XML Schema "fpml-doc-5-11.xsd"
Target Namespace:
Version:
$Revision: 13757 $
Defined Components:
elements (2 global + 239 local), complexTypes (88), element groups (9), attribute groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (1):
Included in Schemas (1):
All Element Summary
actionType (defined in ReportingRegimeIdentifier complexType)
Reports a regulator-specific code for the action associated with this submission.
Type:
Content:
simple, 1 attribute
Defined:
Reports a regulator-specific code for the action associated with this submission.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
additionalData (defined in Reason complexType)
Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of any one of the messages (within a CDATA section).
Type:
Content:
complex, 5 elements
Defined:
locally within Reason complexType; see XML source
Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within AdmissionToTrading complexType; see XML source
Type:
Content:
complex, 5 elements
Defined:
locally within ProductSummary complexType; see XML source
algorithm (defined in PartyTradeInformation complexType)
Provides information about an algorithm that executed or otherwise participated in this trade this trade
Type:
Content:
complex, 2 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Allocation complexType; see XML source
The notional allocation (amount and currency) to this particular client account.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Allocation complexType; see XML source
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within Allocations complexType; see XML source
allocation (defined in Allocations complexType)
Type:
Content:
complex, 10 elements
Defined:
locally within Allocations complexType; see XML source
allocations (defined in Trade complexType)
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Content:
complex, 2 elements
Defined:
locally within Trade complexType; see XML source
When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationStatus (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the allocated trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
allocationTradeId (in allocation defined in Allocations complexType)
Unique ID for the allocation.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within Allocation complexType; see XML source
Type:
Content:
complex, 6 elements
Defined:
locally within Approvals complexType; see XML source
Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within AdmissionToTrading complexType; see XML source
An identifer for a specific appoval, to allow the approval to be identified and tracked.
Type:
Content:
simple, 2 attributes
Defined:
locally within Approval complexType; see XML source
approvals (defined in Trade complexType)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
locally within Trade complexType; see XML source
approvals (in allocation defined in Allocations complexType)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within Approval complexType; see XML source
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
locally within Approval complexType; see XML source
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within Approval complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
base64Binary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within AdditionalData complexType; see XML source
XPath to the element in the base object.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
The value of the element in the base object.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
The trade id of the block trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
Identifies that party (or parties) that brokered this trade.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
complex, 2 elements
Defined:
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
Type:
Content:
simple, 2 attributes
Defined:
category (defined in PartyTradeInformation complexType)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
cleared (defined in TradeProcessingTimestamps complexType)
When this trade was cleared.
Type:
xsd:dateTime
Content:
simple
Defined:
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType; see XML source
clearingStatus (defined in PartyTradeInformation complexType)
Describes the status with respect to clearing (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Describes the status with respect to clearing (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
collateral (defined in Trade complexType)
Defines collateral obiligations of a Party
Type:
Content:
complex, 1 element
Defined:
locally within Trade complexType; see XML source
collateral (in allocation defined in Allocations complexType)
The sum that must be posted upfront to collateralize against counterparty credit risk.
Type:
Content:
complex, 1 element
Defined:
Specifies whether this party posts collateral.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
Type:
Content:
simple, 2 attributes
Defined:
locally within PartyTradeInformation complexType; see XML source
A reference to a component of the strategy (typically a product).
Type:
Content:
empty, 1 attribute
Defined:
Specifies whether this trade is a result of compression activity.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
When this trade was confirmed.
Type:
xsd:dateTime
Content:
simple
Defined:
contractId (defined in ContractIdentifier complexType)
A contract id which is not version aware.
Type:
Content:
simple, 2 attributes
Defined:
locally within ContractIdentifier complexType; see XML source
Type:
Content:
simple, 2 attributes
Defined:
locally within VersionedContractId complexType; see XML source
The date interest started accruing for the accrued interest calculation on an interest bearing security.
Type:
xsd:date
Content:
simple
Defined:
locally within InstrumentTradePricing complexType; see XML source
Special credit fee assessed to certain institutions.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
What arrangements will be made to provide credit?
Type:
Content:
simple, 1 attribute
Defined:
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
Type:
Content:
simple, 2 attributes
Defined:
locally within ReportingRegime complexType; see XML source
description (defined in Reason complexType)
Plain English text describing the associated error condition
Type:
Content:
simple
Defined:
locally within Reason complexType; see XML source
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
An indication of the severity of the difference.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
The type of difference that exists.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
documentation (defined in Trade complexType)
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Type:
Content:
complex, 9 elements
Defined:
locally within Trade complexType; see XML source
The name of the element affected.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Claims an end user exception and provides supporting evidence.
Type:
Content:
complex, 4 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
Specifies a reason that the trade is exempted from a clearing requirement.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Type:
Content:
simple, 1 attribute
Defined:
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
Type:
xsd:date
Content:
simple
Defined:
locally within InstrumentTradePricing complexType; see XML source
executionDateTime (defined in PartyTradeInformation complexType)
Trade execution date time, for example as provided by a central execution facility.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Trade execution date time, for example as provided by a central execution facility.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
executionVenueType (defined in PartyTradeInformation complexType)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
Element(s) that are extraneous in the other object.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within ProductSummary complexType; see XML source
governingLaw (defined in Trade complexType)
Identification of the law governing the transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally within Trade complexType; see XML source
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
hexadecimalBinary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within AdditionalData complexType; see XML source
DEPRECATED.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ProductSummary complexType; see XML source
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
intentToAllocate (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PackageInformation complexType; see XML source
intentToClear (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within PackageInformation complexType; see XML source
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Whether the transaction reduces risk in an objectively measurable way.
Type:
xsd:boolean
Content:
simple
Defined:
Used to report whether the trade is in dispute
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeSummary complexType; see XML source
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeSummary complexType; see XML source
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
Type:
xsd:boolean
Content:
simple
Defined:
Type:
Content:
simple, 1 attribute
Defined:
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
Related trades
Type:
Content:
complex, 2 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
linkId (defined in PartyTradeIdentifier complexType)
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Type:
Content:
simple, 2 attributes
Defined:
locally within PartyTradeIdentifier complexType; see XML source
The identifier of the linked trade.
Type:
Content:
simple, 2 attributes
Defined:
locally within LinkedTrade complexType; see XML source
The type or reason for a linked trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within LinkedTrade complexType; see XML source
location (defined in Reason complexType)
A value indicating the location of the problem within the subject message.
