XML Schema "fpml-business-events-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 13737 $
Defined Components:
elements (5 global + 308 local), complexTypes (71), element groups (31)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (4):
fpml-asset-5-11.xsd [src], fpml-com-5-11.xsd [src], fpml-doc-5-11.xsd [src], fpml-generic-5-11.xsd [src]
Included in Schemas (2):
fpml-msg-5-11.xsd [src], fpml-valuation-5-11.xsd [src]
All Element Summary
actionOnExpiration
Type:
ActionOnExpiration
Content:
complex, 10 elements
Defined:
locally within OptionExpiry complexType; see XML source
additionalEvent
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
AdditionalEvent
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
at 9 locations
adjustedEndDate (in calculationPeriod in calculationElements)
Date that defines the end of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally within CashflowCalculationPeriodDates.model group; see XML source
adjustedStartDate (in calculationPeriod in calculationElements)
Date that defines the beginning of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally within CashflowCalculationPeriodDates.model group; see XML source
agreementDate
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
amendment (defined in PostTradeEventsBase.model group)
Type:
TradeAmendmentContent
Content:
complex, 10 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
amount (in changeInNumberOfOptions defined in ReportingNotionalChange.model group)
Type:
PositiveDecimal
Content:
simple
Defined:
locally within AmountRef complexType; see XML source
amountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within AmountRef complexType; see XML source
amountRemaining
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
amountUtilized
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within TradePackage complexType; see XML source
basketChange
Describes a change due to change in composition of basket underlyer
Type:
BasketChangeEvent
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
calculatedRate (in calculationElements)
The computed rate(s) or price(s) used to calculate the amount of this reset.
Type:
CashflowFixing
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ResetCalculationElements complexType; see XML source
calculatedValue
The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
calculationDetails
The set of calculations that comprise this reset value.
Type:
ResetCalculationDetails
Content:
complex, 2 elements
Defined:
locally within ResetEvent complexType; see XML source
calculationElements
The calculation details used to compute the reset rate.
Type:
ResetCalculationElements
Content:
complex, 3 elements
Defined:
locally within ResetCalculationDetails complexType; see XML source
calculationPeriod (in calculationElements)
The period details for calculation/accrual periods that comprise this reset.
Type:
ResetCalculationPeriod
Content:
complex, 5 elements
Defined:
locally within ResetCalculationElements complexType; see XML source
capValue
The cap rate or price, if any, which applies to the floating rate for the calculation period.
Type:
Strike
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CashflowFixing complexType; see XML source
cashSettlement (defined in OptionExercise complexType)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
cashSettlement (in noTouch)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
cashSettlement (in touch in optionEvent)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TouchRateObservation complexType; see XML source
change (defined in ChangeEventsBase.model group)
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within ChangeEventsBase.model group; see XML source
changeEvent
Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 4 locations
changeInKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
changeInNotional
The change in notional amount for a prior report as a result of this event.
Type:
MoneyRef
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReportingNotionalChange.model group; see XML source
changeInNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
changeInNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Notional Amount changes.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
changeInNumberOfOptions (defined in ReportingNotionalChange.model group)
The change in nominal amount from a prior report as a result of this event.
Type:
AmountRef
Content:
complex, 2 elements
Defined:
locally within ReportingNotionalChange.model group; see XML source
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
changeInNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
changeInNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInQuantity
The change in quantity(s) from a prior report as a result of this event.
Type:
UnitQuantityRef
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReportingNotionalChange.model group; see XML source
clearingInstructions (defined in OptionExercise complexType)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within OptionExercise complexType; see XML source
clearingInstructions (in noTouch)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
clearingInstructions (in touch in optionEvent)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within TouchRateObservation complexType; see XML source
clearingStatusValue
The status of the clearing process for the identified trade.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within ClearingStatusItem complexType; see XML source
clipSize
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
compressionActivity
Compression information for the trade.
Type:
CompressionActivity
Content:
complex, 5 elements
Defined:
locally within Compression.model group; see XML source
compressionType
Type:
CompressionType
Content:
simple, 1 attribute
Defined:
locally within CompressionActivity complexType; see XML source
contractualDefinitions (in novation)
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
ContractualDefinitions
Content:
simple, 1 attribute
Defined:
locally within NovationTerms.model group; see XML source
contractualTermsSupplement (in novation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
ContractualTermsSupplement
Content:
complex, 2 elements
Defined:
locally within NovationTerms.model group; see XML source
corporateAction
Describes a change due to a corporate action
Type:
CorporateActionEvent
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
creditDerivativesNotices
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
CreditDerivativesNotices
Content:
complex, 3 elements
Defined:
locally within NovationTerms.model group; see XML source
creditLimit
Type:
CreditLimit
Content:
complex, 10 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
currency (in creditLimit)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
currency (in limitApplicable)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
date (defined in ObservedPrice complexType)
The date when the rate was observed.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservedPrice complexType; see XML source
date (defined in ObservedRate complexType)
The date when the rate was observed.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
date (in observation defined in PostTradeEventsBase.model group)
Date of observation.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservationEvent complexType; see XML source
date (in optionExpiry defined in OptionsEventsBase.model group)
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
date (in optionExpiry in maturityNotification)
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiryBase complexType; see XML source
date (in reset)
Date of reset.
Type:
RequiredIdentifierDate
Content:
simple, 1 attribute
Defined:
locally within ResetEvent complexType; see XML source
date (in tradeMaturity)
Type:
xsd:date
Content:
simple
Defined:
locally within TradeMaturity complexType; see XML source
dayCountFraction (in calculationPeriod in calculationElements)
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within DayCountAndYearFraction.model group; see XML source
dayCountYearFraction (in calculationPeriod in calculationElements)
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type:
xsd:decimal
Content:
simple
Defined:
locally within DayCountAndYearFraction.model group; see XML source
difference
A type used to record the details of a difference between two sides of a business event.
Type:
TradeDifference
Content:
complex, 10 elements
Defined:
locally within ProposedMatch.model group; see XML source
effectiveDate (defined in AgreementAndEffectiveDates.model group)
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DeClear complexType; see XML source
effectiveDate (defined in TradeChangeContent complexType)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType; see XML source
effectiveDate (in withdrawal)
Type:
xsd:date
Content:
simple
Defined:
locally within Withdrawal complexType; see XML source
eventId
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEvent complexType; see XML source
executed
Credit limit utilization attributable to executed trades.
