complexType "Repo"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 1 attribute, 34 elements
Defined:
globally in fpml-repo-5-11.xsd; see XML source
Includes:
definitions of 20 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
(primaryAssetClass, secondaryAssetClass*, ((productType+, productId*) | productId+), embeddedOptionType[0..2])?, (fixedRateSchedule | (floatingRateCalculation, resetFrequency?)), dayCountFraction, ((duration, (extensionStyle, extensionPeriod?)?, (callingParty, earliestCallDate?, callDate?)?, (noticePeriod | partyNoticePeriod[1..2])?) | (callingParty, callDate?, (noticePeriod | partyNoticePeriod[1..2])?)), initialMargin?, nearLeg, farLeg?, paymentFrequency?, ((bond | convertibleBond | equity)+ | security | triParty)?, generalCollateral?, collateralArrangement?, eligibleForRehypothecation?
</...>
Content Model Elements (34):
bond,
callDate (in repo),
callDate (in repo),
callingParty (in repo),
callingParty (in repo),
collateralArrangement (in repo),
convertibleBond,
dayCountFraction (in repo),
duration (in repo),
earliestCallDate,
eligibleForRehypothecation (in repo),
embeddedOptionType,
equity,
extensionPeriod,
extensionStyle,
farLeg (in repo),
fixedRateSchedule (defined in RateCalculation.model group),
floatingRateCalculation (defined in RateCalculation.model group),
generalCollateral,
initialMargin,
nearLeg (in repo),
noticePeriod (in repo),
noticePeriod (in repo),
partyNoticePeriod (in repo),
partyNoticePeriod (in repo),
paymentFrequency (in repo),
primaryAssetClass (defined in Product.model group),
productId (defined in Product.model group),
productId (defined in Product.model group),
productType (defined in Product.model group),
resetFrequency (defined in RateCalculation.model group),
secondaryAssetClass (defined in Product.model group),
security,
triParty (in repo)
All Direct / Indirect Based Elements (1):
repo
Known Usage Locations
Annotation
A Repo, modeled as an FpML:Product. Note: this Repo model is a candidate model for further industry input.
Type Definition Detail
Type Derivation Tree
Product (extension)
  Repo
XML Source (w/o annotations (23); see within schema source)
<xsd:complexType name="Repo">
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="RateCalculation.model"/>
<xsd:element name="dayCountFraction" type="DayCountFraction"/>
<xsd:choice>
<xsd:sequence>
<xsd:element name="duration" type="RepoDurationEnum"/>
<xsd:group minOccurs="0" ref="ExtensionPeriod.model"/>
<xsd:sequence minOccurs="0">
<xsd:element name="callingParty" type="CallingPartyEnum"/>
<xsd:element minOccurs="0" name="earliestCallDate" type="AdjustableDate"/>
<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>
</xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="noticePeriod" type="AdjustableOffset"/>
<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>
</xsd:choice>
</xsd:sequence>
<xsd:sequence fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated the Open-Repo call/notice group in favor of the relax model to allow extension and/or call/notice properties to be produced in association with duration [Open or Term or Overnight]">
<xsd:element name="callingParty" type="CallingPartyEnum"/>
<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>
<xsd:choice minOccurs="0">
<xsd:element name="noticePeriod" type="AdjustableOffset"/>
<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>
</xsd:choice>
</xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="initialMargin" type="InitialMargin"/>
<xsd:element name="nearLeg" type="RepoNearLeg"/>
<xsd:element minOccurs="0" name="farLeg" type="RepoFarLeg"/>
<xsd:element minOccurs="0" name="paymentFrequency" type="Frequency"/>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:group maxOccurs="unbounded" ref="BondEquity.model"/>
<xsd:element ref="security"/>
<xsd:element name="triParty" type="TriParty"/>
</xsd:choice>
<xsd:element minOccurs="0" name="generalCollateral" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="collateralArrangement" type="CollateralArrangement"/>
<xsd:element minOccurs="0" name="eligibleForRehypothecation" type="xsd:boolean"/>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 20/34)
callDate
Type:
AdjustableOrRelativeDate, complex content
Defines the latest date when the open repo transaction can and must be exercised on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value). For instance, in an open repo transaction with callDate agreed as business day one year after the trade date, the far leg can be settled on any day after the near leg settlement date and before and including the callDate. If the call date is not defined in trade terms and / or not included into the trade confirmation this element can be omitted.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>
callDate
Type:
AdjustableOrRelativeDate, complex content
Defines the latest date when the open repo transaction can and must be exercised on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value). For instance, in an open repo transaction with callDate agreed as business day one year after the trade date, the far leg can be settled on any day after the near leg settlement date and before and including the callDate. If the call date is not defined in trade terms and / or not included into the trade confirmation this element can be omitted.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>
callingParty
Type:
CallingPartyEnum, simple content
The party to the repo transaction that has a right to demand exercise of the far leg of the open repo transaction. This element represents an enumerated list that includes InitialBuyer, InitialSeller, Either, AsDefinedInMasterAgreement. In the default case, either party can call for closing an open repo transaction. If electing parties are in the Master Agreement and not defined in an open repo confirmation, the value AsDefinedInMasterAgreement should be used. Exact buyer/seller related parties, including any third parties who can demand exercise of open repo transactions on behalf of the parties to the trade (calculation agent, executing broker, etc.), can be defined in the relatedParty element (tradeHeader/partyTradeInformation).