Type:
Content:
simple, 1 attribute
Defined:
locally within Reason complexType; see XML source
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
Whether the particular product must be executed on a SEF or DCM.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
Content:
complex, 4 elements
Defined:
locally within ReportingRegime complexType; see XML source
masterConfirmationDate (in allocation defined in Allocations complexType)
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type:
xsd:date
Content:
simple
Defined:
A human readable description of the problem.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
mimeType (defined in AdditionalData complexType)
Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdditionalData complexType; see XML source
Element(s) that are missing in the other trade.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
name (defined in ReportingRegimeIdentifier complexType)
Identifies the reporting regime under which this data is reported.
Type:
Content:
simple, 1 attribute
Defined:
name (in algorithm defined in PartyTradeInformation complexType)
The name of the algorithm.
Type:
xsd:token
Content:
simple
Defined:
locally within Algorithm complexType; see XML source
name (in reportingRegime defined in PartyTradeInformation complexType)
Identifies the reporting regime under which this data is reported.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
The monetary value of the security (eg. fixed income security) that was traded).
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
When the non-public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
When the non-public report of this was first accepted for submission to a regulator.
Type:
xsd:dateTime
Content:
simple
Defined:
When the non-public report of this was most recently corrected or corrections were received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
notionalAmountReference (defined in PercentageRule complexType)
A reference to the notional amount.
Type:
Content:
empty, 1 attribute
Defined:
locally within PercentageRule complexType; see XML source
How the notional amount should be reported for the reporting regime.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
The (absolute) number of units of the underlying instrument that were traded.
Type:
xsd:decimal
Content:
simple
Defined:
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
onBehalfOf (defined in DataDocument complexType)
Indicates which party (and accounts) a trade is being processed for.
Type:
Content:
complex, 2 elements
Defined:
locally within DataDocument complexType; see XML source
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
Type:
xsd:dateTime
Content:
simple
Defined:
Type:
Content:
simple, 1 attribute
Defined:
locally within OrderIdentifier complexType; see XML source
Unique identifier of the order that generated the trade package.
Type:
Content:
complex, 1 element
Defined:
locally within PackageSummary complexType; see XML source
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.
Type:
xsd:dateTime
Content:
simple
Defined:
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
originalMessage (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
anonymous complexType
Content:
complex, elem. wildcard
Defined:
locally within AdditionalData complexType; see XML source
Includes:
definition of elem. wildcard
originatingEvent (defined in DataDocument complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within DataDocument complexType; see XML source
Information about the trade package if any that the trade originated from.
Type:
Content:
complex, 5 elements
Defined:
locally within TradeHeader complexType; see XML source
originatingTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
Classification of the OTC transaction.
Type:
Content:
simple, 1 attribute
Defined:
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Trade complexType; see XML source
XPath to the element in the other object.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
Value of the element in the other trade.
Type:
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
Unique identifier of the trade package.
Type:
Content:
complex, 2 elements
Defined:
locally within PackageSummary complexType; see XML source
Specifies the package type.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageSummary complexType; see XML source
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
Type:
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType; see XML source
The name of the portfolio together with the party that gave the name.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Portfolio complexType; see XML source
partyReference (defined in ContractIdentifier complexType)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within ContractIdentifier complexType; see XML source
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within PartyPortfolioName complexType; see XML source
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PartyTradeIdentifiers complexType; see XML source
partyTradeIdentifier (defined in Portfolio complexType)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within Portfolio complexType; see XML source
The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Additional trade information that may be provided by each involved party.
Type:
Content:
complex, 38 elements
Defined:
locally within TradeHeader complexType; see XML source
A percentage of the notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PercentageRule complexType; see XML source
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
portfolio (defined in DataDocument complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within DataDocument complexType; see XML source
portfolio (defined in Portfolio complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Portfolio complexType; see XML source
Type:
Content:
simple, 2 attributes
Defined:
locally within PartyPortfolioName complexType; see XML source
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
Indicates which product within a strategy this ID is associated with.
Type:
Content:
empty, 1 attribute
Defined:
Indicates which product within a strategy represents the premium payment.
Type:
Content:
empty, 1 attribute
Defined:
locally within Strategy complexType; see XML source
The price paid for the instrument.
Type:
Content:
complex, 4 elements
Defined:
locally within InstrumentTradeDetails complexType; see XML source
Describes why the price of this trade does not reflect the current market price.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
The value, in instrument currency, of the amount of the instrument that was traded.
Type:
Content:
complex, 1 element
Defined:
locally within InstrumentTradeDetails complexType; see XML source
The net and/or gross value of the amount traded in native currency.
Type:
Content:
complex, 3 elements
Defined:
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
Type:
Content:
complex, 3 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
Type:
Content:
complex, 5 elements
Defined:
locally within TradeHeader complexType; see XML source
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
When the public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
When the public report of this was most recently corrected or corrections were sent or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
When the public report of this was first accepted for submission to a regulator.
Type:
xsd:dateTime
Content:
simple
Defined:
A description of how much of the instrument was traded.
Type:
Content:
complex, 2 elements
Defined:
locally within InstrumentTradeDetails complexType; see XML source
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
locally within InstrumentTradePricing complexType; see XML source
Reason for not executing the trade on SEF or other facility.
Type:
Content:
simple
Defined:
A machine interpretable error code.
Type:
Content:
simple, 1 attribute
Defined:
locally within Reason complexType; see XML source
The ID assigned by the regulator (e.g.
Type:
Content:
simple, 1 attribute
Defined:
Provides information about a unit/division/desk etc. that executed or supports this trade
Type:
Content:
complex, 2 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
relatedParty (defined in PartyTradeInformation complexType)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
Content:
complex, 4 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
relatedParty (in allocation defined in Allocations complexType)
Specifies any relevant parties to the allocation which should be referenced.
Type:
Content:
complex, 4 elements
Defined:
This may be used to identify one or more parties that perform a role within the transaction.
Type:
Content:
complex, 4 elements
Defined:
locally within PackageInformation complexType; see XML source
This may be used to identify one or more parties that perform a role within the transaction.
