Schema "fpml-business-events-5-3.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 9100 $
Defined Components:
3 global elements, 91 local elements, 25 complexTypes, 14 element groups
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\branches\FpML-5-3-6-REC-1\xml\transparency\fpml-business-events-5-3.xsd; see XML source
Includes Schemas (2):
fpml-asset-5-3.xsd [src], fpml-msg-5-3.xsd [src]
Included in Schema:
fpml-transparency-processes-5-3.xsd [src]
All Element Summary
additionalEvent The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
AdditionalEvent
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
never
agreementDate The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
locally witnin AgreementAndEffectiveDates.model group; see XML source
amendment
Type:
TradeAmendmentContent
Content:
complex, 6 elements
Defined:
locally witnin Events.model group; see XML source
cashSettlement (defined in OptionExercise complexType)
Type:
SimplePayment
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin OptionExercise complexType; see XML source
changeEvent Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
may be substituted with 1 element
Defined:
globally; see XML source
Used:
at 2 locations
changeInNotionalAmount Specifies the fixed amount by which the Notional Amount changes.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin TradeNotionalChange complexType; see XML source
changeInNumberOfOptions Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin TradeNotionalChange complexType; see XML source
changeInNumberOfUnits Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin TradeNotionalChange complexType; see XML source
compressionActivity Compression information for the trade.
Type:
CompressionActivity
Content:
complex, 5 elements
Defined:
locally witnin Compression.model group; see XML source
compressionType
Type:
CompressionType
Content:
simple, 1 attribute
Defined:
locally witnin CompressionActivity complexType; see XML source
date (defined in OptionExpiry complexType)
Type:
xsd:date
Content:
simple
Defined:
locally witnin OptionExpiry complexType; see XML source
date (in optionExpiry)
Type:
xsd:date
Content:
simple
Defined:
locally witnin OptionExpiryBase complexType; see XML source
date (in tradeMaturity)
Type:
xsd:date
Content:
simple
Defined:
locally witnin TradeMaturity complexType; see XML source
difference A type used to record the details of a difference between two sides of a business event.
Type:
TradeDifference
Content:
complex, 10 elements
Defined:
locally witnin ProposedMatch.model group; see XML source
effectiveDate (defined in AgreementAndEffectiveDates.model group) The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
locally witnin AgreementAndEffectiveDates.model group; see XML source
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally witnin DeClear complexType; see XML source
effectiveDate (defined in TradeChangeContent complexType) The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally witnin TradeChangeContent complexType; see XML source
eventId
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally witnin BusinessEventIdentifier complexType; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin AbstractEvent complexType; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group) The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally witnin AgreementAndEffectiveDates.model group; see XML source
executionDateTime (in novation) The date and time at which the change was agreed.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally witnin NovationDates.model group; see XML source
exerciseDate
Type:
xsd:date
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
exerciseInNotionalAmount Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin OptionExercise complexType; see XML source
exerciseInNumberOfOptions Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
exerciseInNumberOfUnits Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
exerciseProcedure
Type:
ExerciseProcedureOption
Content:
complex, 2 elements
Defined:
locally witnin OptionExpiry complexType; see XML source
exerciseTime
Type:
xsd:time
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
expiry
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin IndexChange complexType; see XML source
feeTrade Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin FeeTrade.model group; see XML source
feeTradeIdentifier Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin FeeTrade.model group; see XML source
fullExercise
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 13 elements
Defined:
locally witnin Events.model group; see XML source
indexChange Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin IndexChange complexType; see XML source
matchId A unique identifier assigned by the matching service to each set of matched positions.
Type:
MatchId
Content:
simple, 1 attribute
Defined:
locally witnin ProposedMatch.model group; see XML source
matchScore Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin ProposedMatch.model group; see XML source
newTrade Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin NewTrade.model group; see XML source
newTradeIdentifier Indicates a reference to the new trade between the transferee and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin NewTrade.model group; see XML source
novatedAmount The amount which represents the portion of the Old Contract being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin NovationAmounts.model group; see XML source
novatedNumberOfOptions The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin NovationAmounts.model group; see XML source
novatedNumberOfUnits The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin NovationAmounts.model group; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 17 elements
Defined:
locally witnin Events.model group; see XML source
novationDate Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
locally witnin NovationDates.model group; see XML source
novationTradeDate Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
locally witnin NovationDates.model group; see XML source
oldTrade (defined in TradeChangeContent complexType) The original trade details.
