "^fpml5\\.confirmation\\.RelativeDateOffset$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "businessDayConvention", "periodMultiplier", "period"] }, "fpml5.confirmation.RelativeDates": { "title": "RelativeDates", "description": "An instance of fpml5.confirmation.RelativeDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelativeDates", "pattern": "^fpml5\\.confirmation\\.RelativeDates$", "description": "The class identifier for this type" }, "periodSkip": { "type": "integer" }, "businessDayConvention": { "$ref": "#/definitions/fpml5.confirmation.BusinessDayConventionEnum" }, "dayType": { "$ref": "#/definitions/fpml5.confirmation.DayTypeEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodEnum" }, "id": { "type": "string" } }, "required": ["$class", "businessDayConvention", "periodMultiplier", "period"] }, "fpml5.confirmation.RelativeDateSequence": { "title": "RelativeDateSequence", "description": "An instance of fpml5.confirmation.RelativeDateSequence", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelativeDateSequence", "pattern": "^fpml5\\.confirmation\\.RelativeDateSequence$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RelativePrice": { "title": "RelativePrice", "description": "An instance of fpml5.confirmation.RelativePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelativePrice", "pattern": "^fpml5\\.confirmation\\.RelativePrice$", "description": "The class identifier for this type" }, "spread": { "type": "number" }, "bondEquityModel": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "spread"] }, "fpml5.confirmation.RelevantUnderlyingDateReference": { "title": "RelevantUnderlyingDateReference", "description": "An instance of fpml5.confirmation.RelevantUnderlyingDateReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RelevantUnderlyingDateReference", "pattern": "^fpml5\\.confirmation\\.RelevantUnderlyingDateReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class", "href"] }, "fpml5.confirmation.Repayment": { "title": "Repayment", "description": "An instance of fpml5.confirmation.Repayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Repayment", "pattern": "^fpml5\\.confirmation\\.Repayment$", "description": "The class identifier for this type" }, "price": { "type": "number" }, "refusalAllowed": { "type": "boolean" }, "borrowerMandatory": { "type": "boolean" }, "scheduledRepayment": { "type": "boolean" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "refusalAllowed", "effectiveDate"] }, "fpml5.confirmation.Repo": { "title": "Repo", "description": "An instance of fpml5.confirmation.Repo", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Repo", "pattern": "^fpml5\\.confirmation\\.Repo$", "description": "The class identifier for this type" }, "duration": { "$ref": "#/definitions/fpml5.confirmation.RepoDurationEnum" }, "callingParty": { "$ref": "#/definitions/fpml5.confirmation.CallingPartyEnum" }, "bondEquityModel": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RepoFarLeg": { "title": "RepoFarLeg", "description": "An instance of fpml5.confirmation.RepoFarLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RepoFarLeg", "pattern": "^fpml5\\.confirmation\\.RepoFarLeg$", "description": "The class identifier for this type" }, "repoInterest": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RepoLegBase": { "title": "RepoLegBase", "description": "An instance of fpml5.confirmation.RepoLegBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RepoLegBase", "pattern": "^fpml5\\.confirmation\\.RepoLegBase$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RepoNearLeg": { "title": "RepoNearLeg", "description": "An instance of fpml5.confirmation.RepoNearLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RepoNearLeg", "pattern": "^fpml5\\.confirmation\\.RepoNearLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportId": { "title": "ReportId", "description": "An instance of fpml5.confirmation.ReportId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportId", "pattern": "^fpml5\\.confirmation\\.ReportId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "reportIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingBoolean": { "title": "ReportingBoolean", "description": "An instance of fpml5.confirmation.ReportingBoolean", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingBoolean", "pattern": "^fpml5\\.confirmation\\.ReportingBoolean$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "reportingBooleanScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingCurrencyType": { "title": "ReportingCurrencyType", "description": "An instance of fpml5.confirmation.ReportingCurrencyType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingCurrencyType", "pattern": "^fpml5\\.confirmation\\.ReportingCurrencyType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "reportingCurrencyTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingLevel": { "title": "ReportingLevel", "description": "An instance of fpml5.confirmation.ReportingLevel", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingLevel", "pattern": "^fpml5\\.confirmation\\.ReportingLevel$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "reportingLevelScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingPurpose": { "title": "ReportingPurpose", "description": "An instance of fpml5.confirmation.ReportingPurpose", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingPurpose", "pattern": "^fpml5\\.confirmation\\.ReportingPurpose$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "reportingPurposeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingRegime": { "title": "ReportingRegime", "description": "An instance of fpml5.confirmation.ReportingRegime", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingRegime", "pattern": "^fpml5\\.confirmation\\.ReportingRegime$", "description": "The class identifier for this type" }, "mandatoryFacilityExecution": { "type": "boolean" }, "mandatoryFacilityExecutionException": { "type": "boolean" }, "exceedsClearingThreshold": { "type": "boolean" }, "preEnactmentTrade": { "type": "boolean" }, "transmissionOfOrder": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingRegimeIdentifier": { "title": "ReportingRegimeIdentifier", "description": "An instance of fpml5.confirmation.ReportingRegimeIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingRegimeIdentifier", "pattern": "^fpml5\\.confirmation\\.ReportingRegimeIdentifier$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingRegimeName": { "title": "ReportingRegimeName", "description": "An instance of fpml5.confirmation.ReportingRegimeName", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingRegimeName", "pattern": "^fpml5\\.confirmation\\.ReportingRegimeName$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "reportingRegimeNameScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportingRole": { "title": "ReportingRole", "description": "An instance of fpml5.confirmation.ReportingRole", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportingRole", "pattern": "^fpml5\\.confirmation\\.ReportingRole$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "reportingRoleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReportSectionIdentification": { "title": "ReportSectionIdentification", "description": "An instance of fpml5.confirmation.ReportSectionIdentification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReportSectionIdentification", "pattern": "^fpml5\\.confirmation\\.ReportSectionIdentification$", "description": "The class identifier for this type" }, "sectionNumber": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.Representations": { "title": "Representations", "description": "An instance of fpml5.confirmation.Representations", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Representations", "pattern": "^fpml5\\.confirmation\\.Representations$", "description": "The class identifier for this type" }, "nonReliance": { "type": "boolean" }, "agreementsRegardingHedging": { "type": "boolean" }, "indexDisclaimer": { "type": "boolean" }, "additionalAcknowledgements": { "type": "boolean" } }, "required": ["$class", "nonReliance", "agreementsRegardingHedging", "additionalAcknowledgements"] }, "fpml5.confirmation.RepudiationMoratoriumEvent": { "title": "RepudiationMoratoriumEvent", "description": "An instance of fpml5.confirmation.RepudiationMoratoriumEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RepudiationMoratoriumEvent", "pattern": "^fpml5\\.confirmation\\.RepudiationMoratoriumEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RequestAllocation": { "title": "RequestAllocation", "description": "An instance of fpml5.confirmation.RequestAllocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestAllocation", "pattern": "^fpml5\\.confirmation\\.RequestAllocation$", "description": "The class identifier for this type" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestAllocationRetracted": { "title": "RequestAllocationRetracted", "description": "An instance of fpml5.confirmation.RequestAllocationRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestAllocationRetracted", "pattern": "^fpml5\\.confirmation\\.RequestAllocationRetracted$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequestClearing": { "title": "RequestClearing", "description": "An instance of fpml5.confirmation.RequestClearing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestClearing", "pattern": "^fpml5\\.confirmation\\.RequestClearing$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestClearingEligibility": { "title": "RequestClearingEligibility", "description": "An instance of fpml5.confirmation.RequestClearingEligibility", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestClearingEligibility", "pattern": "^fpml5\\.confirmation\\.RequestClearingEligibility$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestClearingRetracted": { "title": "RequestClearingRetracted", "description": "An instance of fpml5.confirmation.RequestClearingRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestClearingRetracted", "pattern": "^fpml5\\.confirmation\\.RequestClearingRetracted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequestCollateralAllocation": { "title": "RequestCollateralAllocation", "description": "An instance of fpml5.confirmation.RequestCollateralAllocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestCollateralAllocation", "pattern": "^fpml5\\.confirmation\\.RequestCollateralAllocation$", "description": "The class identifier for this type" }, "serviceName": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestConfirmation": { "title": "RequestConfirmation", "description": "An instance of fpml5.confirmation.RequestConfirmation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestConfirmation", "pattern": "^fpml5\\.confirmation\\.RequestConfirmation$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestConsent": { "title": "RequestConsent", "description": "An instance of fpml5.confirmation.RequestConsent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestConsent", "pattern": "^fpml5\\.confirmation\\.RequestConsent$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestConsentRetracted": { "title": "RequestConsentRetracted", "description": "An instance of fpml5.confirmation.RequestConsentRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestConsentRetracted", "pattern": "^fpml5\\.confirmation\\.RequestConsentRetracted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequestedAction": { "title": "RequestedAction", "description": "An instance of fpml5.confirmation.RequestedAction", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestedAction", "pattern": "^fpml5\\.confirmation\\.RequestedAction$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "requestedActionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RequestedClearingAction": { "title": "RequestedClearingAction", "description": "An instance of fpml5.confirmation.RequestedClearingAction", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestedClearingAction", "pattern": "^fpml5\\.confirmation\\.RequestedClearingAction$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "requestedClearingActionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RequestedCollateralAllocationAction": { "title": "RequestedCollateralAllocationAction", "description": "An instance of fpml5.confirmation.RequestedCollateralAllocationAction", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestedCollateralAllocationAction", "pattern": "^fpml5\\.confirmation\\.RequestedCollateralAllocationAction$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "requestedCollateralAllocationActionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RequestedWithdrawalAction": { "title": "RequestedWithdrawalAction", "description": "An instance of