Simple Content
enumeration of xsd:token
Enumeration:
"InitialBuyer"
 - 
Initial buyer to the repo or initial borrower to the SBL transaction.
See:  http://www.FpML.org
"InitialSeller"
 - 
Initial seller to the repo or initial lender to SBL transaction.
See:  http://www.FpML.org
"Either"
 - 
Either, Buyer or Seller to the repo or Lender or Borrower to the SBL transaction.
See:  http://www.FpML.org
"AsDefinedInMasterAgreement"
 - 
As defined in Master Agreement.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="callingParty" type="CallingPartyEnum"/>
callingParty
Type:
CallingPartyEnum, simple content
The party to the open repo transaction that has a right to demand exercise of the far leg of the open repo transaction. This element represents an enumerated list that includes InitialBuyer, InitialSeller, Either, AsDefinedInMasterAgreement. In the default case, either party can call for closing an open repo transaction. If electing parties are in the Master Agreement and not defined in an open repo confirmation, the value AsDefinedInMasterAgreement should be used. Exact buyer/seller related parties, including any third parties who can demand exercise of open repo transactions on behalf of the parties to the trade (calculation agent, executing broker, etc.), can be defined in the relatedParty element (tradeHeader/partyTradeInformation).
Simple Content
enumeration of xsd:token
Enumeration:
"InitialBuyer"
 - 
Initial buyer to the repo or initial borrower to the SBL transaction.
See:  http://www.FpML.org
"InitialSeller"
 - 
Initial seller to the repo or initial lender to SBL transaction.
See:  http://www.FpML.org
"Either"
 - 
Either, Buyer or Seller to the repo or Lender or Borrower to the SBL transaction.
See:  http://www.FpML.org
"AsDefinedInMasterAgreement"
 - 
As defined in Master Agreement.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="callingParty" type="CallingPartyEnum"/>
collateralArrangement
Type:
CollateralArrangement, simple content
(SFTR related field) Method used to provide collateral - Indication whether the collateral is subject to a title transfer collateral arrangement, a securities financial collateral arrangement, or a securities financial with the right of use.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="collateralArrangement" type="CollateralArrangement"/>
dayCountFraction
Type:
DayCountFraction, simple content
The day count fraction.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="dayCountFraction" type="DayCountFraction"/>
duration
Type:
RepoDurationEnum, simple content
A duration code for the repo transaction. This defines a type of a repo transaction with Term, Overnight or Open duration.
Simple Content
("Open" | "Term") | "Overnight"
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="duration" type="RepoDurationEnum"/>
earliestCallDate
Type:
AdjustableDate, complex content
(SFTR related field) The earliest date that the cash lender has the right to call back a portion of the funds or to terminate the transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="earliestCallDate" type="AdjustableDate"/>
eligibleForRehypothecation
Type:
xsd:boolean, predefined, simple content
Indication, whether the collateral taker can reuse the securities provided as a collateral.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="eligibleForRehypothecation" type="xsd:boolean"/>
farLeg
Type:
RepoFarLeg, complex content
The far leg of the repo contract, i.e. the repurchase transaction. The BuyerSeller model in the far leg must be the exact opposite of the one found in the near leg.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="farLeg" type="RepoFarLeg"/>
generalCollateral
Type:
xsd:boolean, predefined, simple content
(SFTR related field) Indicates whether the secured financing transaction is subject to a general collateral arrangement. If generalCollateral = ‘True’, it is 'GENE' (general collateral). If generalCollateral = 'False', it is 'SPEC' (specific collateral). If produced in connection with a triparty agent, the generalCollateral field is expected to be 'True'.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="generalCollateral" type="xsd:boolean"/>
initialMargin
Type:
InitialMargin, complex content
Defines initial margin applied to a repo transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="initialMargin" type="InitialMargin"/>
nearLeg
Type:
RepoNearLeg, complex content
A repo contract is modeled as two purchase/repurchase transactions which are called legs. This is the near leg, i.e. the transaction that will be executed on the near settlement date of the contract.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="nearLeg" type="RepoNearLeg"/>
noticePeriod
Type:
AdjustableOffset, complex content
Notice period for open repo transactions in number of days. This element represents the agreed period of notice to be given in advance before exercise of the repo trade by a party requesting such exercise.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="noticePeriod" type="AdjustableOffset"/>
noticePeriod
Type:
AdjustableOffset, complex content
Notice period for open repo transactions in number of days. This element represents the agreed period of notice to be given in advance before exercise of the repo trade by a party requesting such exercise.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="noticePeriod" type="AdjustableOffset"/>
partyNoticePeriod
Type:
PartyNoticePeriod, complex content
Notice period for open repo transactions referenced to a party to the trade, in number of days. This element represents the agreed period of notice to be given in advance before exercise of the repo trade by a party requesting such exercise and reference to that party.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>
partyNoticePeriod
Type:
PartyNoticePeriod, complex content
Notice period for open repo transactions referenced to a party to the trade, in number of days. This element represents the agreed period of notice to be given in advance before exercise of the repo trade by a party requesting such exercise and reference to that party.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>
paymentFrequency
Type:
Frequency, complex content
Time period and multiplier, describing the frequency of payments for the Repo floating rate. SFTR Field 28 and 29.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="paymentFrequency" type="Frequency"/>
security
Type:
GenericSecurity, complex content
Underlying security profile (e.g. security basket).
XML Source (w/o annotations (1); see within schema source)
<xsd:element ref="security"/>
triParty
Type:
TriParty, complex content
Triparty information.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="triParty" type="TriParty"/>
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.