Type:
Content:
complex, 4 elements
Defined:
locally within ReportingRegime complexType; see XML source
relatedPerson (defined in PartyTradeInformation complexType)
Provides information about a person that executed or supports this trade
Type:
Content:
complex, 2 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
Type:
Content:
simple, 2 attributes
Defined:
locally within TradeSummary complexType; see XML source
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
reportingRegime (defined in PartyTradeInformation complexType)
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
Content:
complex, 19 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
reportingRole (defined in PartyTradeInformation complexType)
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Type:
Content:
simple, 2 attributes
Defined:
locally within PartyTradeInformation complexType; see XML source
reportingRole (defined in ReportingRegimeIdentifier complexType)
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
Content:
simple, 2 attributes
Defined:
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
Content:
simple, 2 attributes
Defined:
locally within ReportingRegime complexType; see XML source
Date and time of the request for admission to trading on the trading venue.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within AdmissionToTrading complexType; see XML source
Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdmissionToTrading complexType; see XML source
The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing or similar operation (e.g. prime brokerage).
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
role (in algorithm defined in PartyTradeInformation complexType)
The category of the function of the algorithm.
Type:
Content:
simple, 1 attribute
Defined:
locally within Algorithm complexType; see XML source
DEPRECATED.
Type:
Content:
simple, 1 attribute
Defined:
locally within ProductSummary complexType; see XML source
Sequence number is used to identify the ordinal position of the trade within the enclosing package, e.g. number 1 of 3, 2 of 3, etc, where 3 equals package size.
Type:
Content:
simple
Defined:
locally within PackageSummary complexType; see XML source
Type:
Content:
simple
Defined:
locally within ProductSummary complexType; see XML source
Classification of the transaction as a short sale or not and, if short, of the type of transaction.
Type:
Content:
simple, 1 attribute
Defined:
Size of the trade package.
Type:
Content:
simple
Defined:
locally within PackageSummary complexType; see XML source
The current state of approval (.e.g preapproved, pending approval, etc.)
Type:
Content:
simple
Defined:
locally within Approval complexType; see XML source
A strategy product.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
Provides distinct identification for a component of a strategy.
Type:
Content:
complex, 2 elements
Defined:
locally within Strategy complexType; see XML source
string (defined in AdditionalData complexType)
Provides extra information as string.
Type:
Content:
simple
Defined:
locally within AdditionalData complexType; see XML source
When this trade was supplied to a clearing service for clearing.
Type:
xsd:dateTime
Content:
simple
Defined:
When this trade was supplied to a confirmation service or counterparty for confirmation.
Type:
xsd:dateTime
Content:
simple
Defined:
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type:
Content:
complex, 2 elements
Defined:
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type:
Content:
complex, 2 elements
Defined:
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType; see XML source
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType; see XML source
The regulator or other supervisory body the organization is registered with (e.g.
Type:
Content:
simple, 1 attribute
Defined:
Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within AdmissionToTrading complexType; see XML source
Other timestamps for this trade.
Type:
Content:
complex, 2 elements
Defined:
timestamps (defined in PartyTradeInformation complexType)
Allows timing information about a trade to be recorded.
Type:
Content:
complex, 18 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
Allows timing information about a trade to be recorded.
Type:
Content:
complex, 18 elements
Defined:
locally within PackageInformation complexType; see XML source
trade (defined in DataDocument complexType)
The root element in an FpML trade document.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within DataDocument complexType; see XML source
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
The trade date.
Type:
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType; see XML source
Whether the accrued interest in included when the trade settles.
Type:
xsd:boolean
Content:
simple
Defined:
locally within InstrumentTradePricing complexType; see XML source
The information on the trade which is not product specific, e.g. trade date.
Type:
Content:
complex, 11 elements
Defined:
locally within Trade complexType; see XML source
tradeId (defined in Portfolio complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within Portfolio complexType; see XML source
tradeId (defined in TradeIdentifier complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within TradeIdentifier complexType; see XML source
Type:
Content:
simple, 2 attributes
Defined:
Type:
Content:
simple, 2 attributes
Defined:
locally within VersionedTradeId complexType; see XML source
A reference to a party trade ID.
Type:
Content:
empty, 1 attribute
Defined:
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
Type:
Content:
simple, 2 attributes
Defined:
locally within ReportingRegime complexType; see XML source
Identifies the person or persons who assumed the role of trader for this trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Type:
Content:
complex, 1 element
Defined:
Type:
Content:
complex, 3 elements
Defined:
locally within TradeHeader complexType; see XML source
Classification of the pre-trade waiver, if any, that the transaction was executed under.
Type:
Content:
simple, 1 attribute
Defined:
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
The type of approval (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within Approval complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within TradeTimestamp complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 2 elements
Defined:
unit (defined in PartyTradeInformation complexType)
Identifies the unit/division/desk etc. that executed or supports this trade
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
When the most recent correction to this trade was supplied to a clearing service for clearing.
Type:
xsd:dateTime
Content:
simple
Defined:
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
Type:
xsd:dateTime
Content:
simple
Defined:
A list of validation sets the sender asserts the document is valid with respect to.
Type:
Content:
simple, 1 attribute
Defined:
A reference identifying a rule within a validation scheme
Type:
Content:
simple, 1 attribute
Defined:
locally within Reason complexType; see XML source
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeTimestamp complexType; see XML source
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
A contract id which is version aware.
Type:
Content:
complex, 3 elements
Defined:
locally within ContractIdentifier complexType; see XML source
A trade identifier accompanied by a version number.
Type:
Content:
complex, 3 elements
Defined:
locally within TradeIdentifier complexType; see XML source
Complex Type Summary
Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Information about whether and when a product was admitted to trading on a facility.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type describing a role played by an algorithm in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Code that describes what type of allocation applies to the trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The allocations for a single side of a trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A specific approval state in the workflow.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
An approval identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type that qualifies the type of approval.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The reason a trade is exempted from a clearing mandate.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The current status value of a clearing request.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Code that describes what type of collateral is posted by a party to a transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type used to represent the type of mechanism that can be used to confirm a trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A contact id identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A type defining a contract identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A credit arrangement used in support of swaps trading.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type containing a code representing the risk classification of a currency pair, as specified by a regulator.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
Content:
complex, 3 attributes, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
The abstract base type from which all FpML compliant messages and documents must be derived.