Type:
CreditLimitUtilizationPosition
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group)
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
executionDateTime (in novation)
The date and time at which the change was agreed.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within NovationDates.model group; see XML source
exerciseAction
Type:
ExerciseActionEnum
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseDate
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseInNotionalAmount (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseInNotionalSchedule
Specifies the amount by which the option should be exercised expressed as notional schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseInNumberOfOptions (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseInNumberOfUnits (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseProcedure (in optionExpiry defined in OptionsEventsBase.model group)
Type:
ExerciseProcedureOption
Content:
complex, 2 elements
Defined:
locally within OptionExpiry complexType; see XML source
exerciseSide (defined in OptionExercise complexType)
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
exerciseSide (in noTouch)
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
exerciseSide (in touch in optionEvent)
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
exerciseTime
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
exerciseTiming
Type:
ExerciseTimingEnum
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
expirationDate (in creditLimit)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditLimit complexType; see XML source
expiry (defined in OptionExerciseAmount.model group)
Type:
xsd:boolean
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
feeTrade
Indicates the implied trade (the "fee trade") that the associated novation fee based on.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within FeeTrade.model group; see XML source
feeTradeIdentifier
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within FeeTrade.model group; see XML source
firstPeriodStartDate (in novation)
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
FirstPeriodStartDate
Content:
simple, 1 attribute
Defined:
locally within NovationTerms.model group; see XML source
floorValue
The floor rate or price, if any, which applies to the floating rate for the calculation period.
Type:
Strike
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CashflowFixing complexType; see XML source
fullExercise
Type:
xsd:boolean
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
fullFirstCalculationPeriod
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NovationTerms.model group; see XML source
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
indexChange
Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
indexFactor (in indexChange)
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
informationSource (defined in ObservedPrice complexType)
The source of the observation.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within ObservedPrice complexType; see XML source
informationSource (defined in ObservedRate complexType)
The source of the observation.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within ObservedRate complexType; see XML source
informationSource (defined in TriggerRateObservation complexType)
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
informationSource (in source in observation defined in PostTradeEventsBase.model group)
The source of the observation.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within ObservationSource complexType; see XML source
instrumentId (in priceChange)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within TradeLegPriceChange complexType; see XML source
isExercisable (in noTouch)
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
isExercisable (in touch in optionEvent)
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
knockIn (in optionEvent)
A structure describing a barrier knock in event
Type:
TriggerRateObservation
Content:
complex, 9 elements
Defined:
locally within OptionEvent complexType; see XML source
knockOut (in optionEvent)
A structure describing a barrier knock out event
Type:
KnockOutRateObservation
Content:
complex, 10 elements
Defined:
locally within OptionEvent complexType; see XML source
knownAmountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
legIdentifier (in reset)
Version aware identification of this leg.
Type:
LegIdentifier
Content:
complex, 3 elements
Defined:
locally within ResetEvent complexType; see XML source
limitApplicable
Type:
LimitApplicable
Content:
complex, 7 elements
Defined:
locally within CreditLimit complexType; see XML source
limitId
Type:
LimitId
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
limitModel
Type:
LimitModelEnum
Content:
simple
Defined:
locally within CreditLimitInformation complexType; see XML source
limitType
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
LimitType
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
long
Credit limit utilization attributable to long positions.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
lowerBarrier (in noTouch)
Type:
NoTouchLowerBarrierObservation
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
matchId
A unique identifier assigned by the matching service to each set of matched positions.
Type:
MatchId
Content:
simple, 1 attribute
Defined:
locally within ProposedMatch.model group; see XML source
matchScore
Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ProposedMatch.model group; see XML source
maximumObservedPrice
The maximum value observed during the condition period
Type:
ObservedPrice
Content:
complex, 4 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
maximumObservedRate
The maximum value observed during the condition period
Type:
ObservedRate
Content:
complex, 4 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
minimumObservedPrice
The minimum value observed during the condition period
Type:
ObservedPrice
Content:
complex, 4 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
minimumObservedRate
The minimum value observed during the condition period.
Type:
ObservedRate
Content:
complex, 4 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
multiplier (in calculatedRate in calculationElements)
A rate multiplier to apply to the floating rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
negativeInterestRate
Flag to indicate if negative interest rate is applied.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within NewTrade.model group; see XML source
newTradeIdentifier
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within NewTrade.model group; see XML source
nonReliance (in novation)
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Empty
Content:
empty
Defined:
locally within NovationTerms.model group; see XML source
notional (in calculationElements)
Identifies the notional in effect for this calculation period.
Type:
CashflowNotional
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ResetCalculationElements complexType; see XML source
notionalChange
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract.
Type:
NotionalChangeEnum
Content:
simple
Defined:
locally within ReportingNotionalChange.model group; see XML source
notionalReference (defined in TradeLegNotionalChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalChange.model group; see XML source
notionalReference (in changeInNotional)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within MoneyRef complexType; see XML source
notionalReference (in specifiedExercise)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
notionalScheduleReference (in specifiedExercise)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
noTouch
A structure describing the outcome of an option having no touch events
Type:
NoTouchRateObservation
Content:
complex, 12 elements
Defined:
locally within OptionEvent complexType; see XML source
novatedAmount
The amount which represents the portion of the Old Contract being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfOptions
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfUnits
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 34 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
novationAmount
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within NovationAmounts.model group; see XML source
novationDate
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
novationTradeDate
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
numberOfDays (in calculationPeriod in calculationElements)
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within CashflowCalculationPeriodDates.model group; see XML source
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group)
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
numberOfOptionsReference (in specifiedExercise)
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group)
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
numberOfUnitsReference (in specifiedExercise)
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
observation (defined in PostTradeEventsBase.model group)
Type:
ObservationEvent
Content:
complex, 6 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
observation (in calculationDetails)
The underlyer rate or price observation(s) used to compute the amount of this cashflow component.
Type:
Observation
Content:
complex, 2 elements
Defined:
locally within ResetCalculationDetails complexType; see XML source
observationDate
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
Type:
xsd:date
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
observationEndDate (in noTouch)
Type:
xsd:date
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
observationReference (in calculatedRate in calculationElements)
Reference to the observation details of a particular rate observation.
