The type of cashflows associated with OTC derivatives contracts and their lifecycle events. cashflowTypeScheme 1-0 http://www.fpml.org/coding-scheme/cashflow-type http://www.fpml.org/coding-scheme/cashflow-type-1-0 http://www.fpml.org/coding-scheme/cashflow-type-1-0.xml Code Source Description key Premium FpML The premium associated with an OTC contract such as an option or a cap/floor. PrincipalExchange FpML A cashflow which amount typically corresponds to the notional of the contract and that is exchanged between the parties on trade inception and reverted back when the contract is terminated. TerminationFee FpML A cashflow associated with a termination lifecycle event. PartialTerminationFee FpML A cashflow associated with a partial termination lifecycle event. AssignmentFee FpML A cashflow resulting from the assignment of a contract to a new counterparty. Fee FpML A generic term for describing a non-scheduled cashflow that can be associated either with the initial contract, with some later corrections to it (e.g. a correction to the day count fraction that has a cashflow impact) or with some lifecycle events. Fees that are specifically associated with termination and partial termination events are qualified accordingly. Coupon FpML A cashflow corresponding to the periodic accrued interests. InterestReturn FpML A cashflow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap. PriceReturn FpML A cashflow corresponding to the return of the price portion of a derivative instrument that has different types of underlying assets, such as a total return swap. DividendReturn FpML A cashflow corresponding to the synthetic dividend of an equity underlyer asset traded through a derivative instrument. CreditEvent FpML A cashflow resulting from a credit event.