fpml5.confirmation.RequestedWithdrawalAction", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestedWithdrawalAction", "pattern": "^fpml5\\.confirmation\\.RequestedWithdrawalAction$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "requestedWithdrawalActionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RequestEventStatus": { "title": "RequestEventStatus", "description": "An instance of fpml5.confirmation.RequestEventStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestEventStatus", "pattern": "^fpml5\\.confirmation\\.RequestEventStatus$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequestExecution": { "title": "RequestExecution", "description": "An instance of fpml5.confirmation.RequestExecution", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestExecution", "pattern": "^fpml5\\.confirmation\\.RequestExecution$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestExecutionRetracted": { "title": "RequestExecutionRetracted", "description": "An instance of fpml5.confirmation.RequestExecutionRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestExecutionRetracted", "pattern": "^fpml5\\.confirmation\\.RequestExecutionRetracted$", "description": "The class identifier for this type" }, "additionalEventGroup": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequestMessageHeader": { "title": "RequestMessageHeader", "description": "An instance of fpml5.confirmation.RequestMessageHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestMessageHeader", "pattern": "^fpml5\\.confirmation\\.RequestMessageHeader$", "description": "The class identifier for this type" }, "creationTimestamp": { "format": "date-time", "type": "string" }, "expiryTimestamp": { "format": "date-time", "type": "string" } }, "required": ["$class", "creationTimestamp"] }, "fpml5.confirmation.RequestRetransmission": { "title": "RequestRetransmission", "description": "An instance of fpml5.confirmation.RequestRetransmission", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestRetransmission", "pattern": "^fpml5\\.confirmation\\.RequestRetransmission$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequestTradeReferenceInformationUpdate": { "title": "RequestTradeReferenceInformationUpdate", "description": "An instance of fpml5.confirmation.RequestTradeReferenceInformationUpdate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestTradeReferenceInformationUpdate", "pattern": "^fpml5\\.confirmation\\.RequestTradeReferenceInformationUpdate$", "description": "The class identifier for this type" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.RequestTradeReferenceInformationUpdateRetracted": { "title": "RequestTradeReferenceInformationUpdateRetracted", "description": "An instance of fpml5.confirmation.RequestTradeReferenceInformationUpdateRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequestTradeReferenceInformationUpdateRetracted", "pattern": "^fpml5\\.confirmation\\.RequestTradeReferenceInformationUpdateRetracted$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.RequiredIdentifierDate": { "title": "RequiredIdentifierDate", "description": "An instance of fpml5.confirmation.RequiredIdentifierDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RequiredIdentifierDate", "pattern": "^fpml5\\.confirmation\\.RequiredIdentifierDate$", "description": "The class identifier for this type" }, "value": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "fpml5.confirmation.ResetDates": { "title": "ResetDates", "description": "An instance of fpml5.confirmation.ResetDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResetDates", "pattern": "^fpml5\\.confirmation\\.ResetDates$", "description": "The class identifier for this type" }, "resetRelativeTo": { "$ref": "#/definitions/fpml5.confirmation.ResetRelativeToEnum" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "fpml5.confirmation.ResetDatesReference": { "title": "ResetDatesReference", "description": "An instance of fpml5.confirmation.ResetDatesReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResetDatesReference", "pattern": "^fpml5\\.confirmation\\.ResetDatesReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ResetFrequency": { "title": "ResetFrequency", "description": "An instance of fpml5.confirmation.ResetFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResetFrequency", "pattern": "^fpml5\\.confirmation\\.ResetFrequency$", "description": "The class identifier for this type" }, "weeklyRollConvention": { "$ref": "#/definitions/fpml5.confirmation.WeeklyRollConventionEnum" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodExtendedEnum" }, "id": { "type": "string" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.Resource": { "title": "Resource", "description": "An instance of fpml5.confirmation.Resource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Resource", "pattern": "^fpml5\\.confirmation\\.Resource$", "description": "The class identifier for this type" }, "sizeInBytes": { "type": "number" }, "name": { "type": "string" }, "comments": { "type": "string" }, "string": { "type": "string" }, "hexadecimalBinary": { "type": "string" }, "base64Binary": { "type": "string" }, "url": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ResourceId": { "title": "ResourceId", "description": "An instance of fpml5.confirmation.ResourceId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResourceId", "pattern": "^fpml5\\.confirmation\\.ResourceId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "resourceIdScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ResourceLength": { "title": "ResourceLength", "description": "An instance of fpml5.confirmation.ResourceLength", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResourceLength", "pattern": "^fpml5\\.confirmation\\.ResourceLength$", "description": "The class identifier for this type" }, "lengthUnit": { "$ref": "#/definitions/fpml5.confirmation.LengthUnitEnum" }, "lengthValue": { "type": "number" } }, "required": ["$class", "lengthUnit", "lengthValue"] }, "fpml5.confirmation.ResourceType": { "title": "ResourceType", "description": "An instance of fpml5.confirmation.ResourceType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResourceType", "pattern": "^fpml5\\.confirmation\\.ResourceType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "resourceTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ResponseMessageHeader": { "title": "ResponseMessageHeader", "description": "An instance of fpml5.confirmation.ResponseMessageHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ResponseMessageHeader", "pattern": "^fpml5\\.confirmation\\.ResponseMessageHeader$", "description": "The class identifier for this type" }, "creationTimestamp": { "format": "date-time", "type": "string" }, "expiryTimestamp": { "format": "date-time", "type": "string" } }, "required": ["$class", "creationTimestamp"] }, "fpml5.confirmation.Restructuring": { "title": "Restructuring", "description": "An instance of fpml5.confirmation.Restructuring", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Restructuring", "pattern": "^fpml5\\.confirmation\\.Restructuring$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "multipleHolderObligation": { "type": "boolean" }, "multipleCreditEventNotices": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.RestructuringEvent": { "title": "RestructuringEvent", "description": "An instance of fpml5.confirmation.RestructuringEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RestructuringEvent", "pattern": "^fpml5\\.confirmation\\.RestructuringEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RestructuringType": { "title": "RestructuringType", "description": "An instance of fpml5.confirmation.RestructuringType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RestructuringType", "pattern": "^fpml5\\.confirmation\\.RestructuringType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "restructuringScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Return": { "title": "Return", "description": "An instance of fpml5.confirmation.Return", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Return", "pattern": "^fpml5\\.confirmation\\.Return$", "description": "The class identifier for this type" }, "returnType": { "$ref": "#/definitions/fpml5.confirmation.ReturnTypeEnum" } }, "required": ["$class", "returnType"] }, "fpml5.confirmation.ReturnLeg": { "title": "ReturnLeg", "description": "An instance of fpml5.confirmation.ReturnLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnLeg", "pattern": "^fpml5\\.confirmation\\.ReturnLeg$", "description": "The class identifier for this type" }, "notionalAdjustments": { "$ref": "#/definitions/fpml5.confirmation.NotionalAdjustmentEnum" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "notionalAdjustments"] }, "fpml5.confirmation.ReturnLegValuation": { "title": "ReturnLegValuation", "description": "An instance of fpml5.confirmation.ReturnLegValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnLegValuation", "pattern": "^fpml5\\.confirmation\\.ReturnLegValuation$", "description": "The class identifier for this type" }, "notionalReset": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.ReturnLegValuationPrice": { "title": "ReturnLegValuationPrice", "description": "An instance of fpml5.confirmation.ReturnLegValuationPrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnLegValuationPrice", "pattern": "^fpml5\\.confirmation\\.ReturnLegValuationPrice$", "description": "The class identifier for this type" }, "accruedInterestPrice": { "type": "number" }, "accruedInterestPrice1": { "type": "number" }, "cleanNetPrice": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.ReturnSwap": { "title": "ReturnSwap", "description": "An instance of fpml5.confirmation.ReturnSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwap", "pattern": "^fpml5\\.confirmation\\.ReturnSwap$", "description": "The class identifier for this type" }, "returnSwapLegGroup": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class", "returnSwapLegGroup"] }, "fpml5.confirmation.ReturnSwapAdditionalPayment": { "title": "ReturnSwapAdditionalPayment", "description": "An instance of fpml5.confirmation.ReturnSwapAdditionalPayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwapAdditionalPayment", "pattern": "^fpml5\\.confirmation\\.ReturnSwapAdditionalPayment$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReturnSwapAmount": { "title": "ReturnSwapAmount", "description": "An instance of fpml5.confirmation.ReturnSwapAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwapAmount", "pattern": "^fpml5\\.confirmation\\.ReturnSwapAmount$", "description": "The class identifier for this type" }, "cashSettlement": { "type": "boolean" }, "optionsExchangeDividends": { "type": "boolean" }, "additionalDividends": { "type": "boolean" }, "allDividends": { "type": "boolean" }, "encodedDescription": { "type": "string" } }, "required": ["$class", "cashSettlement"] }, "fpml5.confirmation.ReturnSwapEarlyTermination": { "title": "ReturnSwapEarlyTermination", "description": "An instance of fpml5.confirmation.ReturnSwapEarlyTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwapEarlyTermination", "pattern": "^fpml5\\.confirmation\\.ReturnSwapEarlyTermination$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ReturnSwapNotional": { "title": "ReturnSwapNotional", "description": "An instance of fpml5.confirmation.ReturnSwapNotional", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwapNotional", "pattern": "^fpml5\\.confirmation\\.ReturnSwapNotional$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ReturnSwapNotionalAmountReference": { "title": "ReturnSwapNotionalAmountReference", "description": "An instance of fpml5.confirmation.ReturnSwapNotionalAmountReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwapNotionalAmountReference", "pattern": "^fpml5\\.confirmation\\.ReturnSwapNotionalAmountReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ReturnSwapPaymentDates": { "title": "ReturnSwapPaymentDates", "description": "An instance of fpml5.confirmation.ReturnSwapPaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ReturnSwapPaymentDates", "pattern": "^fpml5\\.confirmation\\.ReturnSwapPaymentDates$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Revolver": { "title": "Revolver", "description": "An instance of fpml5.confirmation.Revolver", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Revolver", "pattern": "^fpml5\\.confirmation\\.Revolver$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "expiryDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "startDate"] }, "fpml5.confirmation.Rollover": { "title": "Rollover", "description": "An instance of fpml5.confirmation.Rollover", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Rollover", "pattern": "^fpml5\\.confirmation\\.Rollover$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.RolloverNotification": { "title": "RolloverNotification", "description": "An instance of fpml5.confirmation.RolloverNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RolloverNotification", "pattern": "^fpml5\\.confirmation\\.RolloverNotification$", "description": "The class identifier for this