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin TradeChangeContent complexType; see XML source
oldTrade (in novation) Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin OldTrade.model group; see XML source
oldTradeIdentifier (defined in TradeChangeContent complexType) The original qualified trade identifier.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin TradeChangeContent complexType; see XML source
oldTradeIdentifier (in novation) Indicates a reference to the original trade between the transferor and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin OldTrade.model group; see XML source
optionBuyer
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally witnin OptionExercise complexType; see XML source
optionExpiry
Type:
OptionExpiryBase
Content:
complex, 3 elements
Defined:
locally witnin MaturityAndExpiryEvents.model group; see XML source
optionSeller
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally witnin OptionExercise complexType; see XML source
originalTrade (defined in OptionExercise complexType) Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin OptionExercise complexType; see XML source
originalTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin TradeChangeBase complexType; see XML source
originatingEvent (defined in Events.model group)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally witnin Events.model group; see XML source
originatingEvent (defined in ImpliedTrade complexType)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally witnin ImpliedTrade complexType; see XML source
originatingTradeId (in compressionActivity)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally witnin CompressionActivity complexType; see XML source
originatingTradeIdentifier
Type:
TradeIdentifier
Content:
complex, 1 attribute, 5 elements
Defined:
locally witnin CompressionActivity complexType; see XML source
outstandingNotionalAmount (defined in OptionExercise complexType) Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin OptionExercise complexType; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange complexType) Specifies the Notional amount after the Change
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin TradeNotionalChange complexType; see XML source
outstandingNumberOfOptions (defined in OptionExercise complexType) Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange complexType) Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin TradeNotionalChange complexType; see XML source
outstandingNumberOfUnits (defined in OptionExercise complexType) Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange complexType) Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin TradeNotionalChange complexType; see XML source
payment (defined in ImpliedTrade complexType) A fee which compensates one of the parties for taking on a position that is off market.
Type:
NonNegativePayment
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin ImpliedTrade complexType; see XML source
payment (defined in OptionExercise complexType)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin OptionExercise complexType; see XML source
payment (defined in TradeAlterationPayment.model group) Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 2 elements
Defined:
locally witnin TradeAlterationPayment.model group; see XML source
payment (defined in TradeChangeContent complexType) Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 2 elements
Defined:
locally witnin TradeChangeContent complexType; see XML source
payment (in novation) Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 2 elements
Defined:
locally witnin TradeNovationContent complexType; see XML source
physicalSettlement (defined in OptionExercise complexType)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally witnin OptionExercise complexType; see XML source
quote (in publicExecutionReport) Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally witnin EventValuation.model group; see XML source
remainingAmount The amount which represents the portion of the Old Contract not being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin NovationAmounts.model group; see XML source
remainingNumberOfOptions The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin NovationAmounts.model group; see XML source
remainingNumberOfUnits The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin NovationAmounts.model group; see XML source
replacementTradeId
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally witnin CompressionActivity complexType; see XML source
replacementTradeIdentifier
Type:
TradeIdentifier
Content:
complex, 1 attribute, 5 elements
Defined:
locally witnin CompressionActivity complexType; see XML source
resultingTrade The trade that resulted from the physical settlement.
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin PhysicalSettlement complexType; see XML source
resultingTradeIdentifier The ID of the trade that resulted from the physical settlement.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin PhysicalSettlement complexType; see XML source
settlementType (defined in OptionExercise complexType)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally witnin OptionExercise complexType; see XML source
terminatingEvent This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally witnin Events.model group; see XML source
termination
Type:
TradeNotionalChange
Content:
complex, 13 elements
Defined:
locally witnin Events.model group; see XML source
time (defined in OptionExpiry complexType)
Type:
xsd:time
Content:
simple
Defined:
locally witnin OptionExpiry complexType; see XML source
time (in optionExpiry)
Type:
xsd:time
Content:
simple
Defined:
locally witnin OptionExpiryBase complexType; see XML source
trade (defined in Events.model group)
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Events.model group; see XML source
trade (defined in ImpliedTrade complexType)
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin ImpliedTrade complexType; see XML source
trade (defined in TradeChangeContent complexType) A full description of the amended trade.
