XML Schema "fpml-legal-5-7.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/legal
Defined Components:
elements (4 global + 87 local), complexTypes (48)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
X:\Documents\Tradeheader\trunk\trunk\xml\legal\fpml-legal-5-7.xsd; see XML source
Includes Schemas (3):
fpml-asset-5-7.xsd [src], fpml-doc-5-7.xsd [src], fpml-shared-5-7.xsd [src]
Included in Schemas (2):
fpml-doc-5-7.xsd [src], fpml-main-5-7.xsd [src]
Annotation
FpML Legal Documentation Framework
All Element Summary
agency
The credit agency to which the other variables (notation, scale, debt type) refer to.
Type:
CreditRatingAgency
Content:
simple, 1 attribute
Defined:
locally within CreditNotation complexType; see XML source
agreementDate (in documentAmendment)
The date on which the legal document has been agreed between the parties.
Type:
xsd:date
Content:
simple
Defined:
locally within LegalDocumentAdmendment complexType; see XML source
agreementDate (in documentHeader)
The date on which the legal document has been agreed between the parties.
Type:
xsd:date
Content:
simple
Defined:
locally within LegalDocumentHeader complexType; see XML source
agreementDate (in documentIdentity)
The date on which the legal document has been agreed between the parties.
Type:
xsd:date
Content:
simple
Defined:
locally within LegalDocumentIdentity complexType; see XML source
agreementDate (in existingCreditSupportAnnex)
Type:
xsd:date
Content:
simple
Defined:
locally within ExistingCreditSupportAnnex complexType; see XML source
amendedDocument
The reference to the document that is amended by this legal document.
Type:
DocumentReference
Content:
empty, 1 attribute
Defined:
locally within LegalDocumentHeader complexType; see XML source
baseCurrency
The base currency to be used as a common denominator for Initial Amount calculations.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
condition (defined in CreditNotations complexType)
Type:
QuantifierEnum
Content:
simple
Defined:
locally within CreditNotations complexType; see XML source
condition (in debt)
Type:
QuantifierEnum
Content:
simple
Defined:
locally within CreditRatingDebt complexType; see XML source
contractualDocument
An abstract element used as a placeholder for the substituting legal document elements.
Type:
ContractualDocument
Content:
complex, 1 attribute, 1 element
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
creditNotation (defined in CreditNotations complexType)
This node is to be used when only one credit notation is specified.
Type:
CreditNotation
Content:
complex, 4 elements
Defined:
locally within CreditNotations complexType; see XML source
creditNotation (defined in CreditNotations complexType)
The 'all' signifies that all of the specified credit notations are applicable; equivalent to a logical 'and' expression.
Type:
CreditNotation
Content:
complex, 4 elements
Defined:
locally within CreditNotations complexType; see XML source
currency (in currencySpecificDayCount)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within currencySpecificDayCount element; see XML source
currency (in specifiedRate)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within SpecifiedRate complexType; see XML source
currencySpecificDayCount
The day count denominator that is currency-specific.
Type:
anonymous complexType
Content:
complex, 2 elements
Defined:
locally within DayCount complexType; see XML source
Includes:
definitions of 2 elements
custodianTerms
Specifies conditions related to the cusdody agent.
Type:
CustodianTerms
Content:
complex, 3 elements
Defined:
locally within EligibilityToHoldCollateral complexType; see XML source
dayCount (in standardCreditSupportAnnexEnglishLaw)
The day count is the denominator for accrual calculation.
Type:
DayCount
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexEnglishLaw complexType; see XML source
dayCount (in standardCreditSupportAnnexNewYorkLaw)
The day count is the denominator for accrual calculation.
Type:
DayCount
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexNewYorkLaw complexType; see XML source
dayCountValue
Type:
DayCountDenominator
Content:
simple, 1 attribute
Defined:
locally within currencySpecificDayCount element; see XML source
debt
The credit rating debt type (e.g. long term, high yield, deposits, ...) associated with the credit rating notation and scale.