type" }, "noticeDate": { "format": "date-time", "type": "string" }, "isGlobalOnly": { "type": "boolean" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "noticeDate", "isGlobalOnly", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.Rounding": { "title": "Rounding", "description": "An instance of fpml5.confirmation.Rounding", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Rounding", "pattern": "^fpml5\\.confirmation\\.Rounding$", "description": "The class identifier for this type" }, "roundingDirection": { "$ref": "#/definitions/fpml5.confirmation.RoundingDirectionEnum" }, "precision": { "type": "integer" } }, "required": ["$class", "roundingDirection", "precision"] }, "fpml5.confirmation.Routing": { "title": "Routing", "description": "An instance of fpml5.confirmation.Routing", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Routing", "pattern": "^fpml5\\.confirmation\\.Routing$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RoutingExplicitDetails": { "title": "RoutingExplicitDetails", "description": "An instance of fpml5.confirmation.RoutingExplicitDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RoutingExplicitDetails", "pattern": "^fpml5\\.confirmation\\.RoutingExplicitDetails$", "description": "The class identifier for this type" }, "routingName": { "type": "string" }, "routingAccountNumber": { "type": "string" }, "routingReferenceText": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "routingName"] }, "fpml5.confirmation.RoutingId": { "title": "RoutingId", "description": "An instance of fpml5.confirmation.RoutingId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RoutingId", "pattern": "^fpml5\\.confirmation\\.RoutingId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "routingIdCodeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.RoutingIds": { "title": "RoutingIds", "description": "An instance of fpml5.confirmation.RoutingIds", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RoutingIds", "pattern": "^fpml5\\.confirmation\\.RoutingIds$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.RoutingIdsAndExplicitDetails": { "title": "RoutingIdsAndExplicitDetails", "description": "An instance of fpml5.confirmation.RoutingIdsAndExplicitDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.RoutingIdsAndExplicitDetails", "pattern": "^fpml5\\.confirmation\\.RoutingIdsAndExplicitDetails$", "description": "The class identifier for this type" }, "routingName": { "type": "string" }, "routingAccountNumber": { "type": "string" }, "routingReferenceText": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "routingName"] }, "fpml5.confirmation.Schedule": { "title": "Schedule", "description": "An instance of fpml5.confirmation.Schedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Schedule", "pattern": "^fpml5\\.confirmation\\.Schedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.ScheduleReference": { "title": "ScheduleReference", "description": "An instance of fpml5.confirmation.ScheduleReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ScheduleReference", "pattern": "^fpml5\\.confirmation\\.ScheduleReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Sensitivity": { "title": "Sensitivity", "description": "An instance of fpml5.confirmation.Sensitivity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Sensitivity", "pattern": "^fpml5\\.confirmation\\.Sensitivity$", "description": "The class identifier for this type" }, "value": { "type": "number" }, "definitionRef": { "type": "string" }, "name": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SensitivityDefinition": { "title": "SensitivityDefinition", "description": "An instance of fpml5.confirmation.SensitivityDefinition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SensitivityDefinition", "pattern": "^fpml5\\.confirmation\\.SensitivityDefinition$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "pricingCoordinateOrReferenceModel": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SensitivitySet": { "title": "SensitivitySet", "description": "An instance of fpml5.confirmation.SensitivitySet", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SensitivitySet", "pattern": "^fpml5\\.confirmation\\.SensitivitySet$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SensitivitySetDefinition": { "title": "SensitivitySetDefinition", "description": "An instance of fpml5.confirmation.SensitivitySetDefinition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SensitivitySetDefinition", "pattern": "^fpml5\\.confirmation\\.SensitivitySetDefinition$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "scale": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "scale"] }, "fpml5.confirmation.SensitivitySetDefinitionReference": { "title": "SensitivitySetDefinitionReference", "description": "An instance of fpml5.confirmation.SensitivitySetDefinitionReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SensitivitySetDefinitionReference", "pattern": "^fpml5\\.confirmation\\.SensitivitySetDefinitionReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SequencedDisruptionFallback": { "title": "SequencedDisruptionFallback", "description": "An instance of fpml5.confirmation.SequencedDisruptionFallback", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SequencedDisruptionFallback", "pattern": "^fpml5\\.confirmation\\.SequencedDisruptionFallback$", "description": "The class identifier for this type" }, "sequence": { "type": "integer" } }, "required": ["$class", "sequence"] }, "fpml5.confirmation.ServiceAdvisory": { "title": "ServiceAdvisory", "description": "An instance of fpml5.confirmation.ServiceAdvisory", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceAdvisory", "pattern": "^fpml5\\.confirmation\\.ServiceAdvisory$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "effectiveFrom": { "format": "date-time", "type": "string" }, "effectiveTo": { "format": "date-time", "type": "string" } }, "required": ["$class", "description"] }, "fpml5.confirmation.ServiceAdvisoryCategory": { "title": "ServiceAdvisoryCategory", "description": "An instance of fpml5.confirmation.ServiceAdvisoryCategory", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceAdvisoryCategory", "pattern": "^fpml5\\.confirmation\\.ServiceAdvisoryCategory$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "serviceAdvisoryCategoryScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ServiceNotification": { "title": "ServiceNotification", "description": "An instance of fpml5.confirmation.ServiceNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceNotification", "pattern": "^fpml5\\.confirmation\\.ServiceNotification$", "description": "The class identifier for this type" }, "serviceName": { "type": "string" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ServiceProcessingCycle": { "title": "ServiceProcessingCycle", "description": "An instance of fpml5.confirmation.ServiceProcessingCycle", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceProcessingCycle", "pattern": "^fpml5\\.confirmation\\.ServiceProcessingCycle$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "serviceProcessingCycleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ServiceProcessingEvent": { "title": "ServiceProcessingEvent", "description": "An instance of fpml5.confirmation.ServiceProcessingEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceProcessingEvent", "pattern": "^fpml5\\.confirmation\\.ServiceProcessingEvent$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "serviceProcessingEventScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ServiceProcessingStatus": { "title": "ServiceProcessingStatus", "description": "An instance of fpml5.confirmation.ServiceProcessingStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceProcessingStatus", "pattern": "^fpml5\\.confirmation\\.ServiceProcessingStatus$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ServiceProcessingStep": { "title": "ServiceProcessingStep", "description": "An instance of fpml5.confirmation.ServiceProcessingStep", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceProcessingStep", "pattern": "^fpml5\\.confirmation\\.ServiceProcessingStep$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "serviceProcessingStep": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ServiceStatus": { "title": "ServiceStatus", "description": "An instance of fpml5.confirmation.ServiceStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ServiceStatus", "pattern": "^fpml5\\.confirmation\\.ServiceStatus$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "serviceStatusScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettledEntityMatrix": { "title": "SettledEntityMatrix", "description": "An instance of fpml5.confirmation.SettledEntityMatrix", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettledEntityMatrix", "pattern": "^fpml5\\.confirmation\\.SettledEntityMatrix$", "description": "The class identifier for this type" }, "publicationDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementDetails": { "title": "SettlementDetails", "description": "An instance of fpml5.confirmation.SettlementDetails", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementDetails", "pattern": "^fpml5\\.confirmation\\.SettlementDetails$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementInformation": { "title": "SettlementInformation", "description": "An instance of fpml5.confirmation.SettlementInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementInformation", "pattern": "^fpml5\\.confirmation\\.SettlementInformation$", "description": "The class identifier for this type" }, "standardSettlementStyle": { "$ref": "#/definitions/fpml5.confirmation.StandardSettlementStyleEnum" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementInstruction": { "title": "SettlementInstruction", "description": "An instance of fpml5.confirmation.SettlementInstruction", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementInstruction", "pattern": "^fpml5\\.confirmation\\.SettlementInstruction$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementInstructionId": { "title": "SettlementInstructionId", "description": "An instance of fpml5.confirmation.SettlementInstructionId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementInstructionId", "pattern": "^fpml5\\.confirmation\\.SettlementInstructionId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "settlementInstructionIdScheme": { "type": "string" } }, "required": ["$class", "settlementInstructionIdScheme"] }, "fpml5.confirmation.SettlementMethod": { "title": "SettlementMethod", "description": "An instance of fpml5.confirmation.SettlementMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementMethod", "pattern": "^fpml5\\.confirmation\\.SettlementMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "settlementMethodScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPeriodFixingDates": { "title": "SettlementPeriodFixingDates", "description": "An instance of fpml5.confirmation.SettlementPeriodFixingDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriodFixingDates", "pattern": "^fpml5\\.confirmation\\.SettlementPeriodFixingDates$", "description": "The class identifier for this type" }, "fixingDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "numberOfFixings": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPeriodLeverage": { "title": "SettlementPeriodLeverage", "description": "An instance of fpml5.confirmation.SettlementPeriodLeverage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriodLeverage", "pattern": "^fpml5\\.confirmation\\.SettlementPeriodLeverage$", "description": "The class identifier for this type" }, "ratio": { "type": "number" }, "notionalAmount": { "type": "number" }, "counterCurrencyAmount": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPeriods": { "title": "SettlementPeriods", "description": "An instance of fpml5.confirmation.SettlementPeriods", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriods", "pattern": "^fpml5\\.confirmation\\.SettlementPeriods$", "description": "The class identifier for this type" }, "duration": { "$ref": "#/definitions/fpml5.confirmation.SettlementPeriodDurationEnum" }, "applicableDay": { "type": "array", "items": { "$ref": "#/definitions/fpml5.confirmation.DayOfWeekExtEnum" } }, "timeDuration": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "duration"] }, "fpml5.confirmation.SettlementPeriodsFixedPrice": { "title": "SettlementPeriodsFixedPrice", "description": "An instance of fpml5.confirmation.SettlementPeriodsFixedPrice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriodsFixedPrice", "pattern": "^fpml5\\.confirmation\\.SettlementPeriodsFixedPrice$", "description": "The class identifier for this type" }, "price": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "price"] }, "fpml5.confirmation.SettlementPeriodsReference": { "title": "SettlementPeriodsReference", "description": "An instance of