ISDA – FpML 5.8 – Products Framework v2014.10 (page 2 of 2 - supplemental) Http://www.fpml.org/documents/FpML5-products-framework.pdf Http://www.fpml.org/documents/FpML5-products-framework-supplemental.pdf L Leg model Leg InterestRate Stream FeeLeg <swapStream> <capFloorStream> FxSwapLeg <feeLeg> Commodity ForwardLeg DirectionalLeg <nearLeg> <farLeg> <returnSwapLeg> (substitution group) FixedPaymentLeg <fixedLeg> ReturnSwapLeg Underlyer <returnLeg> DirectionalLeg Underlyer <dividendLeg> DirectionalLeg UnderlyerValuation <varianceLeg> <correlationLeg> InterestLeg <interestLeg> ReturnLeg <returnLeg> <commodityForwardLeg> (substitution group) Physical ForwardLeg <bullionPhysicalLeg> NonPeriodicFixed PriceLeg <fixedLeg> commodityPerformance SwapLeg Commodity SwapLeg <commodityPerformanceSwapLeg> (substitution group) <commoditySwapLeg> (substitution group) Commodity InterestLeg FinancialSwapLeg <commodityInterestLeg> <fixedLeg> (of type FixedPriceLeg) <floatingLeg> (of type FloatingPriceLeg) Commodity ReturnLeg <commodityReturnLeg> PhysicalSwapLeg <coalPhysicalLeg> <electricityPhysicalLeg> <gasPhysicalLeg> <oilPhysicalLeg> fpml-option-shared.xsd Option model Product Legend Product abstract element to be substituted by a Option product Reusable schema component used to derive product elements. (e.g., product swap is derived from base type Swap) FpML element used to model one or more financial products Type product OptionBase OptionBaseExtended Type Schema element product is of type Type product product Type Type Type is extending product <leg> Leg element derived from abstract generic type <leg> Potential source of Leg information Leg ^ + * This model is based on the product list in the FpML Confirmation and Reporting views. Copyright © 2014 International Swaps and Derivatives Association, Inc. All rights reserved.