Type:
CreditRatingDebt
Content:
complex, 3 elements
Defined:
locally within CreditNotation complexType; see XML source
debtType (in debt)
This node is to be used when only one debt type is specified.
Type:
DebtType
Content:
simple, 1 attribute
Defined:
locally within CreditRatingDebt complexType; see XML source
debtType (in debt)
The set condition specifies whether all or any of the specified debt types are applicable.
Type:
DebtType
Content:
simple, 1 attribute
Defined:
locally within CreditRatingDebt complexType; see XML source
defaultDayCount
The default day count, to be applied across all currencies unless specified.
Type:
DayCountDenominator
Content:
simple, 1 attribute
Defined:
locally within DayCount complexType; see XML source
demandsAndNotices
The contact information to which demands and notices should be addressed.
Type:
PartyContactInformation
Content:
complex, 4 elements
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
disputeResolution
The SCSA specifies a default resolution time, while it refers by default to the existing CSA for calculation of the value of Posted Credit Support.
Type:
DisputeResolution
Content:
complex, 1 element
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
documentAmendment
Type:
LegalDocumentAdmendment
Content:
complex, 2 elements
Defined:
locally within DocumentIdentity complexType; see XML source
documentHistory
Type:
LegalDocumentHistory
Content:
complex, 1 element
Defined:
locally within LegalDocumentHeader complexType; see XML source
documentId
Type:
LegalDocumentId
Content:
simple, 1 attribute
Defined:
locally within PartyDocumentIdentifier complexType; see XML source
documentIdentity
Type:
DocumentIdentity
Content:
complex, 1 attribute, 5 elements
Defined:
locally within LegalDocumentHistory complexType; see XML source
documentName
The legal document name.
Type:
LegalDocumentName
Content:
simple, 1 attribute
Defined:
locally within LegalDocumentType complexType; see XML source
documentPublisher
The legal document publisher.
Type:
LegalDocumentPublisher
Content:
simple, 1 attribute
Defined:
locally within LegalDocumentType complexType; see XML source
documentStyle
The legal document reference style, e.g.
Type:
LegalDocumentStyle
Content:
simple, 1 attribute
Defined:
locally within LegalDocumentType complexType; see XML source
documentType (defined in ContractualDocument complexType)
The type of legal document, identified via a set of distinct attributes, e.g.
Type:
LegalDocumentType
Content:
complex, 4 elements
Defined:
locally within ContractualDocument complexType; see XML source
documentType (in documentIdentity)
The recognizable attributes of the particular legal document.
Type:
LegalDocumentType
Content:
complex, 4 elements
Defined:
locally within LegalDocumentIdentity complexType; see XML source
documentType (in existingCreditSupportAnnex)
The recognizable attributes of the particular legal document.
Type:
LegalDocumentType
Content:
complex, 4 elements
Defined:
locally within ExistingCreditSupportAnnex complexType; see XML source
documentVersion (defined in LegalDocumentType complexType)
In the case where successive definitions of the legal document have been developed, the identification of the specific definition.
Type:
xsd:token
Content:
simple
Defined:
locally within LegalDocumentType complexType; see XML source
documentVersion (defined in PartyDocumentIdentifier complexType)
Type:
xsd:token
Content:
simple
Defined:
locally within PartyDocumentIdentifier complexType; see XML source
documentVersion (in existingCreditSupportAnnex)
Type:
xsd:token
Content:
simple
Defined:
locally within ExistingCreditSupportAnnex complexType; see XML source
effectiveDate (in documentHeader)
The date on which the agreement is effective.
Type:
xsd:date
Content:
simple
Defined:
locally within LegalDocumentHeader complexType; see XML source
electedTransportCurrency
Only a restricted list of currencies are eligible as transport currencies.
Type:
ElectedTransportCurrency
Content:
simple, 1 attribute
Defined:
locally within TransportCurrency complexType; see XML source
eligibilityToHoldCollateral
Specifies the conditions under which a party and its custodian(s) are entitled to hold collateral.