fpml5.confirmation.SettlementPeriodsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriodsReference", "pattern": "^fpml5\\.confirmation\\.SettlementPeriodsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPeriodsSchedule": { "title": "SettlementPeriodsSchedule", "description": "An instance of fpml5.confirmation.SettlementPeriodsSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriodsSchedule", "pattern": "^fpml5\\.confirmation\\.SettlementPeriodsSchedule$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPeriodsStep": { "title": "SettlementPeriodsStep", "description": "An instance of fpml5.confirmation.SettlementPeriodsStep", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPeriodsStep", "pattern": "^fpml5\\.confirmation\\.SettlementPeriodsStep$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPriceDefaultElection": { "title": "SettlementPriceDefaultElection", "description": "An instance of fpml5.confirmation.SettlementPriceDefaultElection", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPriceDefaultElection", "pattern": "^fpml5\\.confirmation\\.SettlementPriceDefaultElection$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "settlementPriceDefaultElectionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementPriceSource": { "title": "SettlementPriceSource", "description": "An instance of fpml5.confirmation.SettlementPriceSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementPriceSource", "pattern": "^fpml5\\.confirmation\\.SettlementPriceSource$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "settlementPriceSourceScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementProvision": { "title": "SettlementProvision", "description": "An instance of fpml5.confirmation.SettlementProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementProvision", "pattern": "^fpml5\\.confirmation\\.SettlementProvision$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementRateOption": { "title": "SettlementRateOption", "description": "An instance of fpml5.confirmation.SettlementRateOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementRateOption", "pattern": "^fpml5\\.confirmation\\.SettlementRateOption$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "settlementRateOptionScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementRateSource": { "title": "SettlementRateSource", "description": "An instance of fpml5.confirmation.SettlementRateSource", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementRateSource", "pattern": "^fpml5\\.confirmation\\.SettlementRateSource$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementTerms": { "title": "SettlementTerms", "description": "An instance of fpml5.confirmation.SettlementTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementTerms", "pattern": "^fpml5\\.confirmation\\.SettlementTerms$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SettlementTermsReference": { "title": "SettlementTermsReference", "description": "An instance of fpml5.confirmation.SettlementTermsReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SettlementTermsReference", "pattern": "^fpml5\\.confirmation\\.SettlementTermsReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SharedAmericanExercise": { "title": "SharedAmericanExercise", "description": "An instance of fpml5.confirmation.SharedAmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SharedAmericanExercise", "pattern": "^fpml5\\.confirmation\\.SharedAmericanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ShortSale": { "title": "ShortSale", "description": "An instance of fpml5.confirmation.ShortSale", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ShortSale", "pattern": "^fpml5\\.confirmation\\.ShortSale$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "shortSaleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SimpleCreditDefaultSwap": { "title": "SimpleCreditDefaultSwap", "description": "An instance of fpml5.confirmation.SimpleCreditDefaultSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SimpleCreditDefaultSwap", "pattern": "^fpml5\\.confirmation\\.SimpleCreditDefaultSwap$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SimpleFra": { "title": "SimpleFra", "description": "An instance of fpml5.confirmation.SimpleFra", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SimpleFra", "pattern": "^fpml5\\.confirmation\\.SimpleFra$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SimpleIRSwap": { "title": "SimpleIRSwap", "description": "An instance of fpml5.confirmation.SimpleIRSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SimpleIRSwap", "pattern": "^fpml5\\.confirmation\\.SimpleIRSwap$", "description": "The class identifier for this type" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SimplePayment": { "title": "SimplePayment", "description": "An instance of fpml5.confirmation.SimplePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SimplePayment", "pattern": "^fpml5\\.confirmation\\.SimplePayment$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SinglePartyOption": { "title": "SinglePartyOption", "description": "An instance of fpml5.confirmation.SinglePartyOption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SinglePartyOption", "pattern": "^fpml5\\.confirmation\\.SinglePartyOption$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SinglePayment": { "title": "SinglePayment", "description": "An instance of fpml5.confirmation.SinglePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SinglePayment", "pattern": "^fpml5\\.confirmation\\.SinglePayment$", "description": "The class identifier for this type" }, "adjustablePaymentDate": { "format": "date-time", "type": "string" }, "adjustedPaymentDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "adjustablePaymentDate"] }, "fpml5.confirmation.SingleUnderlyer": { "title": "SingleUnderlyer", "description": "An instance of fpml5.confirmation.SingleUnderlyer", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SingleUnderlyer", "pattern": "^fpml5\\.confirmation\\.SingleUnderlyer$", "description": "The class identifier for this type" }, "underlyingAssetGroup": { "type": "string" }, "openUnits": { "type": "number" }, "depositoryReceipt": { "type": "boolean" } }, "required": ["$class", "underlyingAssetGroup"] }, "fpml5.confirmation.SingleValuationDate": { "title": "SingleValuationDate", "description": "An instance of fpml5.confirmation.SingleValuationDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SingleValuationDate", "pattern": "^fpml5\\.confirmation\\.SingleValuationDate$", "description": "The class identifier for this type" }, "businessDays": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.SpecifiedCurrency": { "title": "SpecifiedCurrency", "description": "An instance of fpml5.confirmation.SpecifiedCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SpecifiedCurrency", "pattern": "^fpml5\\.confirmation\\.SpecifiedCurrency$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.SplitSettlement": { "title": "SplitSettlement", "description": "An instance of fpml5.confirmation.SplitSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SplitSettlement", "pattern": "^fpml5\\.confirmation\\.SplitSettlement$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SpreadSchedule": { "title": "SpreadSchedule", "description": "An instance of fpml5.confirmation.SpreadSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SpreadSchedule", "pattern": "^fpml5\\.confirmation\\.SpreadSchedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.SpreadScheduleReference": { "title": "SpreadScheduleReference", "description": "An instance of fpml5.confirmation.SpreadScheduleReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SpreadScheduleReference", "pattern": "^fpml5\\.confirmation\\.SpreadScheduleReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SpreadScheduleType": { "title": "SpreadScheduleType", "description": "An instance of fpml5.confirmation.SpreadScheduleType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SpreadScheduleType", "pattern": "^fpml5\\.confirmation\\.SpreadScheduleType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "spreadScheduleTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.StandardProduct": { "title": "StandardProduct", "description": "An instance of fpml5.confirmation.StandardProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StandardProduct", "pattern": "^fpml5\\.confirmation\\.StandardProduct$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.StartingDate": { "title": "StartingDate", "description": "An instance of fpml5.confirmation.StartingDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StartingDate", "pattern": "^fpml5\\.confirmation\\.StartingDate$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Step": { "title": "Step", "description": "An instance of fpml5.confirmation.Step", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Step", "pattern": "^fpml5\\.confirmation\\.Step$", "description": "The class identifier for this type" }, "stepValue": { "type": "number" }, "stepDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "stepValue", "stepDate"] }, "fpml5.confirmation.Strategy": { "title": "Strategy", "description": "An instance of fpml5.confirmation.Strategy", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Strategy", "pattern": "^fpml5\\.confirmation\\.Strategy$", "description": "The class identifier for this type" }, "productGroup": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class", "productGroup"] }, "fpml5.confirmation.StrategyComponentIdentification": { "title": "StrategyComponentIdentification", "description": "An instance of fpml5.confirmation.StrategyComponentIdentification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StrategyComponentIdentification", "pattern": "^fpml5\\.confirmation\\.StrategyComponentIdentification$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.StrategyFeature": { "title": "StrategyFeature", "description": "An instance of fpml5.confirmation.StrategyFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StrategyFeature", "pattern": "^fpml5\\.confirmation\\.StrategyFeature$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.StreetAddress": { "title": "StreetAddress", "description": "An instance of fpml5.confirmation.StreetAddress", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StreetAddress", "pattern": "^fpml5\\.confirmation\\.StreetAddress$", "description": "The class identifier for this type" }, "streetLine": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "streetLine"] }, "fpml5.confirmation.Strike": { "title": "Strike", "description": "An instance of fpml5.confirmation.Strike", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Strike", "pattern": "^fpml5\\.confirmation\\.Strike$", "description": "The class identifier for this type" }, "strikeRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "strikeRate"] }, "fpml5.confirmation.StrikePriceBasketReference": { "title": "StrikePriceBasketReference", "description": "An instance of fpml5.confirmation.StrikePriceBasketReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StrikePriceBasketReference", "pattern": "^fpml5\\.confirmation\\.StrikePriceBasketReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.StrikePriceUnderlyingReference": { "title": "StrikePriceUnderlyingReference", "description": "An instance of fpml5.confirmation.StrikePriceUnderlyingReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StrikePriceUnderlyingReference", "pattern": "^fpml5\\.confirmation\\.StrikePriceUnderlyingReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.StrikeSchedule": { "title": "StrikeSchedule", "description": "An instance of fpml5.confirmation.StrikeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StrikeSchedule", "pattern": "^fpml5\\.confirmation\\.StrikeSchedule$", "description": "The class identifier for this type" }, "initialValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "initialValue"] }, "fpml5.confirmation.StrikeSpread": { "title": "StrikeSpread", "description": "An instance of fpml5.confirmation.StrikeSpread", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StrikeSpread", "pattern": "^fpml5\\.confirmation\\.StrikeSpread$", "description": "The class identifier for this type" }, "upperStrikeNumberOfOptions": { "type": "number" } }, "required": ["$class", "upperStrikeNumberOfOptions"] }, "fpml5.confirmation.Stub": { "title": "Stub", "description": "An instance of fpml5.confirmation.Stub", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Stub", "pattern": "^fpml5\\.confirmation\\.Stub$", "description": "The class identifier for this type" }, "stubRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.StubCalculationPeriod": { "title": "StubCalculationPeriod", "description": "An instance of fpml5.confirmation.StubCalculationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StubCalculationPeriod", "pattern": "^fpml5\\.confirmation\\.StubCalculationPeriod$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.StubCalculationPeriodAmount": { "title": "StubCalculationPeriodAmount", "description": "An