Content:
empty, 3 attributes
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
Records supporting information justifying an end user exception under 17 CFR part 39.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type describing the entity of a party, for example Financial, NonFinancial etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the trade execution date time and the source of it.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The economics of a trade of a multiply traded instrument.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing the price paid for the instrument.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing the value in "native" currency of an instrument that was traded.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A structure describing the amount of an instrument that was traded.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type for representing information about a trade related to this.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The data type used for link identifiers.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A structure including a net and/or a gross amount and possibly fees and commissions.
Content:
complex, 3 elements
Defined:
globally; see XML source
Used:
How a notional is to be reported for this reporting regime.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that an identifier for an order.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that an order's identifier(s).
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A characteristic of an organization used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining additional information that may be recorded against a package of trades.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
Summary information about a trade package.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type that describes what thpe of package this is, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that specifies the classification of a party.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type to represent a portfolio name for a particular party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
A type containing a code representing how two parties are related, e.g.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A type defining one or more trade identifiers allocated to the trade by a party.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 21 locations
A type containing multiple partyTradeIdentifier.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining party-specific additional information that may be recorded against a trade.
Content:
complex, 38 elements
Defined:
globally; see XML source
Includes:
definitions of 31 elements
Used:
A type defining a content model for a calculation rule defined as percentage of the notional amount.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
A type representing an arbitary grouping of trade references.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
The data type used for portfolio names.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
The reason a trade's price does not reflect the current market price.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Provides a lexical location (i.e. a line number and character for bad XML) or an XPath location (i.e. place to identify the bad location for valid XML).
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Deprecated: A type defining a USI for the a subproduct component of a strategy.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Summary information about the product that was traded.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type defining a content model for describing the nature and possible location of a error within a previous message.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Defines a list of machine interpretable error codes.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
An ID assigned by a regulator to an organization registered with it.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
How a Boolean value is to be reported for this regulator.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type containing a code representing the level at which this is reported (e.g.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A value that explains the reason or purpose that information is being reported.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Provides information about how the information in this message is applicable to a regulatory reporting process.
Content:
complex, 19 elements
Defined:
globally; see XML source
Includes:
definitions of 19 elements
Used:
A type that provides identification for reporting regimes.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a group of products making up a single trade.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Associates trade identifiers with components of a strategy.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
The type or meaning of a timestamp.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining an FpML trade.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 12 elements
Used:
at 20 locations
A scheme used to categorize positions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type used to record the details of a difference between two business objects/
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
A type defining trade related information which is not product specific.
Content:
complex, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A type defining a trade identifier issued by the indicated party.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 20 locations
A type defining a trade identifier with a reference to the party that this trade is associated with.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Allows timing information about when a trade was processed and reported to be recorded.
Content:
complex, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 18 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Summary information about the trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A generic trade timestamp
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A characteristic of a transaction used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference identifying a rule within a validation scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type used to represent the type of mechanism that can be used to verify a trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Contract Id with Version Support
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Trade Id with Version Support
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Element Group Summary
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Types that globally and uniquely identify trade across counterparties, for regulatory reporting and other purposes.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A group including a net and/or a gross amount.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Identification options for trades
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Choice between identification and representation of trade execution.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Attribute Group Summary
Set of attributes that define versioning information.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 attributes
Used:
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: 13757 $" xmlns="http://www.fpml.org/FpML-5/confirmation" 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-asset-5-11.xsd"/>
<!-- <xsd:include schemaLocation="fpml-business-events.xsd">
<xsd:annotation>
<xsd:appinfo>
<view:skip view="legal" rationale="Unsupported"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:include>
-->
<!-- <xsd:include schemaLocation="fpml-reg-reporting.xsd">
<xsd:annotation>
<xsd:appinfo>
<view:skip view="legal" rationale="Unsupported"/>
<view:skip view="pretrade" rationale="Unsupported"/>
<view:skip view="reporting" rationale="Unsupported"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:include>
-->
<xsd:complexType name="AdditionalData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="mimeType" type="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="string" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="hexadecimalBinary" type="xsd:hexBinary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in hexadecimal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="base64Binary" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in base64.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="originalMessage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in base64.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:any processContents="skip"/>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdmissionToTrading">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about whether and when a product was admitted to trading on a facility.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="requested" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="requestDate" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date and time of the request for admission to trading on the trading venue.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvalDate" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="admissionDate" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Algorithm">
<xsd:sequence>
<xsd:element name="name" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the algorithm.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="role" type="AlgorithmRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The category of the function of the algorithm. The related individual performs the role specified in this field for the base party. For example, if the role is "Trader", the related person acts acts or acted as the base party's trader.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AlgorithmRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a role played by an algorithm in one or more transactions. Examples include roles such as TradingDecision, RoutingDecision. This can be extended to provide custom roles.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/algorithm-role" name="algorithmRoleScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Allocation">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="allocationTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unique ID for the allocation. Multiple allocation trade IDs are provided to allow for the use of USI/UTI representations along with party-specific trade identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party and/or account to which this trade is being allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="allocatedFraction" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="allocatedNotional" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional allocation (amount and currency) to this particular client account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group ref="AllocationContent.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Code that describes what type of allocation applies to the trade. Options include Unallocated, PreAllocation, PostAllocation.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/allocation-reporting-status" name="allocationReportingStatusScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Allocations">
<xsd:annotation>
<xsd:documentation xml:lang="en">The allocations for a single side of a trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="allocatingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to one of the parties to the trade, defined elsewhere in the document. The party referenced has requested its position in the trade to be allocated to several other parties or accounts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="allocation" type="Allocation"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Approval">
<xsd:annotation>
<xsd:documentation xml:lang="en">A specific approval state in the workflow.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="ApprovalType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of approval (e.g. "pre-clearing credit").