Type:
EligibilityToHoldCollateral
Content:
complex, 3 elements
Defined:
locally within HoldingAndUsingPostedCollateral complexType; see XML source
eligibleAsset
Corresponds to the ISDA 2003 Collateral Assets definitions as part of the initial implementation.
Type:
EligibleAsset
Content:
simple, 1 attribute
Defined:
locally within EligibleCollateral complexType; see XML source
eligibleCollateral
The eligible collateral assets.
Type:
EligibleCollateral
Content:
complex, 5 elements
Defined:
locally within IndependentAmountEligibleCollateral complexType; see XML source
eligibleCountry
Specifies the country(ies) where collateral can be held.
Type:
Country
Content:
simple, 1 attribute
Defined:
locally within EligibilityToHoldCollateral complexType; see XML source
exchangeDate
Specifies the date on which the Transferor will be obliged to transfer Equivalent Credit Support in accordance with Paragraph 3 (d) in the case where such date is different from the one specified in Paragraph 3(d)(ii).
Type:
ExchangeDate
Content:
simple, 1 attribute
Defined:
locally within StandardCreditSupportAnnexEnglishLaw complexType; see XML source
existingCreditSupportAnnex
Reference to the legacy CSA that the parties may reference.
Type:
ExistingCreditSupportAnnex
Content:
complex, 4 elements
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
fixedRate (in specifiedRate)
Type:
xsd:decimal
Content:
simple
Defined:
locally within SpecifiedRate complexType; see XML source
floatingRate (in specifiedRate)
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within SpecifiedRate complexType; see XML source
higherMaturity
The (optional) higher maturity band of the eligible collateral assets.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EligibleCollateral complexType; see XML source
holdingAndUsingPostedCollateral
Criteria under which the parties (and their custodians, if applicable) can hold posted collateral, and determination as to whether rehypothecation is permitted.
Type:
HoldingAndUsingPostedCollateral
Content:
complex, 3 elements
Defined:
locally within StandardCreditSupportAnnexNewYorkLaw complexType; see XML source
holdingPostedCollateral
Type:
HoldingPostedCollateral
Content:
simple, 1 attribute
Defined:
locally within EligibilityToHoldCollateral complexType; see XML source
independentAmountDetermination
Type:
IndependentAmountDetermination
Content:
simple, 1 attribute
Defined:
locally within IndependentAmounts complexType; see XML source
independentAmountEligibility
The terms when no collateral assets are specified.
Type:
IndependentAmountEligibility
Content:
simple, 1 attribute
Defined:
locally within IndependentAmountEligibleCollateral complexType; see XML source
independentAmountEligibleCollateral
Assets that qualify as eligible collateral for the purpose of initial margin.
Type:
IndependentAmountEligibleCollateral
Content:
complex, 3 elements
Defined:
locally within StandardCreditSupportAnnexNewYorkLaw complexType; see XML source
independentAmountEligibleCreditSupport
Specifies the assets that qualify as Independent Amount Eligible Credit Support.
Type:
IndependentAmountEligibleCollateral
Content:
complex, 3 elements
Defined:
locally within StandardCreditSupportAnnexEnglishLaw complexType; see XML source
independentAmountInterestRate (in standardCreditSupportAnnexEnglishLaw)
The interest rate applicable to the cash held/posted as Independent Amount when expressed in currencies other than the Transport Currencies.
Type:
IndependentAmountInterestRate
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexEnglishLaw complexType; see XML source
independentAmountInterestRate (in standardCreditSupportAnnexNewYorkLaw)
The interest rate applicable to the cash held/posted as Independent Amount when expressed in currencies other than the Transport Currencies.
Type:
IndependentAmountInterestRate
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexNewYorkLaw complexType; see XML source
independentAmounts
Specifies the way the independent amount is determined.
Type:
IndependentAmounts
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
initialDesignation
The respective parties have the possibility to designate the initial custodian.