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin TradeChangeContent complexType; see XML source
trade (in amendment) A fulll description of the amended trade (i.e. the trade after the amendment).
Type:
Trade
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin TradeAmendmentContent complexType; see XML source
tradeIdentifier (defined in DeClear complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin DeClear complexType; see XML source
tradeIdentifier (defined in OptionExercise complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin OptionExercise complexType; see XML source
tradeIdentifier (defined in OptionExpiry complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin OptionExpiry complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin TradeChangeBase complexType; see XML source
tradeIdentifier (in optionExpiry)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin OptionExpiryBase complexType; see XML source
tradeIdentifier (in tradeMaturity)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin TradeMaturity complexType; see XML source
tradeMaturity
Type:
TradeMaturity
Content:
complex, 2 elements
Defined:
locally witnin MaturityAndExpiryEvents.model group; see XML source
Complex Type Summary
AbstractEvent
 Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 7 locations
AdditionalEvent
 Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
BusinessEventIdentifier
 A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
ChangeEvent
 Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 2 locations
CompressionActivity
 A type that shows how multiple trades have been combined into a result.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CompressionType
 A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
DeClear
 A structure describing an de-clear event.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
EventId
 A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
EventProposedMatch
 A structure that describes a proposed match between trades or post-trade event reports.
Content:
complex, 10 elements
Defined:
globally; see XML source
Used:
never
EventsChoice
Content:
complex, 7 elements
Defined:
globally; see XML source
Used:
never
ImpliedTrade
 A type defining a type of trade that is implied by a post-trade event such as a novation.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
never
IndexChange
 A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OptionExercise
 A structure describing an option exercise.
Content:
complex, 19 elements
Defined:
globally; see XML source
Includes:
definitions of 18 elements
Used:
never
OptionExpiry
 A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
never
OptionExpiryBase
 A structure describing an option expiring.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PhysicalExercise
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
never
PhysicalSettlement
 A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
RequestedWithdrawalAction
 A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
never
TerminatingEvent
 A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TradeAmendmentContent
 A structure describing a negotiated amendment.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeChangeBase
 A structure describing a trade change.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeChangeContent
 A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
never
TradeMaturity
 A structure describing a trade maturing.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeNotionalChange
 A structure describing a change to the trade notional.
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
TradeNovationContent
 A structure describing a novation.
Content:
complex, 17 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
AgreementAndEffectiveDates.model
 A model group defining agreement and effective dates.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
Compression.model
 A model group holding information about compressions affecting this trade/event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
never
Events.model
 Choice between a trade and a post-trade event.
Content:
7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 4 locations
EventValuation.model
 A model group holding valuation information for an event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FeeTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MaturityAndExpiryEvents.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
NewTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NovationAmounts.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
NovationDates.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NovationRoles.model
 The roles of the parties involved in the novation.
Defined:
globally; see XML source
Used:
never
NovationTerms.model
 Documentation and other terms (such as date terms) specific to this novation event.