Type:
CashflowObservationReference
Content:
empty, 1 attribute
Defined:
locally within CashflowFixing complexType; see XML source
observationReference (in observation in calculationDetails)
Type:
ObservationReference
Content:
complex, 1 element
Defined:
locally within Observation complexType; see XML source
observationStartDate (in noTouch)
Type:
xsd:date
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
observationTime
The time at which the observation occurred.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
observedPrice
The observed price value which triggered the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
observedRate (defined in TriggerRateObservation complexType)
The observed rate value which triggered the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
observedValue
The observation value.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservationEvent complexType; see XML source
oldTrade (defined in TradeChangeContent complexType)
The original trade details.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType; see XML source
oldTrade (in novation)
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OldTrade.model group; see XML source
oldTradeIdentifier (defined in TradeChangeContent complexType)
The original qualified trade identifier.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeContent complexType; see XML source
oldTradeIdentifier (in novation)
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OldTrade.model group; see XML source
optionBuyer
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
optionEvent
A structure describing knock in, knock out, touch and no touch events.
Type:
OptionEvent
Content:
complex, 7 elements
Defined:
locally within OptionsEventsBase.model group; see XML source
optionExercise (defined in OptionsEventsBase.model group)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within OptionsEventsBase.model group; see XML source
optionExpiry (defined in OptionsEventsBase.model group)
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
Type:
OptionExpiry
Content:
complex, 7 elements
Defined:
locally within OptionsEventsBase.model group; see XML source
optionSeller
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
orderIdentifier (in packageHeader)
Type:
OrderIdentifier
Content:
complex, 1 element
Defined:
locally within PackageHeader complexType; see XML source
originalTrade (defined in OptionExercise complexType)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExercise complexType; see XML source
originalTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType; see XML source
originalTrade (in optionEvent)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionEvent complexType; see XML source
originalTrade (in optionExpiry defined in OptionsEventsBase.model group)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExpiry complexType; see XML source
originatingEvent (defined in TradeOrInfo.model group)
This may be used to describe why a trade was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeOrInfo.model group; see XML source
originatingEvent (defined in TradingEventsBase.model group)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradingEventsBase.model group; see XML source
originatingEvent (in packageHeader)
This may be used to describe why a package was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
originatingEvent (in tradeReferenceInformation)
This may be used to describe why a trade was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
originatingTradeId (in compressionActivity)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType; see XML source
originatingTradeIdentifier
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType; see XML source
otherRemainingParty
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
otherRemainingPartyAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
otherTransferee
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
otherTransfereeAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
outstandingKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
outstandingNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmount.model group; see XML source
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the Notional amount after the Change
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNotionalAmount (in specifiedExercise)
Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group)
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
outstandingNotionalSchedule (in specifiedExercise)
Specifies the Notional schedule after the Change
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNumberOfOptions (in specifiedExercise)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNumberOfUnits (in specifiedExercise)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
packageHeader
Type:
PackageHeader
Content:
complex, 6 elements
Defined:
locally within TradePackage complexType; see XML source
packageIdentifier (in packageHeader)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within PackageHeader complexType; see XML source
packageInformation
Type:
PackageInformation
Content:
complex, 9 elements
Defined:
locally within PackageHeader complexType; see XML source
packageType (in packageHeader)
Classification of the package.
Type:
PackageType
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
partyInformation
Type:
PartyTradeInformation
Content:
complex, 38 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
partyTradeIdentifier (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeReferenceInformation complexType; see XML source
partyTradeIdentifier (in withdrawal)
Identifiers of the trade that is being withdrawn.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within Withdrawal complexType; see XML source
partyTradeInformation (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
PartyTradeInformation
Content:
complex, 38 elements
Defined:
locally within TradeReferenceInformation complexType; see XML source
partyTradeInformation (in withdrawal)
Holds party-specific information about the trade that is being withdrawn from.
Type:
WithdrawalPartyTradeInformation
Content:
complex, 4 elements
Defined:
locally within Withdrawal complexType; see XML source
payment (defined in OptionExercise complexType)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
payment (defined in TradeAlterationPayment.model group)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeAlterationPayment.model group; see XML source
payment (defined in TradeChangeContent complexType)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeChangeContent complexType; see XML source
payment (in noTouch)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeNovationContent complexType; see XML source
payment (in touch in optionEvent)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TouchRateObservation complexType; see XML source
pending
Credit limit utilization attributable to pending unexecuted orders.
Type:
CreditLimitUtilizationPosition
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
period (in velocity)
Type:
PeriodTimeEnum
Content:
simple
Defined:
locally within Velocity complexType; see XML source
periodMultiplier (in velocity)
Type:
xsd:integer
Content:
simple
Defined:
locally within Velocity complexType; see XML source
physicalSettlement (defined in OptionExercise complexType)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within OptionExercise complexType; see XML source
physicalSettlement (in noTouch)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
physicalSettlement (in touch in optionEvent)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within TouchRateObservation complexType; see XML source
price (defined in ObservedPrice complexType)
The observed rate value which triggered the barrier event.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ObservedPrice complexType; see XML source
priceChange
Type:
TradeLegPriceChange
Content:
complex, 4 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
priceReference
Type:
Reference
Content:
empty
Defined:
locally within TradeLegPriceChange complexType; see XML source
productId (in tradeReferenceInformation)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
productType (in tradeReferenceInformation)
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
quantityReference (in changeInQuantity)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within UnitQuantityRef complexType; see XML source
quote (defined in EventValuation.model group)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group; see XML source
quotedCurrencyPair (defined in NoTouchUpperBarrierObservation complexType)
Defines the currency pair and quote basis for an FX rate.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
quotedCurrencyPair (defined in TriggerRateObservation complexType)
Defines the currency pair and quote basis for an FX rate.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
quotedCurrencyPair (in lowerBarrier in noTouch)
Defines the currency pair and quote basis for an FX rate.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
rate (defined in ObservedRate complexType)
The observed rate value which triggered the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
reason (defined in DeClear complexType)
Type:
DeclearReason
Content:
simple, 1 attribute
Defined:
locally within DeClear complexType; see XML source
reason (in clearingStatusItem)
Supporting information which may be produced to explain the clearing process status.
