All Element Summary | ||||||||||||
accountReference (defined in PartyExposureCategory group) |
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accountReference (defined in ReportContents complexType) | The account for which this report was generated.
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adjustedPaymentDate (in payment in position in positionReport) | The date on which this payment will settle.
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affectedPositions | The positions affected by this fixing.
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asOfDate (in eventActivityReport) | The date for which this document reports positions and valuations.
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asOfDate (in exposureReport) | The date for which this report was generated.
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asOfDate (in partyReport) | The date for which this report was generated.
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asOfDate (in positionActivityReport) | The date for which this document reports positions and valuations.
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asOfDate (in positionReport) | The date for which this document reports positions and valuations.
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asOfDate (in requestPositionReport) | The date for which this request desires positions and valuations.
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asOfDate (in requestValuationReport) | The date for which this report is requested.
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asOfDate (in resetReport) | The date for which this request was generated.
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asOfDate (in terminatingEventsReport) | The date for which this document reports positions and valuations.
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asOfDate (in valuationReport) | The date for which this request was generated.
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asOfTime | The time for which this report was generated (i.e., the cut-off time of the report).
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assetClass (defined in ProductExposureCategory group) |
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calculationDetails (in payment in position in positionReport) | The set of cash flow components with calculations that comprise this payment.
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category (defined in PartyExposureCategory group) | Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
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category (defined in ReportContents complexType) | Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
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cleared (defined in PartyExposureCategory group) |
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code | A code summarizing the reason for the update (e.g. new trade, amdendment, novation).
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comment (in reason in positionUpdate) | A freeform description of the reason for the update.
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constituent (defined in Position complexType) | The components that create this position.
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counterpartyType |
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country (defined in PartyExposureCategory group) |
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couponRate (defined in ProductExposureCategory group) | Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
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creationDate |
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creditRating (defined in PartyExposureCategory group) |
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currency (defined in ProductExposureCategory group) |
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dataSetName (in eventActivityReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
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dataSetName (in exposureReport) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
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dataSetName (in partyReport) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
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dataSetName (in positionActivityReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
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dataSetName (in positionReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
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dataSetName (in requestPositionReport) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
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dataSetName (in resetReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
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description (defined in ExposureUnderlyingAsset complexType) | A textual description of the asset that underlies the exposure.
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eventActivityReport |
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eventActivityReportAcknowledgement |
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eventActivityReportException |
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expirationDate (defined in ProductExposureCategory group) |
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exposure (defined in ReportedExposure complexType) | Sub-divisions of this total expsoure.
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exposure (in exposureReport) | A specific exposure record (which may include more details in the form of sub-records.
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exposureReport |
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exposureReportAcknowledgement |
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exposureReportException |
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exposureType |
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fromDateTime (in eventActivityReport) | The starting point for reporting activity in this report.
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fromDateTime (in positionActivityReport) | The starting point for reporting activity in this report.
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fromDateTime (in terminatingEventsReport) | The starting point for reporting expirations/maturities in this report.
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futuresEquivalentMonth |
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history |
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identifier (defined in PaymentDetails.model group) | Unique identifier assigned by either party or matching service, as agreed, to a payment.
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index (in resetReport) | The rate index that has set.
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indexSource (in resetReport) | The reference source such as Reuters or Bloomberg.
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indexTenor (defined in ProductExposureCategory group) |
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industryClassification |
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instrumentId (defined in ExposureUnderlyingAsset complexType) | Identification of the underlying asset, using public and/or private identifiers.
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optionType (defined in ProductExposureCategory group) |
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originatingEvent (defined in PositionStatusInfo.model group) |
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partyReference (defined in PartyExposureCategory group) |
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partyReference (defined in ReportContents complexType) | The party for which this report was generated.
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partyReport |
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partyReportAcknowledgement |
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partyReportException |
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partyTradeIdentifier (defined in TradeValuationItem complexType) | One or more trade identifiers needed to uniquely identify a trade.
