CapeTools FpML SwapsExt

• AdditionalPayments - Determines whether there are any additional payments included within the swap contract.
• AdditionalPaymentsAmount - Returns an array of the additional payment's amounts included within the swap contract.
• AdditionalPaymentsBDC - Returns an array of the additional payment's Business Day convention from the date Adjustments object stored within the additional payment objects.
• AdditionalPaymentsCcy - Returns an array of the additional payment's currenies included within the swap contract.
• AdditionalPaymentsPayDate - Returns an array of the additional payment's unAdjusted payment dates included within the swap contract.
• BermOptETRelDateBCs - Returns an array of the Bermudan Exercise date's Business Centers stored within the relativeDate objects optionalEarlyTermination object.
• BermOptETRelDateBDC - Returns the Bermudan Exercise date's Business Day Convention stored within the relativeDate objects optionalEarlyTermination object.
• BermOptETRelDateDayType - Returns the Bermudan Exercise date's DayType stored within the relativeDate objects optionalEarlyTermination object.
• BermOptETRelDatePeriod - Returns the Bermudan Exercise dates Period stored within the relativeDate objects optionalEarlyTermination object.
• BermOptETRelDatePeriodMultiplier - Returns the Bermudan Exercise dates Period Multiplier stored within the relativeDate objects optionalEarlyTermination object.
• BermOptETRelDateRelativeTo - Returns the Bermudan Exercise date's RelativeTo ID stored within the relativeDate objects optionalEarlyTermination object.
• EuroOptETRelUndDateBCs - Returns an array of the expiration relevant underlying date's Business Centers within the european optionalEarlyTermination object.
• EuroOptETRelUndDateBDC - Returns the expiration relevant underlying date's Business Day convention within the european optionalEarlyTermination object.
• EuroOptETRelUndDateDayType - Returns the expiration relevant underlying date's DayType within the european optionalEarlyTermination object.
• EuroOptETRelUndDateMultiplier - Returns the expiration relevant underlying date's period multiplier within the european optionalEarlyTermination object.
• EuroOptETRelUndDatePeriod - Returns the expiration relevant underlying date's period within the european optionalEarlyTermination object.
• EuroOptETRelUndDateRelativeTo - Returns the object ID in which the expiration relevant underlying date is relative to within the european optionalEarlyTermination object.
• IsBermOptEarlyTermination - Is there a bermudan optionalEarlyTermination object stored within the swap? The XPath query which can also be passed to the FpMLGenericQuery() function to generate the same result is : count(/FpML/trade[1]/swap[1]/earlyTerminationProvision[1]/optionalEarlyTermination[1]/bermudaExercise) > 0.
• IsBermRelDatesInRelUndDateObj - Is there a relativeDates object stored within the relevant UnderlyingDate object which is stored within the optional EarlyTermination's bermudaExercise object.
• IsBermRelUndDate - Is there a relevant UnderlyingDate object stored within the optional EarlyTermination's bermudaExercise object.
• IsCalculationAgent - Is there a Calculation Agent object stored within this swap.
• IsEarlyTerminationProvision - Is there an earlyTerminationProvision object present within the swap? The XPath query which can also be passed to the FpMLGenericQuery() function to generate the same result is : count(/FpML/trade[1]/swap[1]/earlyTerminationProvision) > 0.
• IsEuroOptETRelUndDate - Returns whether there is an expiration relevant underlying date object present within the european optionalEarlyTermination object.
• IsEuroOptEarlyTermination - Is there an european optionalEarlyTermination object stored within the swap? The XPath query which can also be passed to the FpMLGenericQuery() function to generate the same result is : count(/FpML/trade[1]/swap[1]/earlyTerminationProvision[1]/optionalEarlyTermination[1]/europeanExercise) > 0.
• IsManEarlyTerm - Is there a mandatoryEarlyTermination object present within the swap? The XPath query which can also be passed to the FpMLGenericQuery() function to generate the same result is : count(/FpML/trade[1]/swap[1]/earlyTerminationProvision[1]/mandatoryEarlyTermination) > 0.
• IsOptEarlyTermination - Is there an optionalEarlyTermination object present within the swap? The XPath query which can also be passed to the FpMLGenericQuery() function to generate the same result is : count(/FpML/trade[1]/swap[1]/earlyTerminationProvision[1]/optionalEarlyTermination) > 0.
• ManEarlyTermBCs - Returns an array of the mandatoryEarlyTermination object's Business Centers that will be applied to the unadjuested date.
• ManEarlyTermBDC - Returns the mandatoryEarlyTermination object's Business Day Convention that will be applied to the unadjuested date.
• ManEarlyTermCalcAgentRefs - Returns an array of the mandatoryEarlyTermination object's Calculation Agent Party Reference.
• ManEarlyTermDate - Returns the mandatoryEarlyTermination object's unadjuested date.
• ManEarlyTermID - Returns the mandatoryEarlyTermination object's ID.
• NoOfAdditionalPayments - Returns the number of additional payments included within the swap contract.
• OptETCashPriceMethodCcy - Returns the Cash Settlement price method's currency stored within theoptionalEarlyTermination object.
• OptETCashQuotRateType - Returns the Cash Settlement quotation rate type stored within the optionalEarlyTermination object.
• OptETCashSettledBC - Returns the Cash Settlement Business Center stored within the optionalEarlyTermination object.
• OptETCashSettledPayBCs - Returns an array of the Cash Settlement Payment Dates Business Centers stored within the optionalEarlyTermination object.
• OptETCashSettledPayBDC - Returns the Cash Settlement Payment Date Business Day Convention stored within the optionalEarlyTermination object.
• OptETCashSettledPayDate - Returns the Cash Settlement Payment Date's unadjusted date stored within the optionalEarlyTermination object.
• OptETCashSettledValBCs - Returns an array of the Cash Settlement Valuation Date Business Centers stored within the optionalEarlyTermination object.
• OptETCashSettledValBDC - Returns the Cash Settlement Valuation Date Business Day Convention stored within the optionalEarlyTermination object.
• OptETCashSettledValDayType - Returns the Cash Settlement Valuation DayType stored within the optionalEarlyTermination object.
• OptETCashSettledValPeriod - Returns the Cash Settlement Valuation Date Period stored within the optionalEarlyTermination object.
• OptETCashSettledValPeriodMultiplier - Returns the Cash Settlement Valuation Date Period Multiplier stored within the optionalEarlyTermination object.
• OptETCashSettledValRelativeTo - Returns the Cash Settlement Valuation Date RelativeTo ID stored within the optionalEarlyTermination object.
• OptETCashSettledValTime - Returns the Cash Settlement Valuation Time stored within the optionalEarlyTermination object.
• OptEarlyTermBC - Returns the exercise notice's business center present within the optionalEarlyTermination object.
• OptEarlyTermCalcAgentParty - Returns the Calculation Agents Party stored within the optionalEarlyTermination object.
• OptEarlyTermFollowConfirm - Returns whether there is a followup confirmation present within the optionalEarlyTermination object.
• OptEarlyTermRefID - Returns the exercise notice's party reference ID present within the optionalEarlyTermination object.