instance of fpml5.confirmation.StubCalculationPeriodAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StubCalculationPeriodAmount", "pattern": "^fpml5\\.confirmation\\.StubCalculationPeriodAmount$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.StubFloatingRate": { "title": "StubFloatingRate", "description": "An instance of fpml5.confirmation.StubFloatingRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StubFloatingRate", "pattern": "^fpml5\\.confirmation\\.StubFloatingRate$", "description": "The class identifier for this type" }, "rateTreatment": { "$ref": "#/definitions/fpml5.confirmation.RateTreatmentEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.StubValue": { "title": "StubValue", "description": "An instance of fpml5.confirmation.StubValue", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.StubValue", "pattern": "^fpml5\\.confirmation\\.StubValue$", "description": "The class identifier for this type" }, "stubRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.SupervisorRegistration": { "title": "SupervisorRegistration", "description": "An instance of fpml5.confirmation.SupervisorRegistration", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SupervisorRegistration", "pattern": "^fpml5\\.confirmation\\.SupervisorRegistration$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SupervisoryBody": { "title": "SupervisoryBody", "description": "An instance of fpml5.confirmation.SupervisoryBody", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SupervisoryBody", "pattern": "^fpml5\\.confirmation\\.SupervisoryBody$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "supervisoryBodyScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Swap": { "title": "Swap", "description": "An instance of fpml5.confirmation.Swap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Swap", "pattern": "^fpml5\\.confirmation\\.Swap$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.SwapAdditionalTerms": { "title": "SwapAdditionalTerms", "description": "An instance of fpml5.confirmation.SwapAdditionalTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SwapAdditionalTerms", "pattern": "^fpml5\\.confirmation\\.SwapAdditionalTerms$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SwapCurveValuation": { "title": "SwapCurveValuation", "description": "An instance of fpml5.confirmation.SwapCurveValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SwapCurveValuation", "pattern": "^fpml5\\.confirmation\\.SwapCurveValuation$", "description": "The class identifier for this type" }, "spread": { "type": "number" }, "side": { "$ref": "#/definitions/fpml5.confirmation.QuotationSideEnum" } }, "required": ["$class", "spread"] }, "fpml5.confirmation.Swaption": { "title": "Swaption", "description": "An instance of fpml5.confirmation.Swaption", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Swaption", "pattern": "^fpml5\\.confirmation\\.Swaption$", "description": "The class identifier for this type" }, "exerciseGroup": { "type": "string" }, "swaptionStraddle": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class", "exerciseGroup", "swaptionStraddle"] }, "fpml5.confirmation.SwaptionAdjustedDates": { "title": "SwaptionAdjustedDates", "description": "An instance of fpml5.confirmation.SwaptionAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SwaptionAdjustedDates", "pattern": "^fpml5\\.confirmation\\.SwaptionAdjustedDates$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.SwaptionPhysicalSettlement": { "title": "SwaptionPhysicalSettlement", "description": "An instance of fpml5.confirmation.SwaptionPhysicalSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.SwaptionPhysicalSettlement", "pattern": "^fpml5\\.confirmation\\.SwaptionPhysicalSettlement$", "description": "The class identifier for this type" }, "clearedPhysicalSettlement": { "type": "boolean" } }, "required": ["$class", "clearedPhysicalSettlement"] }, "fpml5.confirmation.TaskId": { "title": "TaskId", "description": "An instance of fpml5.confirmation.TaskId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TaskId", "pattern": "^fpml5\\.confirmation\\.TaskId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "taskIdScheme": { "type": "string" } }, "required": ["$class", "taskIdScheme"] }, "fpml5.confirmation.TaskIdentifier": { "title": "TaskIdentifier", "description": "An instance of fpml5.confirmation.TaskIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TaskIdentifier", "pattern": "^fpml5\\.confirmation\\.TaskIdentifier$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TaxForm": { "title": "TaxForm", "description": "An instance of fpml5.confirmation.TaxForm", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TaxForm", "pattern": "^fpml5\\.confirmation\\.TaxForm$", "description": "The class identifier for this type" }, "taxFormExpiryDate": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TaxFormType": { "title": "TaxFormType", "description": "An instance of fpml5.confirmation.TaxFormType", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TaxFormType", "pattern": "^fpml5\\.confirmation\\.TaxFormType$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "taxFormTypeScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TaxWithholding": { "title": "TaxWithholding", "description": "An instance of fpml5.confirmation.TaxWithholding", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TaxWithholding", "pattern": "^fpml5\\.confirmation\\.TaxWithholding$", "description": "The class identifier for this type" }, "taxRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.TelephoneNumber": { "title": "TelephoneNumber", "description": "An instance of fpml5.confirmation.TelephoneNumber", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TelephoneNumber", "pattern": "^fpml5\\.confirmation\\.TelephoneNumber$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/fpml5.confirmation.TelephoneTypeEnum" }, "number": { "type": "string" } }, "required": ["$class", "number"] }, "fpml5.confirmation.TermCurve": { "title": "TermCurve", "description": "An instance of fpml5.confirmation.TermCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TermCurve", "pattern": "^fpml5\\.confirmation\\.TermCurve$", "description": "The class identifier for this type" }, "extrapolationPermitted": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.TermDeposit": { "title": "TermDeposit", "description": "An instance of fpml5.confirmation.TermDeposit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TermDeposit", "pattern": "^fpml5\\.confirmation\\.TermDeposit$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "tenorName": { "$ref": "#/definitions/fpml5.confirmation.FxTenorPeriodEnum" }, "fixedRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "startDate", "maturityDate", "fixedRate"] }, "fpml5.confirmation.TermDepositFeatures": { "title": "TermDepositFeatures", "description": "An instance of fpml5.confirmation.TermDepositFeatures", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TermDepositFeatures", "pattern": "^fpml5\\.confirmation\\.TermDepositFeatures$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TerminatingEvent": { "title": "TerminatingEvent", "description": "An instance of fpml5.confirmation.TerminatingEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TerminatingEvent", "pattern": "^fpml5\\.confirmation\\.TerminatingEvent$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "terminatingEventScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TermLoan": { "title": "TermLoan", "description": "An instance of fpml5.confirmation.TermLoan", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TermLoan", "pattern": "^fpml5\\.confirmation\\.TermLoan$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "startDate": { "format": "date-time", "type": "string" }, "expiryDate": { "format": "date-time", "type": "string" }, "maturityDate": { "format": "date-time", "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "startDate"] }, "fpml5.confirmation.TermPoint": { "title": "TermPoint", "description": "An instance of fpml5.confirmation.TermPoint", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TermPoint", "pattern": "^fpml5\\.confirmation\\.TermPoint$", "description": "The class identifier for this type" }, "bid": { "type": "number" }, "mid": { "type": "number" }, "ask": { "type": "number" }, "spreadValue": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TimeDimension": { "title": "TimeDimension", "description": "An instance of fpml5.confirmation.TimeDimension", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TimeDimension", "pattern": "^fpml5\\.confirmation\\.TimeDimension$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TimestampTypeScheme": { "title": "TimestampTypeScheme", "description": "An instance of fpml5.confirmation.TimestampTypeScheme", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TimestampTypeScheme", "pattern": "^fpml5\\.confirmation\\.TimestampTypeScheme$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "timestampScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TimezoneLocation": { "title": "TimezoneLocation", "description": "An instance of fpml5.confirmation.TimezoneLocation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TimezoneLocation", "pattern": "^fpml5\\.confirmation\\.TimezoneLocation$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "timezoneLocationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TouchRateObservation": { "title": "TouchRateObservation", "description": "An instance of fpml5.confirmation.TouchRateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TouchRateObservation", "pattern": "^fpml5\\.confirmation\\.TouchRateObservation$", "description": "The class identifier for this type" }, "exerciseSide": { "$ref": "#/definitions/fpml5.confirmation.ExerciseSideEnum" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "isExercisable": { "type": "boolean" }, "observationDate": { "format": "date-time", "type": "string" }, "triggerRate": { "type": "number" }, "observedRate": { "type": "number" }, "triggerCondition": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" } }, "required": ["$class", "observationDate", "triggerCondition"] }, "fpml5.confirmation.Trade": { "title": "Trade", "description": "An instance of fpml5.confirmation.Trade", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Trade", "pattern": "^fpml5\\.confirmation\\.Trade$", "description": "The class identifier for this type" }, "productGroup": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class", "productGroup"] }, "fpml5.confirmation.TradeAmendmentContent": { "title": "TradeAmendmentContent", "description": "An instance of fpml5.confirmation.TradeAmendmentContent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeAmendmentContent", "pattern": "^fpml5\\.confirmation\\.TradeAmendmentContent$", "description": "The class identifier for this type" }, "agreementDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" }, "notionalChange": { "$ref": "#/definitions/fpml5.confirmation.NotionalChangeEnum" } }, "required": ["$class", "agreementDate", "effectiveDate"] }, "fpml5.confirmation.TradeCategory": { "title": "TradeCategory", "description": "An instance of fpml5.confirmation.TradeCategory", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeCategory", "pattern": "^fpml5\\.confirmation\\.TradeCategory$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "categoryScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TradeChangeAdvice": { "title": "TradeChangeAdvice", "description": "An instance of fpml5.confirmation.TradeChangeAdvice", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeChangeAdvice", "pattern": "^fpml5\\.confirmation\\.TradeChangeAdvice$", "description": "The class identifier for this type" }, "isCorrection": { "type": "boolean" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "isCorrection", "fpmlVersion"] }, "fpml5.confirmation.TradeChangeAdviceRetracted": { "title": "TradeChangeAdviceRetracted", "description": "An instance of fpml5.confirmation.TradeChangeAdviceRetracted", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeChangeAdviceRetracted", "pattern": "^fpml5\\.confirmation\\.TradeChangeAdviceRetracted$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.TradeChangeBase": { "title": "TradeChangeBase", "description": "An instance of fpml5.confirmation.TradeChangeBase", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeChangeBase", "pattern": "^fpml5\\.confirmation\\.TradeChangeBase$", "description": "The class identifier for this type" }, "agreementDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "agreementDate", "effectiveDate"] }, "fpml5.confirmation.TradeChangeContent": { "title": "TradeChangeContent", "description": "An instance of fpml5.confirmation.TradeChangeContent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeChangeContent", "pattern": "^fpml5\\.confirmation\\.TradeChangeContent$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "changeEventGroup": { "type": "string" } }, "required": ["$class", "effectiveDate", "changeEventGroup"] }, "fpml5.confirmation.TradeDifference": { "title": "TradeDifference", "description": "An