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payment (in position in positionReport) | Zero or more payments associated with this position that are generated for this reporting as-of date, for example coupon payments that pay on this date.
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paymentAmount (defined in PaymentDetails.model group) | Payment amount in a given currency to be paid/received.
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portfolio | Global portfolio element used as a basis for a substitution group.
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portfolioValuationItem (in requestValuationReport) | An instance of a unique portfolio valuation.
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portfolioValuationItem (in valuationReport) | An instance of a unique portfolio valuation.
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position (in affectedPositions) | Positions affected by this event.
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position (in positionReport) | The positions included in the position report.
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position (in positionUpdate) | The affected position.
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positionActivityReport |
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positionActivityReportAcknowledgement |
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positionActivityReportException |
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positionReport |
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positionReportAcknowledgement |
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positionReportException |
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positionUpdate | The positions included in the position report.
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positionVersionReference | A previously submitted version of the position.
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productId (defined in ProductExposureCategory group) |
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productType (defined in ProductExposureCategory group) |
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queryPortfolio | Global element used to substitute for "portfolio".
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queryPortfolio (defined in ReportContents complexType) | The desired query portfolio.
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queryPortfolio (defined in RequestedPositions complexType) | The desired query portfolio.
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quotationCharacteristics (in eventActivityReport) | The default quotation characteristics for this document (e.g. currency, location).
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quotationCharacteristics (in exposureReport) |
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quotationCharacteristics (in positionActivityReport) | The default quotation characteristics for this document (e.g. currency, location).
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quotationCharacteristics (in positionReport) | The default quotation characteristics for this document (e.g. currency, location).
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quote (defined in ReportedExposure complexType) | One or more numerical exposure values relating to the exposure category
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rateObservation (in resetReport) | The value of the index on the reset/fixing date.
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reason (in positionUpdate) | Allows information about reason for the update to be record.
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region |
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relatedAsset | This can be used to report assets that are related to this exposure, such as the asset on the other side of a basis trade.
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relatedParty (defined in PartyExposureCategory group) |
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reportContents (in eventActivityReport) | The specific characteristics included in the report.
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reportContents (in exposureReport) | The specific characteristics included in the report.
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reportContents (in partyReport) | The specific characteristics included in the report.
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reportContents (in positionActivityReport) | The specific characteristics included in the report.
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reportContents (in positionReport) | The specific characteristics included in the report.
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reportContents (in requestPositionReport) | The specific characteristics that should be provided.
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reportContents (in requestValuationReport) | The specific characteristics to be included in the report.
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reportContents (in resetReport) | The specific characteristics included in the report.
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reportContents (in terminatingEventsReport) | The specific characteristics included in the report.
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reportContents (in valuationReport) | The specific characteristics included in the report.
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reportIdentification (in valuationReport) | Identifiers for the report instance and section.
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reportingRoles (defined in Position complexType) | Information about the roles of the parties with respect to reporting the positions.
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requestedPositions (in requestPositionReport) | The specific positions that this request corresponds to.
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requestPositionReport |
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requestValuationReport |
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resetReport |
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resetReportAcknowledgement |
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resetReportException |
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restructuring (defined in ProductExposureCategory group) | A credit event.
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scheduledDate (defined in Position complexType) | Position level schedule date, such as final payment dates, in a simple and flexible format.
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sector (defined in ProductExposureCategory group) |
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sectorType |
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seniority (defined in ProductExposureCategory group) | The repayment precedence of a debt instrument.
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status (defined in PositionStatusInfo.model group) |
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submissionsComplete (in eventActivityReport) | Indicates whether all portfolio updates have been submitted for this as-of date
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submissionsComplete (in positionActivityReport) | Indicates whether all portfolio updates have been submitted for this as-of date
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submissionsComplete (in positionReport) | Indicates whether all portfolio updates have been submitted for this as-of date
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terminatingEventsReport |
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terminatingEventsReportAcknowledgement |
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terminatingEventsReportException |
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timestamp (in positionUpdate) | Records when the update occurred.