Defined:
globally; see XML source
Used:
at 1 location
OldTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ProposedMatch.model
 A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeAlterationPayment.model
 A model group defining a payment structure.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2012 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="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 9100 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-msg-5-3.xsd"/>
<xsd:include schemaLocation="fpml-asset-5-3.xsd"/>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--
<xsd:choice>
<xsd:element name="issuer" type="PartyId">
<xsd:annotation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
-->
<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>
-->
<xsd:element name="eventId" type="EventId"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="eventIdScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation>Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation>
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation>
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CompressionActivity">
<xsd:annotation>
<xsd:documentation>
A type that shows how multiple trades have been combined into a result.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="compressionType" type="CompressionType"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="replacementTradeIdentifier" type="TradeIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeIdentifier" type="TradeIdentifier"/>
</xsd:sequence>
<xsd:sequence>
<!-- this option is deprecated in favour of the first choice -->
<xsd:element minOccurs="0" name="replacementTradeId" type="TradeId"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeId" type="TradeId"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionType">
<xsd:annotation>
<xsd:documentation>
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/compression-type" name="compressionTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DeClear">
<xsd:annotation>
<xsd:documentation>A structure describing an de-clear event.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED Withdrawal - Unsupported-->
<xsd:complexType name="RequestedWithdrawalAction">
<xsd:annotation>
<xsd:documentation>
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED WithdrawalReason - Unsupported-->
<xsd:complexType name="EventProposedMatch">
<xsd:annotation>
<xsd:documentation>
A structure that describes a proposed match between trades or post-trade event reports.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="Events.model"/>
<xsd:group ref="ProposedMatch.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EventsChoice">
<xsd:sequence>
<xsd:group ref="Events.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation>
A structure describing the effect of a change to an index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="indexFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExercise">
<xsd:annotation>
<xsd:documentation>A structure describing an option exercise.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="optionSeller" type="PartyReference"/>
<xsd:element minOccurs="0" name="optionBuyer" type="PartyReference"/>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element minOccurs="0" name="exerciseDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseTime" type="xsd:time"/>
<xsd:choice minOccurs="0">
<xsd:element name="expiry" type="xsd:boolean"/>
<xsd:element name="fullExercise" type="xsd:boolean"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement">
<!--plugged GEM/CICTO proposal here (InstrumentTrade) -->
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExpiry">
<xsd:annotation>
<xsd:documentation>
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element minOccurs="0" name="date" type="xsd:date"/>
<xsd:element minOccurs="0" name="time" type="xsd:time"/>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedureOption"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExpiryBase">
<xsd:annotation>
<xsd:documentation>A structure describing an option expiring.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element minOccurs="0" name="date" type="xsd:date"/>
<xsd:element minOccurs="0" name="time" type="xsd:time"/>
</xsd:sequence>
<!-- Lyteck 3/16/2011: added base type to accomodate Maturity Notification (no need for exerciseProcedure) -->
</xsd:complexType>
<xsd:complexType name="PhysicalSettlement">
<xsd:annotation>
<xsd:documentation>
A structure that describes how an option settles into a physical trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="resultingTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation>
The ID of the trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resultingTrade" type="Trade">
<xsd:annotation>
<xsd:documentation>
The trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
<!-- the economics of the trade resulted from the physical settlement -->
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="PhysicalExercise">
<xsd:sequence>
<xsd:group ref="TradeOrTradeReference.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation>A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation>A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation>
A fulll description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="AgreementAndEffectiveDates.model"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation>A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<!-- choice of trade ID or complete original change added for SDR reporting 2011-03 BAL -->
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="originalTrade" type="Trade"/>
</xsd:choice>
<xsd:group ref="AgreementAndEffectiveDates.model"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeContent">
<xsd:annotation>
<xsd:documentation>
A structure describing a non-negotiated trade resulting from a market event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation>The original qualified trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation>The original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation>A full description of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>The date on which the change become effective</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" ref="changeEvent">
<xsd:annotation>
<xsd:documentation>Substitution point for types of change</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation>
Describes a payment made in settlement of the change.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeMaturity">
<xsd:annotation>
<xsd:documentation>A structure describing a trade maturing.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element minOccurs="0" name="date" type="xsd:date"/>
</xsd:sequence>
<!-- Brian 4/14/2011: added type to accomodate Maturity Notification -->