Type:
xsd:token
Content:
simple
Defined:
locally within CustodianTerms complexType; see XML source
initialMarginInterestRateTerms
Type:
InitialMarginInterestRateTerms
Content:
simple, 1 attribute
Defined:
locally within IndependentAmountInterestRate complexType; see XML source
legalDocumentId
Type:
LegalDocumentId
Content:
simple, 1 attribute
Defined:
locally within ExistingCreditSupportAnnex complexType; see XML source
lowerMaturity
The (optional) lower maturity band of the eligible collateral assets.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EligibleCollateral complexType; see XML source
minimumAssets
Terms related to the minimal level of assets that the agent should have under custody.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CustodianTerms complexType; see XML source
minimumRating (in custodianTerms)
Terms related to the minimal rating that the agent should have.
Type:
CreditNotations
Content:
complex, 3 elements
Defined:
locally within CustodianTerms complexType; see XML source
minimumRating (in eligibleCollateral)
The (optional) minimal rating terms that the custodian agent should comply with.
Type:
CreditNotations
Content:
complex, 3 elements
Defined:
locally within EligibleCollateral complexType; see XML source
notation
The credit rating notation.
Type:
CreditRatingNotation
Content:
simple, 1 attribute
Defined:
locally within CreditNotation complexType; see XML source
otherProvisions
Type:
OtherProvisions
Content:
simple, 2 attributes
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
partyDocumentIdentifier (in documentAmendment)
The legal document identifier.
Type:
PartyDocumentIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LegalDocumentAdmendment complexType; see XML source
partyDocumentIdentifier (in documentHeader)
The legal document identifier.
Type:
PartyDocumentIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LegalDocumentHeader complexType; see XML source
partyDocumentIdentifier (in documentIdentity)
The legal document identifier.
Type:
PartyDocumentIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LegalDocumentIdentity complexType; see XML source
partyReference (defined in IndependentAmountEligibleCollateral complexType)
The party to which the terms apply.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within IndependentAmountEligibleCollateral complexType; see XML source
partyReference (defined in PartyDocumentIdentifier complexType)
Reference to a party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyDocumentIdentifier complexType; see XML source
partyReference (defined in TransportCurrency complexType)
The party to which the terms apply.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within TransportCurrency complexType; see XML source
partyReference (in documentIdentity)
The parties to the legal document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within LegalDocumentIdentity complexType; see XML source
partyReference (in holdingAndUsingPostedCollateral)
The party to which the terms apply.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within HoldingAndUsingPostedCollateral complexType; see XML source
partyReference (in independentAmounts)
The party to which the terms apply.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within IndependentAmounts complexType; see XML source
partyRoles
Type:
PartyRoles
Content:
complex, 1 element
Defined:
locally within LegalDocumentHeader complexType; see XML source
relatedParty (in partyRoles)
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within PartyRoles complexType; see XML source
resolutionTime
The time (expressed as time + reference business center) by which the parties are expected to resolve a valuation dispute on the Local Business Day following the date on which the notice is given, in accordance to Paragraph 5 (New York Law) and Paragraph 4 (English Law).
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within DisputeResolution complexType; see XML source
scale
The credit rating scale, with a typical distinction between short term, long term.
Type:
CreditRatingScale
Content:
simple, 1 attribute
Defined:
locally within CreditNotation complexType; see XML source
settlementDay
Settlement under the SCSA is required to be either on a T+1 or, exceptionally, on a T+2 basis (when counterparties are in disparate timezones).
Type:
SettlementDay
Content:
simple, 1 attribute
Defined:
locally within StandardCreditSupportAnnexBase complexType; see XML source
specifiedRate
Type:
SpecifiedRate
Content:
complex, 4 elements
Defined:
locally within IndependentAmountInterestRate complexType; see XML source
spread
Type:
xsd:decimal
Content:
simple
Defined:
locally within SpecifiedRate complexType; see XML source
standardCreditSupportAnnex
An abstract element used as a placeholder for the substituting SCSA elements.
Type:
StandardCreditSupportAnnexBase
Content:
complex, 1 attribute, 8 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
affiliated to substitution group contractualDocument; may be substituted with 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
standardCreditSupportAnnexEnglishLaw
The substitution group element for the English Law variation of the SCSA.