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toDateTime (in eventActivityReport) | The ending point for reporting activity in this report.
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toDateTime (in positionActivityReport) | The ending point for reporting activity in this report.
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toDateTime (in terminatingEventsReport) | The ending point for reporting expirations/maturities in this report.
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trade (defined in PositionConstituent complexType) | 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.
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trade (defined in TradeValuationItem complexType) | Fully-described trades whose values are reported.
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tradeReference (defined in PositionConstituent complexType) | The trade reference identifier(s) allocated to the trade by the parties involved.
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tradeValuationItem (defined in PortfolioValuationItem complexType) | Zero or more trade valuation items.
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tradeValuationItem (in requestValuationReport) | An instance of a unique trade valuation.
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tradeValuationItem (in valuationReport) | A collection of data values describing the state of the given trade.
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type (in positionUpdate) | Records the type of update that occurred (created, modified, deleted).
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underlyingAsset (defined in ProductExposureCategory group) |
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valuation (defined in Position complexType) | Valuation reported for the position, such as NPV or accrued interest.
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valuationReport |
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valuationReportAcknowledgement |
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valuationReportException |
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Complex Type Summary | ||||||||||
A type that allows a list of positions affected by some event to be represented.
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A type defining the content model for a message allowing one party to send a report consisting of a series of trading events that may affect positions.
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A code that describes the high level category of the counterparty for exposure purposes.
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A type defining the content model for a message allowing a firm to send a report listing aggregate exposure to a variety of counterparty and market risk categories.
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A code that describes the type of risk or exposure, based on the type of instrument that created the exposure.
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A description of the underlying asset of the transaction
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A type defining the content model for a message allowing one party to send a report listing party information and relationships.
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A type used in valuation enquiry messages which relates a portfolio to its trades and current value.
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A collection of related trades or positions and the corresponding aggregate exposures generated by these. | ||||||||||
A type defining the content model for a message allowing one party to send a report consisting of a series of updates to positions.
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The items (trades, trade references, holdings, other positions) that comprise this position.
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A list of events that have affected a position.
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A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details.
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A type defining the content model for a message allowing one party to send a report consisting of positions.
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A type that allows a position to be defined.
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A code that describes the reason that an update occurred.
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A code that describes the reason that an update occurred.
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A code that describes the world region of a counterparty.
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A type used to describe the scope/contents of a report.
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A type defining the content model for an exposure record to a specific set of counterparty and market risk factors, as well as optionally to a series of sub-factors
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A type defining the content model report of a position.
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A definition of the positions that are requested.
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A type defining the content model for a message requesting a position report .
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A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades.
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A type defining the content model for a message allowing one party to send a report listing an index that has been observed/set and the affected positions.
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A code that describes the industry sector of a product or instrument.
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A code that describes the type of industry sector of a product or instrument.
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A type defining the content model for a message allowing one party to send a report consisting of a series of maturity and option expiry events for trades.
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A type used in trade valuation enquiry messages which relates a trade identifier to its current value.
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A type defining the content model for a message normally generated in response to a RequestValuationReport request.
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Simple Type Summary | ||||||
A type defining an expiration date, including a year and month and optionally a day of month.
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Element Group Summary | ||||||||||
A group a specific set of counterparty and market risk factors for which an exposure record is provided.
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A group a specific set of counterparty risk factors for which an exposure record is provided.
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A group that covers key elements used in payment reporting messages.
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Contains information about the status of the position
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A group a specific set of market risk factors for which an exposure record is provided.