Type:
Reason
Content:
complex, 5 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
reason (in withdrawal)
Type:
WithdrawalReason
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
rebatePayment
Any rebate payable as a result of the knock out
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within KnockOutRateObservation complexType; see XML source
relatedParty (in partyTradeInformation in withdrawal)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within WithdrawalPartyTradeInformation complexType; see XML source
remainingAmount
The amount which represents the portion of the Old Contract not being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfOptions
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfUnits
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingParty
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
remainingPartyAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
replacementTradeId
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType; see XML source
replacementTradeIdentifier
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType; see XML source
reportingRegime (in partyTradeInformation in withdrawal)
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
ReportingRegimeIdentifier
Content:
complex, 5 elements
Defined:
locally within WithdrawalPartyTradeInformation complexType; see XML source
reportingRegime (in withdrawal)
DEPRECATED.
Type:
ReportingRegimeIdentifier
Content:
complex, 5 elements
Defined:
locally within Withdrawal complexType; see XML source
requestedAction (in withdrawal)
Type:
RequestedWithdrawalAction
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
requestedClearingAction
Type:
RequestedClearingAction
Content:
simple, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
requestedClearingOrganizationPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
reset
Type:
ResetEvent
Content:
complex, 6 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
resetValue
Value of reset.
Type:
IdentifiedRate
Content:
simple, 1 attribute
Defined:
locally within ResetEvent complexType; see XML source
resultingTrade (defined in PhysicalSettlement complexType)
The trade that resulted from the physical settlement.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
resultingTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType; see XML source
resultingTradeIdentifier
The ID of the trade that resulted from the physical settlement.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
rounding (in calculatedRate in calculationElements)
Rounding direction and precision for price values.
Type:
Rounding
Content:
complex, 2 elements
Defined:
locally within CashflowFixing complexType; see XML source
settlementType (defined in OptionExercise complexType)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
settlementType (in noTouch)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
settlementType (in touch in optionEvent)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
short
Credit limit utilization attributable to short positions.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
side (in observation defined in PostTradeEventsBase.model group)
The side (bid/mid/ask) of the observation, when applicable.
Type:
QuotationRateTypeEnum
Content:
simple
Defined:
locally within ObservationEvent complexType; see XML source
size (in packageHeader)
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PackageHeader complexType; see XML source
sizeChange
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
source (in observation defined in PostTradeEventsBase.model group)
The observation source.
Type:
ObservationSource
Content:
complex, 2 elements
Defined:
locally within ObservationEvent complexType; see XML source
specifiedExercise
Specifies the Number of Units
Type:
OptionExerciseAmounts
Content:
complex, 12 elements
Defined:
locally within OptionExerciseAmount.model group; see XML source
spread (in calculatedRate in calculationElements)
The ISDA Spread, if any, which applies for the calculation period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
statusAppliesTo
Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ClearingStatusItem complexType; see XML source
tenor (in creditLimit)
The maximum allowed tenor for a trade under this limit.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditLimitBase complexType; see XML source
terminatingEvent (defined in PostTradeEventsBase.model group)
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within PostTradeEventsBase.model group; see XML source
terminatingEvent (in tradeReferenceInformation)
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
termination (defined in PostTradeEventsBase.model group)
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
time (defined in ObservedPrice complexType)
The time when the rate ws observed.
Type:
xsd:time
Content:
simple
Defined:
locally within ObservedPrice complexType; see XML source
time (defined in ObservedRate complexType)
The time when the rate ws observed.
Type:
xsd:time
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
time (in observation defined in PostTradeEventsBase.model group)
The observation time, with a possible indication of the timezone dimension.
Type:
TimeZone
Content:
complex, 2 elements
Defined:
locally within ObservationEvent complexType; see XML source
time (in optionExpiry defined in OptionsEventsBase.model group)
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
time (in optionExpiry in maturityNotification)
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiryBase complexType; see XML source
touch (in optionEvent)
A structure describing a touch event
Type:
TouchRateObservation
Content:
complex, 16 elements
Defined:
locally within OptionEvent complexType; see XML source
trade (defined in TradeAmendmentContent complexType)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeAmendmentContent complexType; see XML source
trade (defined in TradeChangeContent complexType)
A full description of the amended trade.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType; see XML source
trade (defined in TradeOrInfo.model group)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeOrInfo.model group; see XML source
trade (defined in TradePackage complexType)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradePackage complexType; see XML source
trade (defined in TradingEventsBase.model group)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradingEventsBase.model group; see XML source
trade (in clearingStatusItem)
Complete economics of the trade
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
trade (in withdrawal)
The full trade representation that is being withdrawn.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within Withdrawal complexType; see XML source
tradeIdentifier (defined in DeClear complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within DeClear complexType; see XML source
tradeIdentifier (defined in OptionExercise complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExercise complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeBase complexType; see XML source
tradeIdentifier (defined in TradePackage complexType)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TradePackage complexType; see XML source
tradeIdentifier (in clearingStatusItem)
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
tradeIdentifier (in optionEvent)
Identified the trade to which the option event applies.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionEvent complexType; see XML source
tradeIdentifier (in optionExpiry defined in OptionsEventsBase.model group)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExpiry complexType; see XML source
tradeIdentifier (in optionExpiry in maturityNotification)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExpiryBase complexType; see XML source
tradeIdentifier (in tradeMaturity)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeMaturity complexType; see XML source
tradePackage (defined in TradeOrInfo.model group)
Type:
TradePackage
Content:
complex, 5 elements
Defined:
locally within TradeOrInfo.model group; see XML source
tradePackage (defined in TradingEventsBase.model group)
Type:
TradePackage
Content:
complex, 5 elements
Defined:
locally within TradingEventsBase.model group; see XML source
tradePackage (in clearingStatusItem)
Type:
TradePackage
Content:
complex, 5 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
tradeReference (in reset)
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Type:
PartyTradeIdentifiers
Content:
complex, 1 element
Defined:
locally within ResetEvent complexType; see XML source
tradeReferenceInformation
Information about a trade.