Type:
StandardCreditSupportAnnexEnglishLaw
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for elements: standardCreditSupportAnnex, contractualDocument
Defined:
globally; see XML source
Used:
never
standardCreditSupportAnnexNewYorkLaw
The substitution group element for the New York Law variation of the SCSA.
Type:
StandardCreditSupportAnnexNewYorkLaw
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for elements: standardCreditSupportAnnex, contractualDocument
Defined:
globally; see XML source
Used:
never
substitutionDate
Specifies the date on which the Secured Party will transfer items of IA Posted Credit Support in accordance with Paragraph 4 (e) in the case where such date is different from the one specified in Paragraph 4(e)(ii).
Type:
SubstitutionDate
Content:
simple, 1 attribute
Defined:
locally within StandardCreditSupportAnnexNewYorkLaw complexType; see XML source
transportCurrency (in standardCreditSupportAnnexEnglishLaw)
The Transport Currency to be used by the respective parties to the agreement.
Type:
TransportCurrency
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexEnglishLaw complexType; see XML source
transportCurrency (in standardCreditSupportAnnexNewYorkLaw)
The Transport Currency to be used by the respective parties to the agreement.
Type:
TransportCurrency
Content:
complex, 2 elements
Defined:
locally within StandardCreditSupportAnnexNewYorkLaw complexType; see XML source
useOfPostedCollateral
Specifies whether the respective parties to the agreement have the right to rehypothecate the collateral held.
Type:
xsd:boolean
Content:
simple
Defined:
locally within HoldingAndUsingPostedCollateral complexType; see XML source
valuationPercentage
Specifies the haircut associated to each of the collateral assets.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within EligibleCollateral complexType; see XML source
Complex Type Summary
ContractualDocument
The base type for a legal document.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
Country
A type to hold the country scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditNotation
The credit rating notation base construct, which includes agency, notation, scale and debt qualification.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
CreditNotations
The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CreditRatingAgency
A type to hold the scheme that specifies the various credit rating agencies.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditRatingDebt
The credit rating debt type(s) associated with the credit rating notation and scale.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditRatingNotation
A type to hold the credit rating notation scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditRatingScale
A type to hold the credit rating scale scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CustodianTerms
The terms applicable to a custody agent determination in the context of the Strandard CSA document.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DayCount
The day count used as the denominator for interest accrual calculation as specififed in the ISDA Standard CSA.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
DayCountDenominator
A type to hold the day count scheme, used to specify the denominator for accrual calculation to be used as part of the ISDA Standard CSA.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
DebtType
A type to hold the debt type scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
DisputeResolution
The time by which a dispute needs to be resolved.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DocumentIdentity
A document.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DocumentReference
A type to hold a reference to a legal document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ElectedTransportCurrency
A type to hold the transport currency scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EligibilityToHoldCollateral
The conditions under which a party and its custodians are entitled to hold collateral.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
EligibleAsset
A type to hold the collateral asset definitions scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EligibleCollateral
The collateral eligibility terms in terms of types of asset, maturity and rating terms.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
ExchangeDate
A type to hold the exchange date scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ExistingCreditSupportAnnex
The reference to the existing Credit Support Annex (CSA).
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
HoldingAndUsingPostedCollateral
The provisions related to the holding and usage of posted collateral.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
HoldingPostedCollateral
A type to hold the holding posted collateral scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IndependentAmountDetermination
A type to hold the independent amount determination scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IndependentAmountEligibility
A type to hold the independent amount eligibility scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IndependentAmountEligibleCollateral
A type to specify the eligible collateral.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
IndependentAmountInterestRate
A type to specify the interest terms applicable to document.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
IndependentAmounts
A type to specify how the independent amount (a.k.a. initial margin collateral) is determined.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
InitialMarginInterestRateTerms
A type to hold the initial margin interest rate terms scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegalDocumentAdmendment
A legal document admendment, which can be specified by either referencing a legal document that is described elsewhere in the XML file, or by specifying the identity of that amended document.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
LegalDocumentHeader
The legal document header.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
LegalDocumentHistory
The legal document history.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
LegalDocumentId
A legal document reference identifier allocated by a party.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
LegalDocumentIdentity
A type to specify the legal document identity.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
LegalDocumentName
A type to hold the legal document name scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegalDocumentPublisher
A type to hold the legal document publisher scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegalDocumentStyle
A type to hold the legal document style scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegalDocumentType
The type of legal document.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
OtherProvisions
A type to hold the other provisions schemes.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
PartyDocumentIdentifier
A type defining a legal document identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 3 locations
PartyRoles
A type specify the roles of the pareties to the document.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
SettlementDay
A type to hold the settlement day scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SpecifiedRate
A type to specify an interest rate.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
StandardCreditSupportAnnexBase
The base SCSA implementation.