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="status" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The current state of approval (.e.g preapproved, pending approval, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approver" type="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The full name or identifiying ID of the relevant approver.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party defined elsewhere in the document. The party referenced has approved the specified item (e.g. trade or allocation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvedPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party defined elsewhere in the document. The party referenced was approved for the specified item (e.g. trade or allocation) by the approving party (if specified).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvalId" type="ApprovalId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifer for a specific appoval, to allow the approval to be identified and tracked.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ApprovalId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An approval identifier allocated by a party. FpML does not define the domain values associated with this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="approvalIdScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Approvals">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="approval" type="Approval"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ApprovalType">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that qualifies the type of approval.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/approval-type" name="approvalTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">The current status value of a clearing request.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearing-status" name="clearingStatusScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ClearingExceptionReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reason a trade is exempted from a clearing mandate.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearing-exception-reason" name="clearingExceptionReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--FpML 5-11: SFTR field for SL; ESMA field-->
<xsd:complexType name="CollateralizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Code that describes what type of collateral is posted by a party to a transaction. Options include Uncollateralized, Partial, Full, One-Way.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/collateral-type" name="collateralTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--FpML 5-11: SFTR field for SL; ESMA field-->
<xsd:complexType name="ConfirmationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of mechanism that can be used to confirm a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/confirmation-method" name="confirmationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contact id identifier allocated by a party. FpML does not define the domain values associated with this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="contractIdScheme" type="NonEmptyURI" use="required"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contract identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the contract identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the legal activity is to agree a contract of variation then the business process should be to modify a contract. This is a contract in its own right and not a version of a previous contract. Where the business process is to replace and supersede a contract then you have a new contract and a contract version should not be used.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="contractId" type="ContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A contract id which is not version aware.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="versionedContractId" type="VersionedContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A contract id which is version aware.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CreditDerivativesNotices">
<xsd:sequence>
<xsd:element name="creditEvent" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="publiclyAvailableInformation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="physicalSettlement" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A credit arrangement used in support of swaps trading.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-document" name="creditDocumentScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CurrencyPairClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type containing a code representing the risk classification of a currency pair, as specified by a regulator.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-currency-pair-classification" name="currencyPairClassificationScheme" type="NonEmptyURI" use="optional"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DataDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Document">
<xsd:sequence>
<xsd:group ref="Validation.model"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="onBehalfOf" type="OnBehalfOf">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which party (and accounts) a trade is being processed for.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The root element in an FpML trade document.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Document">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all FpML compliant messages and documents must be derived.
</xsd:documentation>
</xsd:annotation>
<xsd:attributeGroup ref="VersionAttributes.atts"/>
</xsd:complexType>
<xsd:complexType name="EndUserExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Records supporting information justifying an end user exception under 17 CFR part 39.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditDocument" type="CreditDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
What arrangements will be made to provide credit? (e.g. CSA, collateral pledge, guaranty, available resources, financing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationCharacteristic" type="OrganizationCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination. Examples include "FinancialEntity", "CaptiveFinanceUnit", "BoardOfDirectorsApproval".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="transactionCharacteristic" type="TransactionCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination. Examples include "BoardOfDirectorsApproval", "HedgesCommercialRisk".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number. For example, it could specify that it is SEC registered and provide its Central Index Key.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the entity of a party, for example Financial, NonFinancial etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/entity-classification" name="entityClassificationScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the trade execution date time and the source of it. For use inside containing types which already have a Reference to a Party that has assigned this trade execution date time.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:dateTime">
<xsd:attribute name="executionDateTimeScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the source (e.g. clock id) generating the execution date time.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExecutionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of market where a trade can be executed.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/execution-type" name="executionTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of market where a trade can be executed.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/execution-venue-type" name="executionVenueTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="FacilityExecutionExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reason for not executing the trade on SEF or other facility.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationCharacteristic" type="OrganizationCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination. Examples include "FinancialEntity", "CaptiveFinanceUnit", "BoardOfDirectorsApproval".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="transactionCharacteristic" type="TransactionCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination. Examples include "BoardOfDirectorsApproval", "HedgesCommercialRisk".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number. For example, it could specify that it is SEC registered and provide its Central Index Key.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FirstPeriodStartDate">
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute ecore:reference="Party" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InstrumentTradeDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The economics of a trade of a multiply traded instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
<xsd:element ref="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">The FpML asset description for the asset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quantity" type="InstrumentTradeQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A description of how much of the instrument was traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricing" type="InstrumentTradePricing">
<xsd:annotation>
<xsd:documentation xml:lang="en">The price paid for the instrument.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="principal" type="InstrumentTradePrincipal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value, in instrument currency, of the amount of the instrument that was traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InstrumentTradeQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the amount of an instrument that was traded.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="number" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The (absolute) number of units of the underlying instrument that were traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nominal" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The monetary value of the security (eg. fixed income security) that was traded).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="InstrumentTradePricing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the price paid for the instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quote" type="BasicQuotation"/>
<xsd:element minOccurs="0" name="couponStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date interest started accruing for the accrued interest calculation on an interest bearing security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exDividendDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders. From the ex-date, any dividends that are owing on the security are paid to the original owner. As a consequence of this, on the ex-date, the securities price typically drops by the amount of the distribution (plus or minus any market activity).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tradedFlatOfAccrued" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the accrued interest in included when the trade settles. ("true" means accrued interest is not included when the trade settles.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InstrumentTradePrincipal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the value in "native" currency of an instrument that was traded.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="principalAmount" type="NetAndGross">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The net and/or gross value of the amount traded in native currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LinkedTrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for representing information about a trade related to this. It identifies the related trade and the type of relationship.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="linkType" type="LinkType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type or reason for a linked trade. For example, it may be the block trade that originated this allocation trade, or a beta or gamma trade that resulted from this trade submitted for clearing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="linkId" type="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier of the linked trade. In the case the linked trade is identified by a USI or UTI, the issuer prefix and transaction ID components should be concatenated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for link identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="linkIdScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LinkType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="linkTypeScheme"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="NetAndGross">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure including a net and/or a gross amount and possibly fees and commissions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="NetAndOrGross.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Net and/or gross amount.</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NotionalReportingType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
How a notional is to be reported for this reporting regime. E.g. for ESMA EMIR, it would be Nominal or Monetary Amount
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/notional-type" name="notionalTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OrderId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that an identifier for an order.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="orderIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OrderIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that an order's identifier(s).</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="orderId" type="OrderId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrganizationCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A characteristic of an organization used in declaring an end-user exception.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-characteristic" name="organizationCharacteristicScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OtcClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-mifir-otc-classification" name="otcClassificationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PackageInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining additional information that may be recorded against a package of trades.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<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="category" type="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affected it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="timestamps" type="TradeProcessingTimestamps">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows timing information about a trade to be recorded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToClear" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the status with respect to clearing (e.g. AwaitingAcceptance, Pending, Accepted, Rejected, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">Summary information about a trade package.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Unique identifier of the trade package.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="orderIdentifier" type="OrderIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unique identifier of the order that generated the trade package.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="packageType" type="PackageType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the package type. Domain is defined within the packageTypeScheme and includes values such as: Butterfly, CalendarRoll, CalendarSpread, etc. The complete list is available at: http://www.fpml.org/coding-scheme/package-type