instance of fpml5.confirmation.TradeDifference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeDifference", "pattern": "^fpml5\\.confirmation\\.TradeDifference$", "description": "The class identifier for this type" }, "differenceType": { "$ref": "#/definitions/fpml5.confirmation.DifferenceTypeEnum" }, "differenceSeverity": { "$ref": "#/definitions/fpml5.confirmation.DifferenceSeverityEnum" }, "element": { "type": "string" }, "basePath": { "type": "string" }, "baseValue": { "type": "string" }, "otherPath": { "type": "string" }, "otherValue": { "type": "string" }, "missingElement": { "type": "array", "items": { "type": "string" } }, "extraElement": { "type": "array", "items": { "type": "string" } }, "message": { "type": "string" } }, "required": ["$class", "differenceType", "differenceSeverity", "element", "message"] }, "fpml5.confirmation.TradeHeader": { "title": "TradeHeader", "description": "An instance of fpml5.confirmation.TradeHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeHeader", "pattern": "^fpml5\\.confirmation\\.TradeHeader$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TradeId": { "title": "TradeId", "description": "An instance of fpml5.confirmation.TradeId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeId", "pattern": "^fpml5\\.confirmation\\.TradeId$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "tradeIdScheme": { "type": "string" } }, "required": ["$class", "tradeIdScheme"] }, "fpml5.confirmation.TradeIdentifier": { "title": "TradeIdentifier", "description": "An instance of fpml5.confirmation.TradeIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeIdentifier", "pattern": "^fpml5\\.confirmation\\.TradeIdentifier$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TradeIdentifierExtended": { "title": "TradeIdentifierExtended", "description": "An instance of fpml5.confirmation.TradeIdentifierExtended", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeIdentifierExtended", "pattern": "^fpml5\\.confirmation\\.TradeIdentifierExtended$", "description": "The class identifier for this type" }, "group": { "type": "array", "items": { "type": "string" } }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TradeLegPriceChange": { "title": "TradeLegPriceChange", "description": "An instance of fpml5.confirmation.TradeLegPriceChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeLegPriceChange", "pattern": "^fpml5\\.confirmation\\.TradeLegPriceChange$", "description": "The class identifier for this type" }, "priceChangeAmount": { "type": "number" }, "newPrice": { "type": "number" } }, "required": ["$class", "priceChangeAmount", "newPrice"] }, "fpml5.confirmation.TradeLegSizeChange": { "title": "TradeLegSizeChange", "description": "An instance of fpml5.confirmation.TradeLegSizeChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeLegSizeChange", "pattern": "^fpml5\\.confirmation\\.TradeLegSizeChange$", "description": "The class identifier for this type" }, "changeInNumberOfOptions": { "type": "number" }, "outstandingNumberOfOptions": { "type": "number" }, "changeInNumberOfUnits": { "type": "number" }, "outstandingNumberOfUnits": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.TradeMaturity": { "title": "TradeMaturity", "description": "An instance of fpml5.confirmation.TradeMaturity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeMaturity", "pattern": "^fpml5\\.confirmation\\.TradeMaturity$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "date"] }, "fpml5.confirmation.TradeNotionalChange": { "title": "TradeNotionalChange", "description": "An instance of fpml5.confirmation.TradeNotionalChange", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeNotionalChange", "pattern": "^fpml5\\.confirmation\\.TradeNotionalChange$", "description": "The class identifier for this type" }, "changeInNumberOfOptions": { "type": "number" }, "outstandingNumberOfOptions": { "type": "number" }, "changeInNumberOfUnits": { "type": "number" }, "outstandingNumberOfUnits": { "type": "number" }, "agreementDate": { "format": "date-time", "type": "string" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "agreementDate", "effectiveDate"] }, "fpml5.confirmation.TradeNovationContent": { "title": "TradeNovationContent", "description": "An instance of fpml5.confirmation.TradeNovationContent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeNovationContent", "pattern": "^fpml5\\.confirmation\\.TradeNovationContent$", "description": "The class identifier for this type" }, "novationDate": { "format": "date-time", "type": "string" }, "novationTradeDate": { "format": "date-time", "type": "string" }, "novatedNumberOfOptions": { "type": "number" }, "remainingNumberOfOptions": { "type": "number" }, "novatedNumberOfUnits": { "type": "number" }, "remainingNumberOfUnits": { "type": "number" }, "fullFirstCalculationPeriod": { "type": "boolean" } }, "required": ["$class", "novationDate"] }, "fpml5.confirmation.TradePackage": { "title": "TradePackage", "description": "An instance of fpml5.confirmation.TradePackage", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradePackage", "pattern": "^fpml5\\.confirmation\\.TradePackage$", "description": "The class identifier for this type" }, "tradeReferenceInformationModel": { "type": "array", "items": { "type": "string" } } }, "required": ["$class"] }, "fpml5.confirmation.TradeProcessingTimestamps": { "title": "TradeProcessingTimestamps", "description": "An instance of fpml5.confirmation.TradeProcessingTimestamps", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeProcessingTimestamps", "pattern": "^fpml5\\.confirmation\\.TradeProcessingTimestamps$", "description": "The class identifier for this type" }, "orderEntered": { "format": "date-time", "type": "string" }, "orderSubmitted": { "format": "date-time", "type": "string" }, "publiclyReported": { "format": "date-time", "type": "string" }, "publicReportAccepted": { "format": "date-time", "type": "string" }, "publicReportUpdated": { "format": "date-time", "type": "string" }, "nonpubliclyReported": { "format": "date-time", "type": "string" }, "nonpublicReportAccepted": { "format": "date-time", "type": "string" }, "nonpublicReportUpdated": { "format": "date-time", "type": "string" }, "submittedForConfirmation": { "format": "date-time", "type": "string" }, "updatedForConfirmation": { "format": "date-time", "type": "string" }, "confirmed": { "format": "date-time", "type": "string" }, "submittedForClearing": { "format": "date-time", "type": "string" }, "updatedForClearing": { "format": "date-time", "type": "string" }, "cleared": { "format": "date-time", "type": "string" }, "allocationsSubmitted": { "format": "date-time", "type": "string" }, "allocationsUpdated": { "format": "date-time", "type": "string" }, "allocationsCompleted": { "format": "date-time", "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Trader": { "title": "Trader", "description": "An instance of fpml5.confirmation.Trader", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Trader", "pattern": "^fpml5\\.confirmation\\.Trader$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "traderScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TradeReferenceInformation": { "title": "TradeReferenceInformation", "description": "An instance of fpml5.confirmation.TradeReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeReferenceInformation", "pattern": "^fpml5\\.confirmation\\.TradeReferenceInformation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TradeSummary": { "title": "TradeSummary", "description": "An instance of fpml5.confirmation.TradeSummary", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeSummary", "pattern": "^fpml5\\.confirmation\\.TradeSummary$", "description": "The class identifier for this type" }, "isPackageTrade": { "type": "boolean" }, "isPrimeBrokerTrade": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.TradeTimestamp": { "title": "TradeTimestamp", "description": "An instance of fpml5.confirmation.TradeTimestamp", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeTimestamp", "pattern": "^fpml5\\.confirmation\\.TradeTimestamp$", "description": "The class identifier for this type" }, "value": { "format": "date-time", "type": "string" } }, "required": ["$class", "value"] }, "fpml5.confirmation.TradeUnderlyer2": { "title": "TradeUnderlyer2", "description": "An instance of fpml5.confirmation.TradeUnderlyer2", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeUnderlyer2", "pattern": "^fpml5\\.confirmation\\.TradeUnderlyer2$", "description": "The class identifier for this type" }, "underlyingAssetGroup": { "type": "string" }, "averagingMethod": { "$ref": "#/definitions/fpml5.confirmation.AveragingMethodEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TradeWrapper": { "title": "TradeWrapper", "description": "An instance of fpml5.confirmation.TradeWrapper", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradeWrapper", "pattern": "^fpml5\\.confirmation\\.TradeWrapper$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TradingInstructionOverride": { "title": "TradingInstructionOverride", "description": "An instance of fpml5.confirmation.TradingInstructionOverride", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradingInstructionOverride", "pattern": "^fpml5\\.confirmation\\.TradingInstructionOverride$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TradingWaiver": { "title": "TradingWaiver", "description": "An instance of fpml5.confirmation.TradingWaiver", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TradingWaiver", "pattern": "^fpml5\\.confirmation\\.TradingWaiver$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "tradingWaiverScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Tranche": { "title": "Tranche", "description": "An instance of fpml5.confirmation.Tranche", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Tranche", "pattern": "^fpml5\\.confirmation\\.Tranche$", "description": "The class identifier for this type" }, "attachmentPoint": { "type": "number" }, "exhaustionPoint": { "type": "number" }, "incurredRecoveryApplicable": { "type": "boolean" } }, "required": ["$class", "attachmentPoint", "exhaustionPoint"] }, "fpml5.confirmation.TransactionCharacteristic": { "title": "TransactionCharacteristic", "description": "An instance of fpml5.confirmation.TransactionCharacteristic", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TransactionCharacteristic", "pattern": "^fpml5\\.confirmation\\.TransactionCharacteristic$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "transactionCharacteristicScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.TransferFeeDefinition": { "title": "TransferFeeDefinition", "description": "An instance of fpml5.confirmation.TransferFeeDefinition", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TransferFeeDefinition", "pattern": "^fpml5\\.confirmation\\.TransferFeeDefinition$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TransferFeeRule": { "title": "TransferFeeRule", "description": "An instance of fpml5.confirmation.TransferFeeRule", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TransferFeeRule", "pattern": "^fpml5\\.confirmation\\.TransferFeeRule$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "transferFeeRuleScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Trigger": { "title": "Trigger", "description": "An instance of fpml5.confirmation.Trigger", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Trigger", "pattern": "^fpml5\\.confirmation\\.Trigger$", "description": "The class identifier for this type" }, "level": { "type": "number" }, "levelPercentage": { "type": "number" }, "triggerType": { "$ref": "#/definitions/fpml5.confirmation.TriggerTypeEnum" }, "triggerTimeType": { "$ref": "#/definitions/fpml5.confirmation.TriggerTimeTypeEnum" } }, "required": ["$class"] }, "fpml5.confirmation.TriggerEvent": { "title": "TriggerEvent", "description": "An instance of fpml5.confirmation.TriggerEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TriggerEvent", "pattern": "^fpml5\\.confirmation\\.TriggerEvent$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.TriggerRateObservation": { "title": "TriggerRateObservation", "description": "An instance of fpml5.confirmation.TriggerRateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TriggerRateObservation", "pattern": "^fpml5\\.confirmation\\.TriggerRateObservation$", "description": "The class identifier for this type" }, "observationDate": { "format": "date-time", "type": "string" }, "triggerRate": { "type": "number" }, "observedRate": { "type": "number" }, "triggerCondition": { "$ref": "#/definitions/fpml5.confirmation.TriggerConditionEnum" } }, "required": ["$class", "observationDate", "triggerCondition"] }, "fpml5.confirmation.TriParty": { "title": "TriParty", "description": "An instance