Type:
TradeReferenceInformation
Content:
complex, 6 elements
Defined:
locally within TradeReferenceInformation.model group; see XML source
transferee
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
transfereeAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
transferor
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
transferorAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
triggerCondition (defined in TriggerRateObservation complexType)
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
Type:
TriggerConditionEnum
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
triggerPrice (defined in NoTouchUpperBarrierObservation complexType)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
triggerPrice (defined in TriggerRateObservation complexType)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
triggerPrice (in lowerBarrier in noTouch)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
triggerRate (defined in NoTouchUpperBarrierObservation complexType)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
triggerRate (defined in TriggerRateObservation complexType)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
triggerRate (in lowerBarrier in noTouch)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
underlyer (in source in observation defined in PostTradeEventsBase.model group)
Type:
TradeUnderlyer2
Content:
complex, 1 attribute, 21 elements
Defined:
locally within ObservationSource complexType; see XML source
updatedDateTime
When the clearing status changed to the current value.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within ClearingStatusItem complexType; see XML source
upperBarrier (in noTouch)
Type:
NoTouchUpperBarrierObservation
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
upperBarrier (in noTouch)
Type:
NoTouchUpperBarrierObservation
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
utilization
Credit limit utilization breakdown by executed trades and pending orders.
Type:
CreditLimitUtilization
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
velocity
Type:
Velocity
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
weight (in observation in calculationDetails)
Type:
xsd:decimal
Content:
simple
Defined:
locally within Observation complexType; see XML source
withdrawal
Type:
Withdrawal
Content:
complex, 7 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
Complex Type Summary
AbstractEvent
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 11 locations
ActionOnExpiration
Content:
complex, 10 elements
Defined:
globally; see XML source
Used:
at 1 location
AdditionalEvent
Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
AmountRef
A type defining a nominal amount with a reference.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BasketChangeEvent
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
at 1 location
BusinessEventIdentifier
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 9 locations
CashflowFixing
Details of the computation of a computed rate or price used to calculate the amount of a cashflow component.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
at 1 location
CashflowObservationReference
Reference to a cash flow observation component.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ChangeEvent
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 4 locations
ClearingInstructions
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
ClearingStatusItem
A component of a clearing status report.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
CompressionActivity
A type that shows how multiple trades have been combined into a result.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CompressionType
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CorporateActionEvent
A structure indicating that a trade has changed due to a corporate action
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CorporateActionType
A type that describes what type of corporate action occurred.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditLimit
A structure describing a credit limit with applicability constraints.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditLimitBase
A structure describing a basic credit limit.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditLimitInformation
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
CreditLimitUtilization
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditLimitUtilizationPosition
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
DeClear
A structure describing a declear event.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 7 locations
DeclearReason
A type that describes why a trade was removed from clearing.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EventId
A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
EventProposedMatch
A structure that describes a proposed match between trades or post-trade event reports.
Content:
complex, 19 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EventsChoice
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
IndexChange
A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
KnockOutRateObservation
Describes an observation that caused a barrier knock out to trigger
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
LimitApplicable
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
LimitId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LimitType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MoneyRef
A type defining a currency amount with a reference.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NoTouchLowerBarrierObservation
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
NoTouchRateObservation
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
NoTouchUpperBarrierObservation
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
Observation
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ObservationEvent
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
ObservationReference
Reference to the observation details of a particular rate observation.
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
at 1 location
ObservationSource
The observation source can be composed of an curve and/or and information source.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ObservedPrice
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
ObservedRate
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
OptionEvent
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
OptionExercise
A structure describing an option exercise.
Content:
complex, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 13 elements
Used:
at 6 locations
OptionExerciseAmounts
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
OptionExpiry
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
OptionExpiryBase
A structure describing an option expiring.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PackageHeader
Identifying information for a tradePackage (a bundle of trades).
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
PhysicalSettlement
A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
RequestedClearingAction
A type that describes whether a trade is to be cleared.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RequestedWithdrawalAction
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResetCalculationDetails
A cashflow component with optional calculation details that explain how the reset value was computed.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ResetCalculationElements
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ResetCalculationPeriod
The period calculation details for a calculation/accrual period.
Content:
complex, 5 elements
Defined:
globally; see XML source
Used:
at 1 location
ResetEvent
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
TerminatingEvent
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
TouchRateObservation
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
TradeAmendmentContent
A structure describing a negotiated amendment.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradeChangeBase
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeChangeContent
A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
TradeLegPriceChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
TradeLegSizeChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 15 elements
Defined:
globally; see XML source
Used:
at 2 locations
TradeMaturity
A structure describing a trade maturing.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeNotionalChange
A structure describing a change to the size of a trade.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
TradeNovationContent
A structure describing a novation.
Content:
complex, 34 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradePackage
A bundle of trades collected together into a single unit for reporting.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
TradeReferenceInformation
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
TriggerRateObservation
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 3 locations
UnitQuantityRef
A type defining a quantity and unit with a reference.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Velocity
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Withdrawal
A structure describing the removal of a trade from a service, such as a reporting service.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
WithdrawalPartyTradeInformation
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
WithdrawalReason
A type that describes why a trade was withdrawn.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Element Group Summary
AgreementAndEffectiveDates.model
A model group defining agreement and effective dates.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CashflowCalculationPeriodDates.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ChangeEventsBase.model
Choice between change-related events.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
Compression.model
A model group holding information about compressions affecting this trade/event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
DayCountAndYearFraction.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
EventValuation.model
A model group holding valuation information for an event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 7 locations
FeeTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NewTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NovationAmounts.model
Content:
7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NovationAmountsOld.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
NovationDates.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NovationRoles.model
The roles of the parties involved in the novation.
Content:
10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 1 location
NovationTerms.model
Documentation and other terms (such as date terms) specific to this novation event.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
OldTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OptionExerciseAmount.model
Content:
10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 2 locations
OptionsEventsBase.model
Choice between options related events.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 7 locations
PostTradeEventsBase.model
Choice between amendment, increase, termination, and novation events.
Content:
8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 7 locations
ProposedMatch.model
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ReportingNotionalChange.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
TradeAlterationPayment.model
A model group defining a payment structure.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradeLegFixedAmountChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalScheduleChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfOptionsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfUnitsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeNotionalChange.model
DEPRECATED.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
TradeOrInfo.model
Defines a model group that allows either details of an event or information about a trade to be provided.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeReferenceInformation.model
Defines a model group that allows information about a trade to be represented.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 7 locations
TradingAndPostTradeEvents.model
Choice between a trading, a post-trade event, and the extension point additional event
Content:
12 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
TradingEvents.model
Information about a trading event that represent a new trading activity (on a newly-created trade), or in some cases the a representation of the trade's current state.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 9 locations
TradingEventsBase.model
Information about a trading event that represents a new trading activity (on a newly-created trade or package of trades), or in some cases the a representation of the trade's current state..