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="size" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Size of the trade package.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sequenceNumber" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Sequence number is used to identify the ordinal position of the trade within the enclosing package, e.g. number 1 of 3, 2 of 3, etc, where 3 equals package size. It&#8217;s intended to assist with ordering and reconciliation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what thpe of package this is, e.g. Butterfly.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/package-type" name="packageTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyEntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that specifies the classification of a party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has the classification in the associated "entityClassification" element below.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="entityClassification" type="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PartyPortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to represent a portfolio name for a particular party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="portfolioName" type="PortfolioName"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PartyRelationshipType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type containing a code representing how two parties are related, e.g. Affiliated, Intragroup, None.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-relationship-type" name="partyRelationshipTypeScheme" type="NonEmptyURI" use="optional"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeIdentifier">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="linkId" type="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId. 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. For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="allocationTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of the allocated trade. This is used by the block trade to reference the allocated trade. For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="resultingTradeId" type="TradeIdentifierExtended">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing or similar operation (e.g. prime brokerage). For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="blockTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of the block trade. This is used by each one of the allocated trades to reference the block trade. This element can also represent the trade id of the parent trade for N-level allocations. In the case, this element is only used to model N-level allocations in which the trade acts as block and allocated trade at the same time. This basically means the ability to allocate a block trade to multiple allocation trades, and then allocate these in turn to other allocation trades (and so on if desired). For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event. The originatingEvent will explain why the trade was created; the existence and number of originatingTradeId elements should correspond to the originatingEvent, and they should be interpreted using that field. If the trade is inside a business event structure (such as a novation or a compression event) this element shuld not be populated; instead the event shoudl be used to represent the other trades. For new implementations, the use of the "linkedTrade" element is preferred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Added in error. Leftover from earlier proposal" maxOccurs="unbounded" minOccurs="0" name="productComponentIdentifier" type="ProductComponentIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="linkedTrade" type="LinkedTrade">
<xsd:annotation>
<xsd:documentation>Related trades</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type containing multiple partyTradeIdentifier.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade.
</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 fpml-annotation:deprecatedReason="This element is deprecated in favor of the reportingRole within reportingRegime." minOccurs="0" name="reportingRole" type="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecatedReason="This element is deprecated in favor of relatedBusinessUnit." maxOccurs="unbounded" minOccurs="0" name="unit" type="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the unit/division/desk etc. that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedBusinessUnit" type="RelatedBusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a unit/division/desk etc. that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedPerson" type="RelatedPerson">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a person that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="algorithm" type="Algorithm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about an algorithm that executed or otherwise participated in this trade this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="isAccountingHedge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party. (TODO: do we need to distinguish between asset and liability hedges?)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="category" type="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trader" type="Trader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the person or persons who assumed the role of trader for this trade. New implementations are encouraged to use the relatedPerson structure instead.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affeted it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="timestamps" type="TradeProcessingTimestamps">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows timing information about a trade to be recorded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToClear" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the status with respect to clearing (e.g. AwaitingAcceptance, Pending, Accepted, Rejected, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether this party posts collateral. For Recordkeeping, the collateralization type refers to collateral that is posted by this firm, and One-Way is not meaningful. In other words, if the collateralization type is Full, this trade is fully collateralized by this party. For Transparency view, the options include Full, Partial, Uncollateralized, and One-Way.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateralPortfolio" type="PortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegime">
<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:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing. For historical reasons this is called "end-user exception", but this may be used to indication any exception from normal clearing mandates caused by the type of the partiees or their relationship, such as inter-affiliate trades. If a relatedParty block with a role of ClearingExceptionParty is present, that related party indicates which party is claiming the end user exception.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="endUserExceptionReason" type="ClearingExceptionReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a reason that the trade is exempted from a clearing requirement. This exemption may be an end-user exception, or another type such as in inter-affiliate trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="endUserExceptionDeclaration" type="EndUserExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Claims an end user exception and provides supporting evidence. If a relatedParty block with a role of ClearingExceptionParty is present, that related party indicates which party is claiming the end user exception.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="nonStandardTerms" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms. The flag indicates that the price for this trade is not to be construed as being indicative of the market for standardised trades with otherwise identical reportable terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="offMarketPrice" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the price does not reflect the current market. For example, in a credit trade where the two counterparties are not of equal credit standing, there is no initial margin and one party pays collateral to the other in the form of an add-on to the price (say a price that would otherwise be 100 at the market is struck at 105 to include the collateral, resulting in a very off-market looking price.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="pricingContext" type="PricingContext">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes why the price of this trade does not reflect the current market price. For example, the trade may have been traded off-market as part of a termination or compression operation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting. Normally this will only be applicable for off-facility trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionType" type="ExecutionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was executed, e.g. via voice or electronically.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="verificationMethod" type="VerificationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation. This affect the timing of real-time reporting requirements. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="confirmationMethod" type="ConfirmationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation. This affects the process flow for confirmation messages. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="compressedTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether this trade is a result of compression activity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="TransactionClassification.model">
<xsd:annotation>
<xsd:documentation>
Provides classification of the transaction being reported
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="isDisputed" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">Used to report whether the trade is in dispute</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--Do not delete this orphan. This is used as an example for defining a different content model for a calculation rule-->
<xsd:complexType name="PercentageRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model for a calculation rule defined as percentage of the notional amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentRule">
<xsd:sequence>
<xsd:element name="paymentPercent" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">A percentage of the notional amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type representing an arbitary grouping of trade references.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyPortfolioName" type="PartyPortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the portfolio together with the party that gave the name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeId" type="TradeId"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for portfolio names.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="portfolioNameScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PricingContext">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reason a trade's price does not reflect the current market price.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/pricing-context" name="pricingContextScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProblemLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides a lexical location (i.e. a line number and character for bad XML) or an XPath location (i.e. place to identify the bad location for valid XML).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NormalizedString">
<xsd:attribute name="locationType" type="Token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value of the locationType attribute defines which type of location has been given. It may take the values 'lexical' or 'xpath'.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Added in error. Leftover from earlier proposal" name="ProductComponentIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Deprecated: A type defining a USI for the a subproduct component of a strategy.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumProductReference" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which product within a strategy this ID is associated with.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuer" type="IssuerId"/>
<xsd:element name="tradeId" type="TradeId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ProductSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Summary information about the product that was traded. This is intended primarily for trade reporting by TRs.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="finalSettlementDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Use instead the field within credit products: indexReferenceInformation/seniority" minOccurs="0" name="seniority" type="CreditSeniority">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/seniority (RPTWG decision 2017-09)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Use instead the field within credit products: indexReferenceInformation/indexFactor" minOccurs="0" name="indexFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/indexFactor (RPTWG decision 2017-09)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="admissionToTrading" type="AdmissionToTrading"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegulatorId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An ID assigned by a regulator to an organization registered with it. (NOTE: should this just by represented by an alternate party ID?)
