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This page provides a collection of links to the UPI Product Definition Documents and associated documentation.

Rates Products

 

All Documents All Documents
RATES Zipped File Spreadsheet

 

Click on a link to view a Product Definition document.

Asset Class Instrument Type Product Name Document
RATES SWAP Basis Link
RATES SWAP Basis_OIS Link
RATES OPTION CapFloor Link
RATES SWAP Cross_Currency_Basis Link
RATES SWAP Cross_Currency_Fixed_Fixed Link
RATES SWAP Cross_Currency_Fixed_Float Link
RATES SWAP Cross_Currency_Fixed_Float_NDS Link
RATES SWAP Cross_Currency_Zero_Coupon Link
RATES SWAP Cross_Currency_Inflation_Swap Link
RATES FORWARD Debt Link
RATES SWAP Fixed_Fixed Link
RATES SWAP Fixed_Float Link
RATES SWAP Fixed_Float_OIS Link
RATES SWAP Fixed_Float_ZeroCoupon Link
RATES FORWARD FRA_Index Link
RATES FORWARD FRA_Other Link
RATES SWAP Inflation_Swap Link
RATES SWAP Inflation_Fixed_Float_YoY Link
RATES SWAP Inflation_Fixed_Float_Zero_Coupon Link
RATES SWAP Inflation_Basis Link
RATES SWAP Inflation_Basis_YoY Link
RATES SWAP Inflation_Basis_Zero_Coupon Link
RATES OPTION Inflation_CapFloor Link
RATES OPTION Swaption Link
RATES OPTION Debt Option Link
RATES OPTION Non-Standard Link
RATES SWAP Non-Standard Link

Credit Products

 

All Documents All Documents
CREDIT Zipped File Spreadsheet

 

Click on a link to view a Product Definition document.

 

Asset Class Instrument Type Product Name Document
CREDIT SWAP Corporate Link
CREDIT SWAP Municipal Link
CREDIT SWAP Sovereign Link
CREDIT SWAP Loan Link
CREDIT SWAP ABS Link
CREDIT SWAP Index Tranche Link
CREDIT SWAP Index Link
CREDIT SWAP Total Return Swap Link
CREDIT OPTION Index Swaption Link
CREDIT OPTION Single Name Swaption Link
CREDIT SWAP Non-Standard Swap Link
CREDIT FORWARD Non-Standard Forward Link
CREDIT OPTION Non-Standard Option Link

Equity Products

 

All Documents All Documents
Equity Zipped File Spreadsheet

Click on a link to view a Product Definition document.

 

Asset Class Instrument Type Product Name Document
EQUITY SWAP Price_Return_Basic_Performance_Single_Name Link
EQUITY SWAP Price_Return_Basic_Performance_Single_Index Link
EQUITY SWAP Price_Return_Basic_Performance_Basket Link
EQUITY SWAP Parameter_Return_Dividend_Single_Name Link
EQUITY SWAP Parameter_Return_Dividend_Single_Index Link
EQUITY SWAP Parameter_Return_Dividend_Basket Link
EQUITY SWAP Parameter_Return_Variance_Single_Name Link
EQUITY SWAP Parameter_Return_Variance_Single_Index Link
EQUITY SWAP Parameter_Return_Variance_Basket Link
EQUITY SWAP Parameter_Return_Volatility_Single_Name Link
EQUITY SWAP Parameter_Return_Volatility_Single_Index Link
EQUITY SWAP Parameter_Return_Volatility_Basket Link
EQUITY SWAP Price_Return_Basic_Performance_Single_Name_CFD Link
EQUITY SWAP Price_Return_Basic_Performance_Single_Index_CFD Link
EQUITY SWAP Price_Return_Basic_Performance_Basket_CFD Link
EQUITY FORWARD Price_Return_Basic_Performance_Single_Name_CFD Link
EQUITY FORWARD Price_Return_Basic_Performance_Single_Index_CFD Link
EQUITY FORWARD Price_Return_Basic_Performance_Basket_CFD Link
EQUITY OPTION Single_Name Link
EQUITY OPTION Single_Index Link
EQUITY OPTION Basket Link
EQUITY FORWARD Price_Return_Basic_Performance_Single_Name Link
EQUITY FORWARD Price_Return_Basic_Performance_Single_Index Link
EQUITY FORWARD Price_Return_Basic_Performance_Basket Link
EQUITY SWAP Portfolio Swap Link
EQUITY SWAP Portfolio Swap Other Link
EQUITY SWAP Portfolio Swap Single Name Link
EQUITY SWAP Portfolio Swap Single Index Link
EQUITY SWAP Non-Standard Swap Link
EQUITY OPTION Non-Standard Option Link
EQUITY FORWARD Non-Standard Forward Link

Foreign Exchange Products

 

All Documents All Documents
FOREIGN EXCHANGE Zipped File Spreadsheet

 

Click on a link to view a Product Definition document.