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 9 locations
XML Source
<?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: 13737 $" 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:include schemaLocation="fpml-doc-5-11.xsd"/>
<!-- <xsd:include schemaLocation="fpml-msg.xsd"/>-->
<xsd:include schemaLocation="fpml-asset-5-11.xsd"/>
<xsd:include schemaLocation="fpml-generic-5-11.xsd"/>
<xsd:include schemaLocation="fpml-com-5-11.xsd"/>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ActionOnExpiration">
<xsd:sequence>
<xsd:group ref="OptionExerciseAmount.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a nominal amount with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="amount" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="amountReference" type="AmountReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="eventId" type="EventId"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ResetCalculationDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A cashflow component with optional calculation details that explain how the reset value was computed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="observation" type="Observation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The underlyer rate or price observation(s) used to compute the amount of this cashflow component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationElements" type="ResetCalculationElements">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation details used to compute the reset rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResetCalculationElements">
<xsd:sequence>
<xsd:element minOccurs="0" name="notional" type="CashflowNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the notional in effect for this calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculatedRate" type="CashflowFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The computed rate(s) or price(s) used to calculate the amount of this reset. These computed rates or prices may include averaging and/or various types of rate treatment rules.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationPeriod" type="ResetCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The period details for calculation/accrual periods that comprise this reset.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResetCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The period calculation details for a calculation/accrual period. This will include information about the dates and duration of the accrual period, the rate fixing(s), the notional in effect, and the amount of the accrual.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CashflowCalculationPeriodDates.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CashflowFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Details of the computation of a computed rate or price used to calculate the amount of a cashflow component. This computed rate or price may include averaging and/or various types of rate treatment rules. The details include all of the observations, the calculation parameters, and the resulting value.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="observationReference" type="CashflowObservationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the observation details of a particular rate observation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculatedValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multiplier" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spread" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Spread, if any, which applies for the calculation period. It also defines spread as price. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="capValue" type="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cap rate or price, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="floorValue" type="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floor rate or price, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="negativeInterestRate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Flag to indicate if negative interest rate is applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rounding" type="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Rounding direction and precision for price values.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CashflowObservationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a cash flow observation component.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="CashflowObservation" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ClearingStatusItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component of a clearing status report. This provides the clearing status for a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifying information for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Complete economics of the trade</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
<xsd:element name="clearingStatusValue" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The status of the clearing process for the identified trade. For example, Received, Pending (Approval), Registered (i.e. cleared), Rejected, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="updatedDateTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the clearing status changed to the current value. This is mostly useful if the clearing status messages could be delayed from when the status actually changes; this could be important if the status date is used as the basis of any settlement calculations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Supporting information which may be produced to explain the clearing process status. This may be a business reason e.g. failed eligibility criteria for a trade in Rejected status.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="statusAppliesTo" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to parties currently in this status, e.g. parties for which we are awaiting approval. For example, if a trade is in "Pending" status, this would identify which parties' approval the trade was pending.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ClearingInstructions">
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedClearingAction" type="RequestedClearingAction"/>
<xsd:element minOccurs="0" name="requestedClearingOrganizationPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that shows how multiple trades have been combined into a result.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="compressionType" type="CompressionType"/>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="replacementTradeIdentifier" type="TradeIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeIdentifier" type="TradeIdentifier"/>
</xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
This option is deprecated in favour of the first choice.
</xsd:documentation>
</xsd:annotation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of replacementTradeIdentifier" minOccurs="0" name="replacementTradeId" type="TradeId"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of originatingTradeIdentifier" maxOccurs="unbounded" minOccurs="0" name="originatingTradeId" type="TradeId"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/compression-type" name="compressionTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a corporate action
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="CorporateActionType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what type of corporate action occurred.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="corporateActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a basic credit limit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="limitId" type="LimitId"/>
<xsd:group ref="Product.model"/>
<xsd:element name="currency" type="Currency"/>
<xsd:element name="tenor" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum allowed tenor for a trade under this limit. When this structure is used as part of a suspendCredit message, this tenor imposes a temporary tenor limit on allowed trade types.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a credit limit with applicability constraints.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CreditLimitBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="limitApplicable" type="LimitApplicable"/>
<xsd:element minOccurs="0" name="expirationDate" type="xsd:dateTime"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitInformation">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyInformation" type="PartyTradeInformation"/>
<xsd:element name="limitModel" type="LimitModelEnum"/>
<xsd:element maxOccurs="unbounded" name="creditLimit" type="CreditLimit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="executed" type="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to executed trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pending" type="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to pending unexecuted orders.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="short" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to short positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="long" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to long positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="global" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global credit limit utilization amount, agnostic of long/short position direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="global" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global credit limit utilization amount, agnostic of long/short position direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="DeClear">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a declear event. The deClear event allows a firm to request that a trade be removed from clearing, or a clearing service to request consent for this, or to report that is has been done.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="reason" type="DeclearReason"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DeclearReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes why a trade was removed from clearing.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/declear-reason" name="declearReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="eventIdScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventProposedMatch">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes a proposed match between trades or post-trade event reports.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
<xsd:group ref="ProposedMatch.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EventsChoice">
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the effect of a change to an index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element name="indexFactor" type="xsd:decimal"/>
<xsd:element name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="KnockOutRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes an observation that caused a barrier knock out to trigger
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
<xsd:sequence>
<xsd:element minOccurs="0" name="rebatePayment" type="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">Any rebate payable as a result of the knock out</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="MoneyRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PositiveMoney">
<xsd:sequence>
<xsd:element name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NoTouchLowerBarrierObservation">
<xsd:choice>
<xsd:sequence>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumObservedRate" type="ObservedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum value observed during the condition period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumObservedPrice" type="ObservedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="NoTouchRateObservation">
<xsd:sequence>
<xsd:element name="observationStartDate" type="xsd:date"/>
<xsd:element name="observationEndDate" type="xsd:date"/>
<xsd:choice>
<xsd:sequence>
<xsd:element name="lowerBarrier" type="NoTouchLowerBarrierObservation"/>
<xsd:element minOccurs="0" name="upperBarrier" type="NoTouchUpperBarrierObservation"/>
</xsd:sequence>
<xsd:element name="upperBarrier" type="NoTouchUpperBarrierObservation"/>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
</xsd:annotation>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice>
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
<xsd:element name="isExercisable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NoTouchUpperBarrierObservation">
<xsd:choice>
<xsd:sequence>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation>
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumObservedRate" type="ObservedRate">
<xsd:annotation>
<xsd:documentation>
The maximum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation>
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumObservedPrice" type="ObservedPrice">
<xsd:annotation>
<xsd:documentation>
The maximum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="LimitApplicable">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="limitType" type="LimitType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Standard code to indicate which type of credit line is being referred to - i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="clipSize" type="xsd:integer"/>
<xsd:choice minOccurs="0">
<xsd:element name="amountUtilized" type="xsd:integer"/>
