All Element Summary |
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dates (in publicProductInfo) |
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effectiveDate (in dates in publicProductInfo) |
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exchangeRate (in priceTerms in publicProductInfo) |
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For options, whether the option is a put or call option.
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fixedRate (in priceTerms in publicProductInfo) |
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notional (in sizes in publicProductInfo) |
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optionType (in optionDetails in publicProductInfo) |
For options, what type of option it is (e.g. butterfly).
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paymentType (in otherPayment in publicProductInfo) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
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Data fields required for regulatory reporting purposes.
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quantity (in sizes in publicProductInfo) |
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quantityFrequency (in sizes in publicProductInfo) |
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sizes (in publicProductInfo) |
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spread (in priceTerms in publicProductInfo) |
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strikePrice (in priceTerms in publicProductInfo) |
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underlyer (in underlyers in publicProductInfo) |
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Complex Type Summary |
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This defines data elements not defined in CDE that describe option characteristics.
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Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
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Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
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All price term information is defined by CPMI-IOSCO CDE.
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At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information.
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Element Group Summary |
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Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
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Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
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<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2019 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 13452 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:annotation>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Regulatory Reporting Product Info - for use in regulatory reporting to define the economic data fields about a transaction for regulatory reporting purposes. This can be used in place of a full FpML product representaiton.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="dates" type="PublicReportingProductDates"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="otherCalculationTerms" type="PublicReportingProductCalculationTerms"/>
<xsd:element minOccurs="0" name="settlementDetails" type="PublicReportingProductSettlementDetails"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otherPayment" type="PublicReportingPayment"/>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="effectiveDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="finalContractualSettlementDate" type="xsd:date"/>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quantity" type="NonNegativeDecimal"/>
</xsd:sequence>
<!-- notional quantity schedule - quantity frequency -->
<!-- .... (omit numerous fields) ... -->
<!-- notional quantity schedule - quantity frequency -->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information. Instead, it relies on the UPI to convey this information.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
All price term information is defined by CPMI-IOSCO CDE.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This defines data elements not defined in CDE that describe option characteristics.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="optionType" type="OptionTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For options, what type of option it is (e.g. butterfly).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For options, whether the option is a put or call option.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentAmount" type="Money"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Data fields required for regulatory reporting purposes.
</xsd:documentation>
</xsd:schema>
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XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
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