 

Instrument Type Product Name Document
FOREIGN EXCHANGE FORWARD NDF Link
FOREIGN EXCHANGE OPTION NDO Link
FOREIGN EXCHANGE FORWARD Forward Link
FOREIGN EXCHANGE OPTION Vanilla_Option Link
FOREIGN EXCHANGE OPTION Barrier_Option Link
FOREIGN EXCHANGE OPTION Digital_Option Link
FOREIGN EXCHANGE FORWARD Vol_Var Link
FOREIGN EXCHANGE OPTION Target_Option Link
FOREIGN EXCHANGE OPTION Forward_Vol_Agreement Link
FOREIGN EXCHANGE FORWARD Rolling_Spot Link
FOREIGN EXCHANGE FORWARD Contract_for_Difference Link
FOREIGN EXCHANGE FORWARD Spread-bet Link
FOREIGN EXCHANGE SWAP FX Swap Link
FOREIGN EXCHANGE SWAP NDS Link
FOREIGN EXCHANGE FORWARD Non-Standard Forward Link
FOREIGN EXCHANGE OPTION Non-Standard Option Link

Commodities Products

 

All Documents All Documents
COMMODITIES Zipped File Spreadsheet

 

Click on a link to view a Product Definition document.

 

Asset Class Instrument Type Product Name Document
COMMODITIES SWAP Swap Link
COMMODITIES SWAP Single Index Link
COMMODITIES SWAP Multi Exotic Swap Link
COMMODITIES SWAP Basis Link
COMMODITIES OPTION Option Link
COMMODITIES OPTION Single Index Link
COMMODITIES OPTION Multi Exotic Option Link
COMMODITIES FORWARD Forward Link
COMMODITIES FORWARD Single Index Link
COMMODITIES FORWARD Multi Exotic Forward Link
COMMODITIES OPTION Swaption Link

Non Standard Products

 

All Documents All Documents
NON STANDARD Zipped File Spreadsheet

 

Click on a link to view a Product Definition document.

 

Asset Class Instrument Type Product Name Document
OTHER SWAP Non-Standard Swap Link
OTHER OPTION Non-Standard Option Link
OTHER OTHER Non-Standard Instrument Type Link

Enumerations

 

All Documents All Documents
ENUMERATIONS Zipped File

 

Attribute Enumeration Document
Commodity Index Link
Commodity Reference Price Link
Contract Specification Link
Country Name Link
Credit Index Link
Currency Code Link
Equity Index Link
Reference Rate (inc. Inflation Rate) Link

Other Documents

The following documents provide supporting infromation to the Product Definition documents published in the previous sections:

Asset Class Document
UPI Attribute Validation Document Link
UPI Product Definition Validations and Normalizations Link
UPI Underlier Input Method Link
External References Document Link

Click on a link to view a Product Definition document.

<strong>PRODUCT DEFINITIONS</strong>

 

       
RATES Definitions ZIP File Spreadsheet
Asset Class Instrument Type Product Name Document
RATES SWAP Basis Link
RATES SWAP Basis_OIS Link
RATES OPTION CapFloor Link
RATES SWAP Cross_Currency_Basis Link
RATES SWAP Cross_Currency_Fixed_Fixed Link
RATES SWAP Cross_Currency_Fixed_Float Link
RATES SWAP Cross_Currency_Fixed_Float_NDS Link
RATES SWAP Cross_Currency_Zero_Coupon Link
RATES SWAP Cross_Currency_Inflation_Swap Link
RATES SWAP Fixed_Fixed Link
RATES SWAP Fixed_Float Link
RATES SWAP Fixed_Float_OIS Link
RATES SWAP Fixed_Float_ZeroCoupon Link
RATES FORWARD FRA_Index Link
RATES FORWARD FRA_Other Link
RATES SWAP Inflation_Swap Link
RATES SWAP Inflation_Fixed_Float_YoY Link
RATES SWAP Inflation_Fixed_Float_Zero_Coupon Link
RATES SWAP Inflation_Basis Link
RATES SWAP Inflation_Basis_YoY Link
RATES SWAP Inflation_Basis_Zero_Coupon Link
RATES OPTION Inflation_CapFloor Link
RATES OPTION Swaption Link
RATES OPTION Debt Option Link
RATES OPTION Non-Standard Link
RATES SWAP Non-Standard Link
PRODUCT DEFINITIONS
Rates
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