<xsd:element name="utilization" type="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization breakdown by executed trades and pending orders.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="amountRemaining" type="xsd:integer"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="velocity" type="Velocity"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LimitId">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="creditLimitIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LimitType">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-limit-type" name="creditLimitTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Observation">
<xsd:sequence>
<xsd:element minOccurs="0" name="observationReference" type="ObservationReference"/>
<xsd:element minOccurs="0" name="weight" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date of observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="TimeZone">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observation time, with a possible indication of the timezone dimension.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="side" type="QuotationRateTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The side (bid/mid/ask) of the observation, when applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observedValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The observation value.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="source" type="ObservationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The observation source.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObservationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observation source can be composed of an curve and/or and information source.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="underlyer" type="TradeUnderlyer2"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservedPrice">
<xsd:sequence>
<xsd:element name="price" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the rate was observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time when the rate ws observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservedRate">
<xsd:sequence>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the rate was observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time when the rate ws observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the observation details of a particular rate observation.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identified the trade to which the option event applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:element name="knockIn" type="TriggerRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a barrier knock in event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knockOut" type="KnockOutRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a barrier knock out event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="touch" type="TouchRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a touch event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="noTouch" type="NoTouchRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the outcome of an option having no touch events
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option exercise. The OptionExercise type supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="optionSeller" type="PartyReference"/>
<xsd:element minOccurs="0" name="optionBuyer" type="PartyReference"/>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseTime" type="xsd:time"/>
</xsd:sequence>
<xsd:element name="exerciseTiming" type="ExerciseTimingEnum"/>
</xsd:choice>
<xsd:group ref="OptionExerciseAmount.model"/>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExerciseAmounts">
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount by which the option should be exercised expressed as notional schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalSchedule" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional schedule after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="time" type="xsd:time"/>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedureOption"/>
<xsd:element minOccurs="0" name="actionOnExpiration" type="ActionOnExpiration"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExpiryBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing an option expiring.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="time" type="xsd:time"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifying information for a tradePackage (a bundle of trades).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId"/>
<xsd:element minOccurs="0" name="orderIdentifier" type="OrderIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="packageType" type="PackageType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Classification of the package. FpML has defined a list of coding scheme values. Different organizations might have different naming schemes for the packages so the multiplicity of unbounded is meant to support synonyms but it does not mean that a trade has multiple package types.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="size" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a package was created. This can be used to provide context for a newly created package that is not part of a post-trade event. For example, it can report that the package was created as a result of netting activity, or due to a transfer, an allocation process, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="packageInformation" type="PackageInformation"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PhysicalSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes how an option settles into a physical trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="resultingTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ID of the trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resultingTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
</xsd:choice>
</xsd:complexType>
<!-- <xsd:complexType name="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that provides identification for reporting regimes.</xsd:documentation>
<xsd:appinfo>
<view:skip view="pretrade" rationale="Unsupported"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="confirmation" minOccurs="1"/>
<view:override view="legal" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:sequence>
<xsd:annotation>
<xsd:appinfo>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="reporting" minOccurs="1"/>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:element name="name" type="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF</xsd:documentation>
<xsd:appinfo>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="reporting" minOccurs="1"/>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
<xsd:element name="supervisorRegistration" type="SupervisorRegistration" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="supervisorRegistration" type="SupervisorRegistration" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.</xsd:documentation>
<xsd:appinfo>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="reporting" minOccurs="1"/>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="reportingRole" type="ReportingRole" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="actionType" type="ActionType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reports a regulator-specific code for the action associated with this submission. Used, for example, to report the ESMA action type.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>-->
<xsd:complexType name="RequestedClearingAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes whether a trade is to be cleared.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-clearing-action" name="requestedClearingActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequestedWithdrawalAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResetEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="tradeReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="date" type="RequiredIdentifierDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date of reset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resetValue" type="IdentifiedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value of reset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationDetails" type="ResetCalculationDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of calculations that comprise this reset value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="ReportingNotionalChange.model"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="originalTrade" type="Trade"/>
</xsd:choice>
<xsd:element minOccurs="0" name="resultingTrade" type="Trade"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a non-negotiated trade resulting from a market event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original qualified trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A full description of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Substitution point for types of change</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegPriceChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="priceReference" type="Reference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="instrumentId" type="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="priceChangeAmount" type="xsd:decimal"/>
<xsd:element name="newPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradeLegNotionalChange.model"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="TradeMaturity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade maturing.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="date" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:sequence>
<xsd:choice>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." ref="TradeNotionalChange.model"/>
<xsd:element maxOccurs="unbounded" name="sizeChange" type="TradeLegSizeChange"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="priceChange" type="TradeLegPriceChange"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:group ref="NewTrade.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the old contract.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model"/>
<xsd:group minOccurs="0" ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
</xsd:choice>
<xsd:group ref="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The roles of the participants in the novation</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times associated with the novation event.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms relating to the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradePackage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A bundle of trades collected together into a single unit for reporting.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageHeader" type="PackageHeader"/>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="trade" type="Trade"/>
<xsd:group maxOccurs="unbounded" ref="TradeReferenceInformation.model"/>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier"/>
</xsd:choice>
<xsd:element minOccurs="0" name="approvals" type="Approvals">
<xsd:annotation>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was created. This can be used to provide context for a newly created trade that is not part of a post-trade event. For example, it can report that the trade was created as a result of netting activity, or due to a transfer, an allocation process, etc. Omitting this implies that the trade record was created as a result of a negotiated new trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="productType" type="ProductType"/>
<xsd:element minOccurs="0" name="productId" type="ProductId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TouchRateObservation">
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
<xsd:choice>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
</xsd:annotation>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice>
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
<xsd:element name="isExercisable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TriggerRateObservation">
<xsd:sequence>
<xsd:element name="observationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time at which the observation occurred.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource"/>
<xsd:choice>
<xsd:sequence>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed price value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element name="triggerCondition" type="TriggerConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Velocity">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer"/>
<xsd:element name="period" type="PeriodTimeEnum"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Withdrawal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the removal of a trade from a service, such as a reporting service.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifiers of the trade that is being withdrawn.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Holds party-specific information about the trade that is being withdrawn from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The full trade representation that is being withdrawn.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="requestedAction" type="RequestedWithdrawalAction"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="WithdrawalReason"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of partyTradeInformation" maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. The supervisor/regulator to which this withdrawal applies
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies that party that has ownership of this information. For shared trade information, this will reference the originator of the date (for example, an execution facility or clearinghouse).