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="regulatorIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingBoolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
How a Boolean value is to be reported for this regulator. Typically "true" or "false", but for ESMA "X" is also allowed, to indicate not supplied.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-boolean" name="reportingBooleanScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingPurpose">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A value that explains the reason or purpose that information is being reported. Examples might include RealTimePublic reporting, PrimaryEconomicTerms reporting, Confirmation reporting, or Snapshot reporting.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-purpose" name="reportingPurposeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingRegime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about how the information in this message is applicable to a regulatory reporting process.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<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:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<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 maxOccurs="unbounded" name="supervisorRegistration" type="SupervisorRegistration">
<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:choice>
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole">
<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 maxOccurs="unbounded" minOccurs="0" name="reportingPurpose" type="ReportingPurpose">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="mandatorilyClearable" type="ReportingBoolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the particular trade type in question is required by this regulator to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element name="mandatoryFacilityExecution" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the particular product must be executed on a SEF or DCM. See to Dodd-Frank section 723(a)(8).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="mandatoryFacilityExecutionException" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="exceedsClearingThreshold" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice minOccurs="0">
<xsd:element name="entityClassification" type="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="partyEntityClassification" type="PartyEntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="tradePartyRelationshipType" type="PartyRelationshipType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g. Affiliated, Intragroup, etc..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="actionType" type="ActionType">
<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:element minOccurs="0" name="preEnactmentTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="notionalType" type="NotionalReportingType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
How the notional amount should be reported for the reporting regime. For example, for ESMA MiFIR it would be Nominal or MonetaryAmount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currencyPairClassification" type="CurrencyPairClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transmissionOfOrder" type="xsd:boolean"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc. This is used to clarify which participant's information is being reported.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-role" name="reportingRoleScheme" type="NonEmptyURI" use="optional"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type containing a code representing the level at which this is reported (e.g. Trade or Position)
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-level" name="reportingLevelScheme" type="NonEmptyURI" use="optional"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides identification for reporting regimes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<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:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<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 maxOccurs="unbounded" name="supervisorRegistration" type="SupervisorRegistration">
<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:choice>
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole">
<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 minOccurs="0" name="actionType" type="ActionType">
<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="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model for describing the nature and possible location of a error within a previous message.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="reasonCode" type="ReasonCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">A machine interpretable error code.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="location" type="ProblemLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A value indicating the location of the problem within the subject message.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="description" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Plain English text describing the associated error condition
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="validationRuleId" type="Validation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference identifying a rule within a validation scheme
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalData" type="AdditionalData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of any one of the messages (within a CDATA section).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReasonCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a list of machine interpretable error codes.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reason-code" name="reasonCodeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ShortSale">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-mifir-short-sale" name="shortSaleScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Strategy">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a group of products making up a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strategyComponentIdentifier" type="StrategyComponentIdentification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides distinct identification for a component of a strategy.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="premiumProductReference" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which product within a strategy represents the premium payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" ref="product"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="StrategyComponentIdentification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Associates trade identifiers with components of a strategy.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifierReference" type="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party trade ID. If there are multiple trade IDs for a single component (e.g. USI, UTI, party-specific identifier), create a single "strategyComponentIdentifier" with a reference to the component, and multiple tradeIdentifierReferences, one referencing each applicable identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="componentReference" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a component of the strategy (typically a product).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a regulator or other supervisory body that an organization is registered with.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="SupervisorRegistration.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TimestampTypeScheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type or meaning of a timestamp.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="timestampScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining an FpML trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeHeader" type="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information on the trade which is not product specific, e.g. trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otherPartyPayment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="brokerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies that party (or parties) that brokered this trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CalculationAgent.model"/>
<xsd:element maxOccurs="2" minOccurs="0" name="determiningParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="barrierDeterminationAgent" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="hedgingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateral" type="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines collateral obiligations of a Party</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="documentation" type="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="governingLaw" type="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the law governing the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="allocations" type="Allocations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">A scheme used to categorize positions.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/org-type-category" name="categoryScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeDifference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record the details of a difference between two business objects/
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="differenceType" type="DifferenceTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of difference that exists.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="differenceSeverity" type="DifferenceSeverityEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">An indication of the severity of the difference.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="element" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the element affected.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="basePath" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">XPath to the element in the base object.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="baseValue" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">The value of the element in the base object.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherPath" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">XPath to the element in the other object.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherValue" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value of the element in the other trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="missingElement" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">Element(s) that are missing in the other trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="extraElement" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element(s) that are extraneous in the other object.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="message" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">A human readable description of the problem.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining trade related information which is not product specific.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="TradeIdentifiers.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional trade information that may be provided by each involved party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tradeSummary" type="TradeSummary"/>
<xsd:element minOccurs="0" name="productSummary" type="ProductSummary"/>
<xsd:element minOccurs="0" name="originatingPackage" type="PackageSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about the trade package if any that the trade originated from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a trade identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="IssuerTradeId.model"/>
<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:choice maxOccurs="unbounded">
<xsd:element name="tradeId" type="TradeId"/>
<xsd:element name="versionedTradeId" type="VersionedTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A trade identifier accompanied by a version number. In regulatory reporting views, this should be avoided except for internal mnessaging.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="TradeIdentifierExtended">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a trade identifier with a reference to the party that this trade is associated with.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeIdentifier">
<xsd:sequence>