Content:
complex, 1 attribute, 8 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 3 locations
StandardCreditSupportAnnexEnglishLaw
The English Law SCSA implementation, which extends StandardCreditSupportAnnexBase.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
StandardCreditSupportAnnexNewYorkLaw
The New York Law SCSA implementation, which extends StandardCreditSupportAnnexBase.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
SubstitutionDate
A type to hold the substitution date scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TransportCurrency
A type to specify the transport currency for each of the parties to the agreement.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2014 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="" ecore:package="org.fpml.legal" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/legal" xmlns="http://www.fpml.org/FpML-5/legal" 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:annotation>
<xsd:documentation xml:lang="en">FpML Legal Documentation Framework</xsd:documentation>
</xsd:annotation>
<xsd:include schemaLocation="fpml-shared-5-7.xsd"/>
<xsd:include schemaLocation="fpml-asset-5-7.xsd"/>
<xsd:include schemaLocation="fpml-doc-5-7.xsd"/>
<xsd:complexType abstract="true" name="ContractualDocument">
<xsd:annotation>
<xsd:documentation>The base type for a legal document.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="documentType" type="LegalDocumentType">
<xsd:annotation>
<xsd:documentation>
The type of legal document, identified via a set of distinct attributes, e.g. ISDA 2013 Standard Credit Support Annex English Law.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CustodianTerms">
<xsd:annotation>
<xsd:documentation>
The terms applicable to a custody agent determination in the context of the Strandard CSA document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="minimumAssets" type="Money">
<xsd:annotation>
<xsd:documentation>
Terms related to the minimal level of assets that the agent should have under custody.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumRating" type="CreditNotations">
<xsd:annotation>
<xsd:documentation>
Terms related to the minimal rating that the agent should have.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="initialDesignation" type="xsd:token">
<xsd:annotation>
<xsd:documentation>
The respective parties have the possibility to designate the initial custodian.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Country">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to hold the country scheme. By default it is a valid country code as defined by the ISO standard 3166.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso3166" name="countryScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditNotation">
<xsd:annotation>
<xsd:documentation>
The credit rating notation base construct, which includes agency, notation, scale and debt qualification.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agency" type="CreditRatingAgency">
<xsd:annotation>
<xsd:documentation>
The credit agency to which the other variables (notation, scale, debt type) refer to.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notation" type="CreditRatingNotation">
<xsd:annotation>
<xsd:documentation>
The credit rating notation. It varies among credit rating agencies. FpML doesn't specify a default scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="scale" type="CreditRatingScale">
<xsd:annotation>
<xsd:documentation>
The credit rating scale, with a typical distinction between short term, long term. FpML doesn't specify a default scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="debt" type="CreditRatingDebt">
<xsd:annotation>
<xsd:documentation>
The credit rating debt type (e.g. long term, high yield, deposits, ...) associated with the credit rating notation and scale. When several debt types are specified, 'any' or 'all' may be applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditNotations">
<xsd:annotation>
<xsd:documentation>
The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="creditNotation" type="CreditNotation">
<xsd:annotation>
<xsd:documentation>
This node is to be used when only one credit notation is specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="condition" type="QuantifierEnum"/>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="creditNotation" type="CreditNotation">
<xsd:annotation>
<xsd:documentation>
The 'all' signifies that all of the specified credit notations are applicable; equivalent to a logical 'and' expression.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CreditRatingAgency">
<xsd:annotation>
<xsd:documentation>
A type to hold the scheme that specifies the various credit rating agencies.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-rating-agency" name="creditRatingAgencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditRatingDebt">
<xsd:annotation>
<xsd:documentation>
The credit rating debt type(s) associated with the credit rating notation and scale. When several debt types are specified, 'any' or 'all' may be applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="debtType" type="DebtType">
<xsd:annotation>
<xsd:documentation>
This node is to be used when only one debt type is specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="condition" type="QuantifierEnum"/>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="debtType" type="DebtType">
<xsd:annotation>
<xsd:documentation>