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade was withdrawn.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/withdrawal-reason" name="withdrawalReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" substitutionGroup="changeEvent" type="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="corporateAction" substitutionGroup="changeEvent" type="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a corporate action</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" substitutionGroup="changeEvent" type="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="adjustedStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date that defines the beginning of the calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="adjustedEndDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date that defines the end of the calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="numberOfDays" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="ChangeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between change-related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="change" type="TradeChangeContent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="Compression.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding information about compressions affecting this trade/event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="compressionActivity" type="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Compression information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayCountYearFraction" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OptionsEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between options related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="optionExercise" type="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option exercise event. The optionExercise event supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="optionExpiry" type="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionEvent" type="OptionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing knock in, knock out, touch and no touch events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="PostTradeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between amendment, increase, termination, and novation events.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
<xsd:element name="increase" type="TradeNotionalChange"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange"/>
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent"/>
<xsd:element name="withdrawal" type="Withdrawal"/>
<xsd:element name="observation" type="ObservationEvent"/>
<xsd:element name="reset" type="ResetEvent"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between a trading, a post-trade event, and the extension point additional event
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about a trading event that represent a new trading activity (on a newly-created trade), or in some cases the a representation of the trade's current state. Also allows the "additionEvent" extension point.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about a trading event that represents a new trading activity (on a newly-created trade or package of trades), or in some cases the a representation of the trade's current state..
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="tradePackage" type="TradePackage"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee. A reference to the Fee Trade supports regulatory reporting of novations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee. Fee Trade supports regulatory reporting of novations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the new contract.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="newTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:group ref="NovationAmountsOld.model"/>
<xsd:element maxOccurs="unbounded" name="novationAmount" type="TradeLegSizeChange"/>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmountsOld.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="novatedAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="remainingAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element name="novationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="novationTradeDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The roles of the parties involved in the novation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="transferor" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transferorAccount" type="AccountReference"/>
<xsd:element name="transferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherTransferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a five-way novation the party referenced is the Transferee's legal entity that is involved in the settlement of the fee leg of the novation transaction (this might be a different legal entity than the one that assumes the novation trade). NB: this element has been added pending confirmation of the business need/context in which it would be used, and might not appear in a subsequent draft of this schema.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transfereeAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherTransfereeAccount" type="AccountReference"/>
<xsd:element name="remainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingPartyAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherRemainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherRemainingPartyAccount" type="AccountReference"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="fullFirstCalculationPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="firstPeriodStartDate" type="FirstPeriodStartDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element that is used to be able to make sense of the &#8220;new transaction&#8221; without requiring reference back to the &#8220;old transaction&#8221;. In the case of interest rate products there are potentially 2 &#8220;first period start dates&#8221; to reference &#8211; one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonReliance" type="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditDerivativesNotices" type="CreditDerivativesNotices">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="OptionExerciseAmount.model">
<xsd:choice>
<xsd:element name="exerciseAction" type="ExerciseActionEnum"/>
<xsd:element name="expiry" type="xsd:boolean"/>
<xsd:element name="fullExercise" type="xsd:boolean"/>
<xsd:sequence>
<xsd:element name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="specifiedExercise" type="OptionExerciseAmounts">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="ProposedMatch.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="matchId" type="MatchId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier assigned by the matching service to each set of matched positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="difference" type="TradeDifference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record the details of a difference between two sides of a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="matchScore" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Numeric score to represent the quality of the match.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalChange" type="NotionalChangeEnum">
<xsd:annotation>
<xsd:documentation>
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract. Only applies when there is change in notional for a derivative contract
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNotional" type="MoneyRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The change in notional amount for a prior report as a result of this event. The current notional will be reported in the trade itself. This corresponds to MiFIR Nominal or Monetary amount values; these can be distinguished by the esmaNotionalType indicator.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNumberOfOptions" type="AmountRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The change in nominal amount from a prior report as a result of this event. The current number of options will be reported in the trade itself. This corresponds to the MiFIR "units" value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInQuantity" type="UnitQuantityRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The change in quantity(s) from a prior report as a result of this event. The current quantity will be reported in the trade itself. This corresponds to the MiFIR "units" value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="knownAmountReference" type="AmountReference"/>
<xsd:element name="changeInKnownAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingKnownAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalChange.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." name="TradeNotionalChange.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. A structure describing a change to the trade notional.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="changeInNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination =&gt; reduction, Increase =&gt; greater.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="TradeOrInfo.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a model group that allows either details of an event or information about a trade to be provided. Typically this will be used in a response to a request.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was created. This can be used to provide context for a newly created trade that is not part of a post-trade event. For example, it can report that the trade was created as a result of netting activity, or due to a transfer, an allocation process, etc. Omitting this implies that the trade record was created as a result of a negotiated new trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a model group that allows information about a trade to be represented.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeReferenceInformation" type="TradeReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Information about a trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="UnitQuantityRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a quantity and unit with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnitQuantity">
<xsd:sequence>
<xsd:element minOccurs="0" name="quantityReference" type="NotionalReference"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:schema>
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.