<xsd:element name="associatedPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeProcessingTimestamps">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows timing information about when a trade was processed and reported to be recorded.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="orderEntered" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="orderSubmitted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant. If the participant records this time (i.e. it is in the participant's party trade information), it will be the time the message was sent. If the execution facility records this time (i.e. it is in the facility's party trade information), it will be the time the message was received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publiclyReported" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the public report of this was created or received by this party. If the participant records this time (i.e. it is in the participant's party trade information), it will be the time the message was sent. If the execution records this time (i.e. it is in the facility's party trade information), it will be the time the message was received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publicReportAccepted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the public report of this was most recently corrected or corrections were sent or received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publicReportUpdated" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the public report of this was first accepted for submission to a regulator.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonpubliclyReported" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the non-public report of this was created or received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonpublicReportAccepted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the non-public report of this was first accepted for submission to a regulator.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonpublicReportUpdated" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the non-public report of this was most recently corrected or corrections were received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="submittedForConfirmation" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When this trade was supplied to a confirmation service or counterparty for confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="updatedForConfirmation" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="confirmed" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">When this trade was confirmed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="submittedForClearing" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When this trade was supplied to a clearing service for clearing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="updatedForClearing" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the most recent correction to this trade was supplied to a clearing service for clearing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cleared" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">When this trade was cleared.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationsSubmitted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When allocations for this trade were submitted or received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationsUpdated" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When allocations for this trade were most recently corrected.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationsCompleted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When allocations for this trade were completely processed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="timestamp" type="TradeTimestamp">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Other timestamps for this trade. This is provisional in Recordkeeping and Transparency view and may be reviewed in a subsequent draft.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Trader">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="traderScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">Summary information about the trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="isPackageTrade" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="isPrimeBrokerTrade" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="reportingLevel" type="ReportingLevel"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeTimestamp">
<xsd:annotation>
<xsd:documentation xml:lang="en">A generic trade timestamp</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="TimestampTypeScheme"/>
<xsd:element name="value" type="xsd:dateTime"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradingWaiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver" name="tradingWaiverScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TransactionCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A characteristic of a transaction used in declaring an end-user exception.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/transaction-characteristic" name="transactionCharacteristicScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Validation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference identifying a rule within a validation scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="validationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="VerificationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of mechanism that can be used to verify a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/verification-method" name="verificationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="VersionedContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Contract Id with Version Support</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="contractId" type="ContractId"/>
<xsd:group ref="VersionHistory.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The version of the contract id. The contractId is versioned and not the contract.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="VersionedTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Trade Id with Version Support</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeId" type="TradeId"/>
<xsd:group ref="VersionHistory.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The version of the trade id. The tradeId is versioned and not the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:attributeGroup name="VersionAttributes.atts">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Set of attributes that define versioning information.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="fpmlVersion" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicate which version of the FpML Schema an FpML message adheres to.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
<xsd:restriction base="Token">
<xsd:pattern value="5-(0|[1-9][0-9]{0,2})"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:attribute>
<xsd:attribute name="expectedBuild" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
<xsd:attribute fixed="4" name="actualBuild" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:attributeGroup>
<xsd:element name="instrumentTradeDetails" substitutionGroup="product" type="InstrumentTradeDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives. Typically this will be used to represent the trade resulting from a physically-settled OTC product where the underlying is a security, for example the exercise of a physically-settled option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strategy" substitutionGroup="product" type="Strategy">
<xsd:annotation>
<xsd:documentation xml:lang="en">A strategy product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="AllocationContent.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="collateral" type="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The sum that must be posted upfront to collateralize against counterparty credit risk.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditChargeAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Special credit fee assessed to certain institutions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:element minOccurs="0" name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any relevant parties to the allocation which should be referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CalculationAgent.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationAgent" type="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationAgentBusinessCenter" type="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent. However, the confirm does need to specify the Calculation Agent City. This is due to the fact that the MCA sets the value for Calculation Agent but does not set the value for Calculation Agent City.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="GlobalTradeIdentifiers.model">
<xsd:annotation>
<xsd:documentation>
Types that globally and uniquely identify trade across counterparties, for regulatory reporting and other purposes. Includes a USI and/or a UTI.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="uniqueSwapIdentifier" type="IssuerTradeId"/>
<xsd:element minOccurs="0" name="uniqueTransactionIdentifier" type="IssuerTradeId"/>
</xsd:sequence>
<xsd:element name="uniqueTransactionIdentifier" type="IssuerTradeId"/>
</xsd:choice>
</xsd:group>
<xsd:group name="NetAndOrGross.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A group including a net and/or a gross amount.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="net" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value excluding fees and commissions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="gross" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value including fees and commissions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="net" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value excluding fees and commissions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="SupervisorRegistration.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a regulator or other supervisory body that an organization is registered with.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="supervisoryBody" type="SupervisoryBody">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The regulator or other supervisory body the organization is registered with (e.g. SEC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="registrationNumber" type="RegulatorId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ID assigned by the regulator (e.g. SEC's Central Index Key).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeIdentifiers.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identification options for trades</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:annotation/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Trade identifiers agreed across parties to uniquely and globally identify trades for regulatory and other purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="TradeOrTradeReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of trade execution.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="isSecuritiesFinancing" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otcClassification" type="OtcClassification">
<xsd:annotation>
<xsd:documentation>
Classification of the OTC transaction. Note: Coding scheme definition to encapsulate: Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014. e.g. default="http://www.fpml.org/coding-scheme/esma-mifir-otc-classification"
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradingWaiver" type="TradingWaiver">
<xsd:annotation>
<xsd:documentation>
Classification of the pre-trade waiver, if any, that the transaction was executed under. Note: Coding scheme to encapsulate: Articles 4 and 9 of Regulation (EU) 600/2014. e.g. default="http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver"
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="shortSale" type="ShortSale">
<xsd:annotation>
<xsd:documentation>
Classification of the transaction as a short sale or not and, if short, of the type of transaction. Note: Coding scheme to encapsulate: Article 11 of Regulation (EU) 600/2014. e.g. default="http://www.fpml.org/coding-scheme/esma-mifir-short-sale"
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="isCommodityHedge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Whether the transaction reduces risk in an objectively measurable way. Only applicable for commodity derivative transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Replaced by Implementation Specification in msg header" name="Validation.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="validation" type="Validation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of validation sets the sender asserts the document is valid with respect to.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</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.