The set condition specifies whether all or any of the specified debt types are applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CreditRatingNotation">
<xsd:annotation>
<xsd:documentation>
A type to hold the credit rating notation scheme. FpML doesn't specify that scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/credit-rating-notation" name="creditRatingNotationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditRatingScale">
<xsd:annotation>
<xsd:documentation>
A type to hold the credit rating scale scheme. FpML doesn't specify that scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/credit-rating-scale" name="creditRatingScaleScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DayCount">
<xsd:annotation>
<xsd:documentation>
The day count used as the denominator for interest accrual calculation as specififed in the ISDA Standard CSA. The day count applies to all currencies, unless specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="defaultDayCount" type="DayCountDenominator">
<xsd:annotation>
<xsd:documentation>
The default day count, to be applied across all currencies unless specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="currencySpecificDayCount">
<xsd:annotation>
<xsd:documentation>
The day count denominator that is currency-specific.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="dayCountValue" type="DayCountDenominator"/>
<xsd:element name="currency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DayCountDenominator">
<xsd:annotation>
<xsd:documentation>
A type to hold the day count scheme, used to specify the denominator for accrual calculation to be used as part of the ISDA Standard CSA.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/day-count" name="dayCountScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DebtType">
<xsd:annotation>
<xsd:documentation>
A type to hold the debt type scheme. FpML doesn't specify that scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/debt-type" name="debtTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DisputeResolution">
<xsd:annotation>
<xsd:documentation>The time by which a dispute needs to be resolved.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="resolutionTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation>
The time (expressed as time + reference business center) by which the parties are expected to resolve a valuation dispute on the Local Business Day following the date on which the notice is given, in accordance to Paragraph 5 (New York Law) and Paragraph 4 (English Law).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DocumentIdentity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A document.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="LegalDocumentIdentity">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="documentAmendment" type="LegalDocumentAdmendment"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DocumentReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type to hold a reference to a legal document.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Party" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectedTransportCurrency">
<xsd:annotation>
<xsd:documentation>A type to hold the transport currency scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/transport-currency" name="transportCurrencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EligibleAsset">
<xsd:annotation>
<xsd:documentation>
A type to hold the collateral asset definitions scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/collateral-asset-definitions-scheme" name="collateralAssetDefinitionsScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EligibleCollateral">
<xsd:annotation>
<xsd:documentation>
The collateral eligibility terms in terms of types of asset, maturity and rating terms.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="eligibleAsset" type="EligibleAsset">
<xsd:annotation>
<xsd:documentation>
Corresponds to the ISDA 2003 Collateral Assets definitions as part of the initial implementation. Future implementation will aim to integrate the Basle standardized haircut schedule and the corresponding nationally approved lists of collateral assets.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="lowerMaturity" type="Period">
<xsd:annotation>
<xsd:documentation>
The (optional) lower maturity band of the eligible collateral assets.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="higherMaturity" type="Period">
<xsd:annotation>
<xsd:documentation>
The (optional) higher maturity band of the eligible collateral assets.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumRating" type="CreditNotations">
<xsd:annotation>
<xsd:documentation>
The (optional) minimal rating terms that the custodian agent should comply with.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationPercentage" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation>
Specifies the haircut associated to each of the collateral assets.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EligibilityToHoldCollateral">
<xsd:annotation>
<xsd:documentation>
The conditions under which a party and its custodians are entitled to hold collateral.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="holdingPostedCollateral" type="HoldingPostedCollateral"/>
<xsd:element minOccurs="0" name="custodianTerms" type="CustodianTerms">
<xsd:annotation>
<xsd:documentation>
Specifies conditions related to the cusdody agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eligibleCountry" type="Country">