of fpml5.confirmation.TriParty", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.TriParty", "pattern": "^fpml5\\.confirmation\\.TriParty$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.Underlyer": { "title": "Underlyer", "description": "An instance of fpml5.confirmation.Underlyer", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Underlyer", "pattern": "^fpml5\\.confirmation\\.Underlyer$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.UnderlyerInterestLeg": { "title": "UnderlyerInterestLeg", "description": "An instance of fpml5.confirmation.UnderlyerInterestLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnderlyerInterestLeg", "pattern": "^fpml5\\.confirmation\\.UnderlyerInterestLeg$", "description": "The class identifier for this type" }, "fixedRate": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.UnderlyerLoanRate": { "title": "UnderlyerLoanRate", "description": "An instance of fpml5.confirmation.UnderlyerLoanRate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnderlyerLoanRate", "pattern": "^fpml5\\.confirmation\\.UnderlyerLoanRate$", "description": "The class identifier for this type" }, "lossOfStockBorrow": { "type": "boolean" }, "maximumStockLoanRate": { "type": "number" }, "increasedCostOfStockBorrow": { "type": "boolean" }, "initialStockLoanRate": { "type": "number" } }, "required": ["$class"] }, "fpml5.confirmation.UnderlyerReference": { "title": "UnderlyerReference", "description": "An instance of fpml5.confirmation.UnderlyerReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnderlyerReference", "pattern": "^fpml5\\.confirmation\\.UnderlyerReference$", "description": "The class identifier for this type" }, "href": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.UnderlyingAssetTranche": { "title": "UnderlyingAssetTranche", "description": "An instance of fpml5.confirmation.UnderlyingAssetTranche", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnderlyingAssetTranche", "pattern": "^fpml5\\.confirmation\\.UnderlyingAssetTranche$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "loanTrancheScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Unit": { "title": "Unit", "description": "An instance of fpml5.confirmation.Unit", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Unit", "pattern": "^fpml5\\.confirmation\\.Unit$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "unitScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.UnitQuantity": { "title": "UnitQuantity", "description": "An instance of fpml5.confirmation.UnitQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnitQuantity", "pattern": "^fpml5\\.confirmation\\.UnitQuantity$", "description": "The class identifier for this type" }, "quantity": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quantity"] }, "fpml5.confirmation.UnitQuantityRef": { "title": "UnitQuantityRef", "description": "An instance of fpml5.confirmation.UnitQuantityRef", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnitQuantityRef", "pattern": "^fpml5\\.confirmation\\.UnitQuantityRef$", "description": "The class identifier for this type" }, "quantity": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quantity"] }, "fpml5.confirmation.UnprocessedElementWrapper": { "title": "UnprocessedElementWrapper", "description": "An instance of fpml5.confirmation.UnprocessedElementWrapper", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UnprocessedElementWrapper", "pattern": "^fpml5\\.confirmation\\.UnprocessedElementWrapper$", "description": "The class identifier for this type" }, "any": { "type": "string" } }, "required": ["$class", "any"] }, "fpml5.confirmation.UpfrontFeePayment": { "title": "UpfrontFeePayment", "description": "An instance of fpml5.confirmation.UpfrontFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UpfrontFeePayment", "pattern": "^fpml5\\.confirmation\\.UpfrontFeePayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.UtilizationAmounts": { "title": "UtilizationAmounts", "description": "An instance of fpml5.confirmation.UtilizationAmounts", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UtilizationAmounts", "pattern": "^fpml5\\.confirmation\\.UtilizationAmounts$", "description": "The class identifier for this type" }, "fundedAmount": { "type": "number" }, "unfundedAmount": { "type": "number" } }, "required": ["$class", "fundedAmount", "unfundedAmount"] }, "fpml5.confirmation.UtilizationPeriod": { "title": "UtilizationPeriod", "description": "An instance of fpml5.confirmation.UtilizationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.UtilizationPeriod", "pattern": "^fpml5\\.confirmation\\.UtilizationPeriod$", "description": "The class identifier for this type" }, "startDate": { "format": "date-time", "type": "string" }, "endDate": { "format": "date-time", "type": "string" }, "numberOfDays": { "type": "number" } }, "required": ["$class", "startDate", "endDate", "numberOfDays"] }, "fpml5.confirmation.Validation": { "title": "Validation", "description": "An instance of fpml5.confirmation.Validation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Validation", "pattern": "^fpml5\\.confirmation\\.Validation$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "validationScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Valuation": { "title": "Valuation", "description": "An instance of fpml5.confirmation.Valuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Valuation", "pattern": "^fpml5\\.confirmation\\.Valuation$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationDate": { "title": "ValuationDate", "description": "An instance of fpml5.confirmation.ValuationDate", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationDate", "pattern": "^fpml5\\.confirmation\\.ValuationDate$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationDatesReference": { "title": "ValuationDatesReference", "description": "An instance of fpml5.confirmation.ValuationDatesReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationDatesReference", "pattern": "^fpml5\\.confirmation\\.ValuationDatesReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationDocument": { "title": "ValuationDocument", "description": "An instance of fpml5.confirmation.ValuationDocument", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationDocument", "pattern": "^fpml5\\.confirmation\\.ValuationDocument$", "description": "The class identifier for this type" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.ValuationPostponement": { "title": "ValuationPostponement", "description": "An instance of fpml5.confirmation.ValuationPostponement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationPostponement", "pattern": "^fpml5\\.confirmation\\.ValuationPostponement$", "description": "The class identifier for this type" }, "maximumDaysOfPostponement": { "type": "integer" } }, "required": ["$class", "maximumDaysOfPostponement"] }, "fpml5.confirmation.ValuationReference": { "title": "ValuationReference", "description": "An instance of fpml5.confirmation.ValuationReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationReference", "pattern": "^fpml5\\.confirmation\\.ValuationReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationScenario": { "title": "ValuationScenario", "description": "An instance of fpml5.confirmation.ValuationScenario", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationScenario", "pattern": "^fpml5\\.confirmation\\.ValuationScenario$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationScenarioReference": { "title": "ValuationScenarioReference", "description": "An instance of fpml5.confirmation.ValuationScenarioReference", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationScenarioReference", "pattern": "^fpml5\\.confirmation\\.ValuationScenarioReference$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationSet": { "title": "ValuationSet", "description": "An instance of fpml5.confirmation.ValuationSet", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationSet", "pattern": "^fpml5\\.confirmation\\.ValuationSet$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ValuationSetDetail": { "title": "ValuationSetDetail", "description": "An instance of fpml5.confirmation.ValuationSetDetail", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ValuationSetDetail", "pattern": "^fpml5\\.confirmation\\.ValuationSetDetail$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "valuationSetDetailScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Variance": { "title": "Variance", "description": "An instance of fpml5.confirmation.Variance", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Variance", "pattern": "^fpml5\\.confirmation\\.Variance$", "description": "The class identifier for this type" }, "volatilityStrikePrice": { "type": "number" }, "varianceStrikePrice": { "type": "number" }, "varianceCap": { "type": "boolean" }, "unadjustedVarianceCap": { "type": "number" }, "vegaNotionalAmount": { "type": "number" }, "initialLevel": { "type": "number" }, "closingLevel": { "type": "boolean" }, "expiringLevel": { "type": "boolean" }, "expectedN": { "type": "integer" } }, "required": ["$class"] }, "fpml5.confirmation.VarianceAmount": { "title": "VarianceAmount", "description": "An instance of fpml5.confirmation.VarianceAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VarianceAmount", "pattern": "^fpml5\\.confirmation\\.VarianceAmount$", "description": "The class identifier for this type" }, "optionsExchangeDividends": { "type": "boolean" }, "additionalDividends": { "type": "boolean" }, "allDividends": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.VarianceLeg": { "title": "VarianceLeg", "description": "An instance of fpml5.confirmation.VarianceLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VarianceLeg", "pattern": "^fpml5\\.confirmation\\.VarianceLeg$", "description": "The class identifier for this type" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VarianceOptionTransactionSupplement": { "title": "VarianceOptionTransactionSupplement", "description": "An instance of fpml5.confirmation.VarianceOptionTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VarianceOptionTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.VarianceOptionTransactionSupplement$", "description": "The class identifier for this type" }, "exchangeLookAlike": { "type": "boolean" }, "methodOfAdjustment": { "$ref": "#/definitions/fpml5.confirmation.MethodOfAdjustmentEnum" }, "optionEntitlement": { "type": "number" }, "multiplier": { "type": "number" }, "optionType": { "$ref": "#/definitions/fpml5.confirmation.OptionTypeEnum" }, "id": { "type": "string" } }, "required": ["$class", "optionType"] }, "fpml5.confirmation.VarianceSwap": { "title": "VarianceSwap", "description": "An instance of fpml5.confirmation.VarianceSwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VarianceSwap", "pattern": "^fpml5\\.confirmation\\.VarianceSwap$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VarianceSwapTransactionSupplement": { "title": "VarianceSwapTransactionSupplement", "description": "An instance of fpml5.confirmation.VarianceSwapTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VarianceSwapTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.VarianceSwapTransactionSupplement$", "description": "The class identifier for this type" }, "multipleExchangeIndexAnnexFallback": { "type": "boolean" }, "componentSecurityIndexAnnexFallback": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.Velocity": { "title": "Velocity", "description": "An instance of fpml5.confirmation.Velocity", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Velocity", "pattern": "^fpml5\\.confirmation\\.Velocity$", "description": "The class identifier for this type" }, "periodMultiplier": { "type": "integer" }, "period": { "$ref": "#/definitions/fpml5.confirmation.PeriodTimeEnum" } }, "required": ["$class", "periodMultiplier", "period"] }, "fpml5.confirmation.VerificationMethod": { "title": "VerificationMethod", "description": "An instance of fpml5.confirmation.VerificationMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VerificationMethod", "pattern": "^fpml5\\.confirmation\\.VerificationMethod$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "verificationMethodScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VerificationStatus": { "title": "VerificationStatus", "description": "An instance of fpml5.confirmation.VerificationStatus", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VerificationStatus", "pattern": "^fpml5\\.confirmation\\.VerificationStatus$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "verificationStatusScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VerificationStatusNotification": { "title": "VerificationStatusNotification", "description": "An instance of fpml5.confirmation.VerificationStatusNotification", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VerificationStatusNotification", "pattern": "^fpml5\\.confirmation\\.VerificationStatusNotification$", "description": "The