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<?xml version="1.0" encoding="utf-8"?> <!-- == Copyright (c) 2002-2011 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="rpt" ecore:package="org.fpml.reporting" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/reporting" version="$Revision: 8455 $" xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:xsd="http://www.w3.org/2001/XMLSchema"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that allows a list of positions affected by some event to be represented. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation>Positions affected by this event.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party to send a report consisting of a series of trading events that may affect positions. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The date for which this document reports positions and valuations. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this report corresponds to. Used to help document the contents of the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The default quotation characteristics for this document (e.g. currency, location). Currency must be specified; other fields may be specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The starting point for reporting activity in this report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ending point for reporting activity in this report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether all portfolio updates have been submitted for this as-of date </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A group that covers key elements used in payment reporting messages. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Unique identifier assigned by either party or matching service, as agreed, to a payment. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment amount in a given currency to be paid/received. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party to send a report listing party information and relationships. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The date for which this report was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this request corresponds to. Describes the desired report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type used in valuation enquiry messages which relates a portfolio to its trades and current value. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Portfolio identifier</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeValuationItem" type="TradeValuationItem"> <xsd:annotation> <xsd:documentation xml:lang="en">Zero or more trade valuation items.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The portfolio valuation.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A collection of related trades or positions and the corresponding aggregate exposures generated by these. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Information about the roles of the parties with respect to reporting the positions. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The components that create this position.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Position level schedule date, such as final payment dates, in a simple and flexible format. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Valuation reported for the position, such as NPV or accrued interest. The asset/object references in the valuations should refer to the deal or components of the deal in the position, e.g. legs, streams, or underlyers. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party to send a report consisting of a series of updates to positions. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The date for which this document reports positions and valuations. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this report corresponds to. Used to help document the contents of the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The default quotation characteristics for this document (e.g. currency, location). Currency must be specified; other fields may be specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The starting point for reporting activity in this report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ending point for reporting activity in this report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether all portfolio updates have been submitted for this as-of date </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The positions included in the position report.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party to send a report consisting of a series of maturity and option expiry events for trades. This can be used either for upcoming expirations/maturities, or for already completed events. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The date for which this document reports positions and valuations. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The starting point for reporting expirations/maturities in this report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ending point for reporting expirations/maturities in this report. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The items (trades, trade references, holdings, other positions) that comprise this position. Currently a position may consist only of a single trade, a reference to a previously submitted position, or a reference to the trade. The choice structure is optional to allow extensions to be placed within this container. </xsd:documentation> </xsd:annotation> <xsd:choice minOccurs="0"> <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:annotation> <xsd:documentation xml:lang="en">A previously submitted version of the position.</xsd:documentation> </xsd:annotation> </xsd:element> <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:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A list of events that have affected a position.</xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which this payment will settle.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="calculationDetails" type="CalculationDetails"> <xsd:annotation> <xsd:documentation xml:lang="en"> The set of cash flow components with calculations that comprise this payment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <!----> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party to send a report consisting of positions. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The date for which this document reports positions and valuations. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this report corresponds to. Used to help document the contents of the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The default quotation characteristics for this document (e.g. currency, location). Currency must be specified; other fields may be specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether all portfolio updates have been submitted for this as-of date </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The positions included in the position report.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model report of a position. This slightly extends the basic position model. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Zero or more payments associated with this position that are generated for this reporting as-of date, for example coupon payments that pay on this date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that allows a position to be defined. It includes identification information (ID and version), trade information, etc. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation>Records when the update occurred.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> Records the type of update that occurred (created, modified, deleted). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> Allows information about reason for the update to be record. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation>The affected position.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the reason that an update occurred. For example, New Trade, Amendment, Termination, Exercise, Cancellation. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation> A code summarizing the reason for the update (e.g. new trade, amdendment, novation). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> A freeform description of the reason for the update. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> A representation of the business event that triggered the position update. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the reason that an update occurred. For example, New Trade, Amendment, Termination, Exercise, Cancellation. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/position-update-reason-code" name="positionUpdateReasonCodeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type used to describe the scope/contents of a report. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The party for which this report was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The account for which this report was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <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:annotation> <xsd:documentation xml:lang="en">The desired query portfolio.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A definition of the positions that are requested.</xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The desired query portfolio.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message requesting a position report . </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The date for which this request desires positions and valuations. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this request corresponds to. Describes the desired report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific positions that this request corresponds to. Describes the desired report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics that should be provided. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics to be included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The date for which this report is requested.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="portfolioValuationItem" type="PortfolioValuationItem"> <xsd:annotation> <xsd:documentation xml:lang="en">An instance of a unique portfolio valuation.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeValuationItem" type="TradeValuationItem"> <xsd:annotation> <xsd:documentation xml:lang="en">An instance of a unique trade valuation.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing one party to send a report listing an index that has been observed/set and the affected positions. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The date for which this request was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this report corresponds to. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The rate index that has set.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The reference source such as Reuters or Bloomberg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The value of the index on the reset/fixing date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The positions affected by this fixing.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type used in trade valuation enquiry messages which relates a trade identifier to its current value. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier"> <xsd:annotation> <xsd:documentation xml:lang="en"> One or more trade identifiers needed to uniquely identify a trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Fully-described trades whose values are reported.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The trade valuation.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message normally generated in response to a RequestValuationReport request. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Identifiers for the report instance and section.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The date for which this request was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="portfolioValuationItem" type="PortfolioValuationItem"> <xsd:annotation> <xsd:documentation xml:lang="en">An instance of a unique portfolio valuation.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeValuationItem" type="TradeValuationItem"> <xsd:annotation> <xsd:documentation xml:lang="en"> A collection of data values describing the state of the given trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Global portfolio element used as a basis for a substitution group. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Global element used to substitute for "portfolio". </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Contains information about the status of the position </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for a message allowing a firm to send a report listing aggregate exposure to a variety of counterparty and market risk categories. Exposures will be reported from the perspective of the "on-behalf-of" party. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The date for which this report was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The time for which this report was generated (i.e., the cut-off time of the report). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the data set (portfolio, product type, etc.) that this request corresponds to. Describes the desired report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific characteristics included in the report. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A specific exposure record (which may include more details in the form of sub-records. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the content model for an exposure record to a specific set of counterparty and market risk factors, as well as optionally to a series of sub-factors </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A description of the exposure category or categories (within the report or any parent exposure record) covered by this exposure record. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> One or more numerical exposure values relating to the exposure category </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Sub-divisions of this total expsoure.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A group a specific set of counterparty and market risk factors for which an exposure record is provided. </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A group a specific set of counterparty risk factors for which an exposure record is provided. </xsd:documentation> </xsd:annotation> <xsd:sequence> <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:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the world region of a counterparty. For example, NorthAmerica, Europe, Asia. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/region-code" name="regionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the high level category of the counterparty for exposure purposes. For example, G15, NonG15. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/exposure-party-code" name="partyTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A group a specific set of market risk factors for which an exposure record is provided. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedAsset" type="ExposureUnderlyingAsset"> <xsd:annotation> <xsd:documentation xml:lang="en"> This can be used to report assets that are related to this exposure, such as the asset on the other side of a basis trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The repayment precedence of a debt instrument.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A credit event. A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond. </xsd:documentation> </xsd:annotation> </xsd:element> <!-- <xsd:element name="strikePrice" type="xsd:decimal" minOccurs="0"/> --> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A description of the underlying asset of the transaction </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A textual description of the asset that underlies the exposure. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Identification of the underlying asset, using public and/or private identifiers. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the industry sector of a product or instrument. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the type of risk or exposure, based on the type of instrument that created the exposure. For example, values might include Outright, Basis, or Index for swaps, or BasketOption, or StaircaseOption for options. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/exposure-type" name="exposureTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes the type of industry sector of a product or instrument. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining an expiration date, including a year and month and optionally a day of month. Values will be of the format yyyy-mm or yyyy-mm-dd </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:normalizedString"> <xsd:pattern value="[1-2][0-9][0-9][0-9]-[0-1][0-9]"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en">Reporting messages.</xsd:documentation> </xsd:annotation> <!-- <xsd:element name="requestResetReport" type="RequestResetReport" /> --> </xsd:schema> |
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration. |