</xsd:complexType>
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation>
A structure describing a change to the trade notional.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="2" name="changeInNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination =&gt; reduction, Increase =&gt; greater.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the new contract.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="newTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation>A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<!--View Generation: Removed a degenerate choice.-->
<xsd:group ref="NewTrade.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the old contract.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model"/>
<xsd:group minOccurs="0" ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
</xsd:choice>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times associated with the novation event.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group minOccurs="0" ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms relating to the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation>
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="novationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!-- added BAL 2011-03 for SDR reporting -->
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation>The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="novationTradeDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="2" name="novatedAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="remainingAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: SKIPPED fullFirstCalculationPeriod - Documentation-->
<!--View Generation: SKIPPED firstPeriodStartDate - Documentation-->
<!--View Generation: SKIPPED nonReliance - Documentation-->
<!--View Generation: SKIPPED creditDerivativesNotices - Documentation-->
<!--View Generation: SKIPPED contractualDefinitions - Documentation-->
<!--View Generation: SKIPPED contractualTermsSupplement - Documentation-->
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The roles of the parties involved in the novation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: SKIPPED transferor - PartySpecific-->
<!--View Generation: SKIPPED transferorAccount - PartySpecific-->
<!--View Generation: SKIPPED transferee - PartySpecific-->
<!--View Generation: SKIPPED otherTransferee - PartySpecific-->
<!--View Generation: SKIPPED transfereeAccount - PartySpecific-->
<!--View Generation: SKIPPED otherTransfereeAccount - PartySpecific-->
<!--View Generation: SKIPPED remainingParty - PartySpecific-->
<!--View Generation: SKIPPED remainingPartyAccount - PartySpecific-->
<!--View Generation: SKIPPED otherRemainingParty - PartySpecific-->
<!--View Generation: SKIPPED otherRemainingPartyAccount - PartySpecific-->
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED TradeReferenceInformation - PartySpecific-->
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation>
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" substitutionGroup="changeEvent" type="IndexChange">
<xsd:annotation>
<xsd:documentation>
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="AgreementAndEffectiveDates.model">
<xsd:annotation>
<xsd:documentation>
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation>
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Compression.model">
<xsd:annotation>
<xsd:documentation>
A model group holding information about compressions affecting this trade/event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="compressionActivity" type="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Compression information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!-- BAL - added 2011-10-18 to address gaps with DTCC requirements -->
<xsd:group name="Events.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between a trade and a post-trade event.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
<!-- BAL - end 2011-10-18 additions to address gaps with DTCC requirements -->
<xsd:element name="amendment" type="TradeAmendmentContent"/>
<!-- modified from the below for SDR reporting, BAL 2011-03
<xsd:element name="trade" type="Trade"/>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
-->
<xsd:element name="increase" type="TradeNotionalChange"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange"/>
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent"/>
<!--View Generation: SKIPPED optionExercise - Unsupported-->
<!--View Generation: SKIPPED optionExpiry - Unsupported-->
<!--View Generation: SKIPPED deClear - Unsupported-->
<!--View Generation: SKIPPED withdrawal - Unsupported-->
<!--View Generation: SKIPPED - Unsupported-->
</xsd:choice>
</xsd:group>
<xsd:complexType name="ImpliedTrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a type of trade that is implied by a post-trade event such as a novation. For example, if a novation moves $5mm in notional of an existing trade to a new party, there is an implied trade of $5mm at off-market terms. The fee represents the amoun by which the trade is off market. This even is used, for example in novations, where the implied trade and the corresponding fee must be segregated from the original or new trades for data access reasons (e.g. where the remaining party is not permitted to know the amount of a novation fee).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee which compensates one of the parties for taking on a position that is off market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation>
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="MaturityAndExpiryEvents.model">
<xsd:choice>
<xsd:element name="optionExpiry" type="OptionExpiryBase"/>
<xsd:element name="tradeMaturity" type="TradeMaturity"/>
</xsd:choice>
</xsd:group>
<xsd:group name="ProposedMatch.model">
<xsd:annotation>
<xsd:documentation>
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="matchId" type="MatchId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier assigned by the matching service to each set of matched positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="difference" type="TradeDifference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record the details of a difference between two sides of a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="matchScore" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Numeric score to represent the quality of the match.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation>A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation>
Describes a payment made in settlement of the change.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED TradeReferenceInformation.model - PartySpecific-->
<!--View Generation: SKIPPED TradeOrInfo.model - PartySpecific-->
</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.