class identifier for this type" }, "sequenceNumber": { "type": "integer" }, "actualBuild": { "type": "integer" }, "expectedBuild": { "type": "integer" }, "fpmlVersion": { "type": "string" } }, "required": ["$class", "fpmlVersion"] }, "fpml5.confirmation.VersionedContractId": { "title": "VersionedContractId", "description": "An instance of fpml5.confirmation.VersionedContractId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VersionedContractId", "pattern": "^fpml5\\.confirmation\\.VersionedContractId$", "description": "The class identifier for this type" }, "version": { "type": "integer" } }, "required": ["$class", "version"] }, "fpml5.confirmation.VersionedTradeId": { "title": "VersionedTradeId", "description": "An instance of fpml5.confirmation.VersionedTradeId", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VersionedTradeId", "pattern": "^fpml5\\.confirmation\\.VersionedTradeId$", "description": "The class identifier for this type" }, "version": { "type": "integer" } }, "required": ["$class", "version"] }, "fpml5.confirmation.Volatility": { "title": "Volatility", "description": "An instance of fpml5.confirmation.Volatility", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Volatility", "pattern": "^fpml5\\.confirmation\\.Volatility$", "description": "The class identifier for this type" }, "volatilityStrikePrice": { "type": "number" }, "vegaNotionalAmount": { "type": "number" }, "initialLevel": { "type": "number" }, "closingLevel": { "type": "boolean" }, "expiringLevel": { "type": "boolean" }, "expectedN": { "type": "integer" } }, "required": ["$class", "volatilityStrikePrice", "vegaNotionalAmount"] }, "fpml5.confirmation.VolatilityAmount": { "title": "VolatilityAmount", "description": "An instance of fpml5.confirmation.VolatilityAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilityAmount", "pattern": "^fpml5\\.confirmation\\.VolatilityAmount$", "description": "The class identifier for this type" }, "optionsExchangeDividends": { "type": "boolean" }, "additionalDividends": { "type": "boolean" }, "allDividends": { "type": "boolean" } }, "required": ["$class"] }, "fpml5.confirmation.VolatilityCap": { "title": "VolatilityCap", "description": "An instance of fpml5.confirmation.VolatilityCap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilityCap", "pattern": "^fpml5\\.confirmation\\.VolatilityCap$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "totalVolatilityCap": { "type": "number" }, "volatilityCapFactor": { "type": "number" }, "totalVolatilityCap1": { "type": "number" } }, "required": ["$class", "applicable"] }, "fpml5.confirmation.VolatilityLeg": { "title": "VolatilityLeg", "description": "An instance of fpml5.confirmation.VolatilityLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilityLeg", "pattern": "^fpml5\\.confirmation\\.VolatilityLeg$", "description": "The class identifier for this type" }, "settlementType": { "$ref": "#/definitions/fpml5.confirmation.SettlementTypeEnum" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VolatilityMatrix": { "title": "VolatilityMatrix", "description": "An instance of fpml5.confirmation.VolatilityMatrix", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilityMatrix", "pattern": "^fpml5\\.confirmation\\.VolatilityMatrix$", "description": "The class identifier for this type" }, "buildDateTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VolatilityRepresentation": { "title": "VolatilityRepresentation", "description": "An instance of fpml5.confirmation.VolatilityRepresentation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilityRepresentation", "pattern": "^fpml5\\.confirmation\\.VolatilityRepresentation$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VolatilitySwap": { "title": "VolatilitySwap", "description": "An instance of fpml5.confirmation.VolatilitySwap", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilitySwap", "pattern": "^fpml5\\.confirmation\\.VolatilitySwap$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.VolatilitySwapTransactionSupplement": { "title": "VolatilitySwapTransactionSupplement", "description": "An instance of fpml5.confirmation.VolatilitySwapTransactionSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.VolatilitySwapTransactionSupplement", "pattern": "^fpml5\\.confirmation\\.VolatilitySwapTransactionSupplement$", "description": "The class identifier for this type" }, "multipleExchangeIndexAnnexFallback": { "type": "boolean" }, "componentSecurityIndexAnnexFallback": { "type": "boolean" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WaiverFeePayment": { "title": "WaiverFeePayment", "description": "An instance of fpml5.confirmation.WaiverFeePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WaiverFeePayment", "pattern": "^fpml5\\.confirmation\\.WaiverFeePayment$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "comment": { "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.WeatherCalculationPeriod": { "title": "WeatherCalculationPeriod", "description": "An instance of fpml5.confirmation.WeatherCalculationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherCalculationPeriod", "pattern": "^fpml5\\.confirmation\\.WeatherCalculationPeriod$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.WeatherCalculationPeriods": { "title": "WeatherCalculationPeriods", "description": "An instance of fpml5.confirmation.WeatherCalculationPeriods", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherCalculationPeriods", "pattern": "^fpml5\\.confirmation\\.WeatherCalculationPeriods$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WeatherIndex": { "title": "WeatherIndex", "description": "An instance of fpml5.confirmation.WeatherIndex", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherIndex", "pattern": "^fpml5\\.confirmation\\.WeatherIndex$", "description": "The class identifier for this type" }, "quantity": { "type": "number" }, "id": { "type": "string" } }, "required": ["$class", "quantity"] }, "fpml5.confirmation.WeatherIndexData": { "title": "WeatherIndexData", "description": "An instance of fpml5.confirmation.WeatherIndexData", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherIndexData", "pattern": "^fpml5\\.confirmation\\.WeatherIndexData$", "description": "The class identifier for this type" }, "finalEditedData": { "type": "boolean" }, "alternativeDataProvider": { "type": "boolean" }, "synopticDataFallback": { "type": "boolean" }, "adjustmentToFallbackWeatherStation": { "type": "boolean" } }, "required": ["$class", "finalEditedData", "alternativeDataProvider", "synopticDataFallback"] }, "fpml5.confirmation.WeatherLeg": { "title": "WeatherLeg", "description": "An instance of fpml5.confirmation.WeatherLeg", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherLeg", "pattern": "^fpml5\\.confirmation\\.WeatherLeg$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WeatherLegCalculation": { "title": "WeatherLegCalculation", "description": "An instance of fpml5.confirmation.WeatherLegCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherLegCalculation", "pattern": "^fpml5\\.confirmation\\.WeatherLegCalculation$", "description": "The class identifier for this type" }, "settlementLevel": { "$ref": "#/definitions/fpml5.confirmation.WeatherSettlementLevelEnum" }, "referenceLevelEqualsZero": { "type": "boolean" }, "dataCorrection": { "type": "boolean" } }, "required": ["$class", "settlementLevel", "referenceLevelEqualsZero", "dataCorrection"] }, "fpml5.confirmation.WeatherStation": { "title": "WeatherStation", "description": "An instance of fpml5.confirmation.WeatherStation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherStation", "pattern": "^fpml5\\.confirmation\\.WeatherStation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.WeatherStationAirport": { "title": "WeatherStationAirport", "description": "An instance of fpml5.confirmation.WeatherStationAirport", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherStationAirport", "pattern": "^fpml5\\.confirmation\\.WeatherStationAirport$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "weatherStationAirportScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WeatherStationWBAN": { "title": "WeatherStationWBAN", "description": "An instance of fpml5.confirmation.WeatherStationWBAN", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherStationWBAN", "pattern": "^fpml5\\.confirmation\\.WeatherStationWBAN$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "weatherStationWBANScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WeatherStationWMO": { "title": "WeatherStationWMO", "description": "An instance of fpml5.confirmation.WeatherStationWMO", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeatherStationWMO", "pattern": "^fpml5\\.confirmation\\.WeatherStationWMO$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "id": { "type": "string" }, "weatherStationWMOScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WeightedAveragingObservation": { "title": "WeightedAveragingObservation", "description": "An instance of fpml5.confirmation.WeightedAveragingObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeightedAveragingObservation", "pattern": "^fpml5\\.confirmation\\.WeightedAveragingObservation$", "description": "The class identifier for this type" }, "dateTime": { "format": "date-time", "type": "string" }, "observationNumber": { "type": "integer" }, "weight": { "type": "number" } }, "required": ["$class", "weight"] }, "fpml5.confirmation.WeightedPartialDerivative": { "title": "WeightedPartialDerivative", "description": "An instance of fpml5.confirmation.WeightedPartialDerivative", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WeightedPartialDerivative", "pattern": "^fpml5\\.confirmation\\.WeightedPartialDerivative$", "description": "The class identifier for this type" }, "weight": { "type": "number" } }, "required": ["$class", "weight"] }, "fpml5.confirmation.Withdrawal": { "title": "Withdrawal", "description": "An instance of fpml5.confirmation.Withdrawal", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.Withdrawal", "pattern": "^fpml5\\.confirmation\\.Withdrawal$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "effectiveDate"] }, "fpml5.confirmation.WithdrawalPartyTradeInformation": { "title": "WithdrawalPartyTradeInformation", "description": "An instance of fpml5.confirmation.WithdrawalPartyTradeInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WithdrawalPartyTradeInformation", "pattern": "^fpml5\\.confirmation\\.WithdrawalPartyTradeInformation$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "fpml5.confirmation.WithdrawalReason": { "title": "WithdrawalReason", "description": "An instance of fpml5.confirmation.WithdrawalReason", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WithdrawalReason", "pattern": "^fpml5\\.confirmation\\.WithdrawalReason$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "withdrawalReasonScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.WithholdingTaxReason": { "title": "WithholdingTaxReason", "description": "An instance of fpml5.confirmation.WithholdingTaxReason", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.WithholdingTaxReason", "pattern": "^fpml5\\.confirmation\\.WithholdingTaxReason$", "description": "The class identifier for this type" }, "value": { "type": "string" }, "withholdingTaxReasonScheme": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.YieldCurve": { "title": "YieldCurve", "description": "An instance of fpml5.confirmation.YieldCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.YieldCurve", "pattern": "^fpml5\\.confirmation\\.YieldCurve$", "description": "The class identifier for this type" }, "algorithm": { "type": "string" }, "name": { "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.YieldCurveMethod": { "title": "YieldCurveMethod", "description": "An instance of fpml5.confirmation.YieldCurveMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.YieldCurveMethod", "pattern": "^fpml5\\.confirmation\\.YieldCurveMethod$", "description": "The class identifier for this type" }, "quotationRateType": { "$ref": "#/definitions/fpml5.confirmation.QuotationRateTypeEnum" } }, "required": ["$class", "quotationRateType"] }, "fpml5.confirmation.YieldCurveValuation": { "title": "YieldCurveValuation", "description": "An instance of fpml5.confirmation.YieldCurveValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.YieldCurveValuation", "pattern": "^fpml5\\.confirmation\\.YieldCurveValuation$", "description": "The class identifier for this type" }, "buildDateTime": { "format": "date-time", "type": "string" }, "id": { "type": "string" } }, "required": ["$class"] }, "fpml5.confirmation.ZeroRateCurve": { "title": "ZeroRateCurve", "description": "An instance of fpml5.confirmation.ZeroRateCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "fpml5.confirmation.ZeroRateCurve", "pattern": "^fpml5\\.confirmation\\.ZeroRateCurve$", "description": "The class identifier for this type" } }, "required": ["$class"] } } }