<xsd:annotation>
<xsd:documentation>
Specifies the country(ies) where collateral can be held.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExchangeDate">
<xsd:annotation>
<xsd:documentation>A type to hold the exchange date scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/exchange-date" name="exchangeDateScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
<!-- also consider enum BusinessDayConvention -->
</xsd:complexType>
<xsd:complexType name="ExistingCreditSupportAnnex">
<xsd:annotation>
<xsd:documentation>
The reference to the existing Credit Support Annex (CSA). Used as part of the Standard CSA document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agreementDate" type="xsd:date"/>
<xsd:element name="documentType" type="LegalDocumentType">
<xsd:annotation>
<xsd:documentation>
The recognizable attributes of the particular legal document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="legalDocumentId" type="LegalDocumentId"/>
<xsd:element minOccurs="0" name="documentVersion" type="xsd:token"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="HoldingAndUsingPostedCollateral">
<xsd:annotation>
<xsd:documentation>
The provisions related to the holding and usage of posted collateral.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The party to which the terms apply.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
Specifies the conditions under which a party and its custodian(s) are entitled to hold collateral.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="useOfPostedCollateral" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Specifies whether the respective parties to the agreement have the right to rehypothecate the collateral held.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="HoldingPostedCollateral">
<xsd:annotation>
<xsd:documentation>
A type to hold the holding posted collateral scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/holding-posted-collateral" name="holdingPostedCollateralScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IndependentAmountDetermination">
<xsd:annotation>
<xsd:documentation>
A type to hold the independent amount determination scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/independent-amount-determination" name="independentAmountDeterminationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IndependentAmountEligibleCollateral">
<xsd:annotation>
<xsd:documentation>A type to specify the eligible collateral.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The party to which the terms apply.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="eligibleCollateral" type="EligibleCollateral">
<xsd:annotation>
<xsd:documentation>The eligible collateral assets.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
The terms when no collateral assets are specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IndependentAmountEligibility">
<xsd:annotation>
<xsd:documentation>
A type to hold the independent amount eligibility scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/independent-amount-eligibility" name="independentAmountEligibilityScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IndependentAmountInterestRate">
<xsd:annotation>
<xsd:documentation>
A type to specify the interest terms applicable to document. Initially developed for the SCSA, but applicable in concept to other documents.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="initialMarginInterestRateTerms" type="InitialMarginInterestRateTerms"/>
<xsd:element maxOccurs="unbounded" name="specifiedRate" type="SpecifiedRate"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="IndependentAmounts">
<xsd:annotation>
<xsd:documentation>
A type to specify how the independent amount (a.k.a. initial margin collateral) is determined.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The party to which the terms apply.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InitialMarginInterestRateTerms">
<xsd:annotation>
<xsd:documentation>
A type to hold the initial margin interest rate terms scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms" name="initialMarginInterestRateTermsScheme"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegalDocumentAdmendment">
<xsd:annotation>
<xsd:documentation>
A legal document admendment, which can be specified by either referencing a legal document that is described elsewhere in the XML file, or by specifying the identity of that amended document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>
The date on which the legal document has been agreed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyDocumentIdentifier" type="PartyDocumentIdentifier">
<xsd:annotation>
<xsd:documentation>
The legal document identifier. Several identifiers can be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LegalDocumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal document 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="legalDocumentIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegalDocumentHeader">
<xsd:annotation>
<xsd:documentation>The legal document header.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyRoles" type="PartyRoles"/>
<xsd:element name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>
The date on which the legal document has been agreed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>
The date on which the agreement is effective. It is expected that it will most often correspond to the agreement date, although there could be situations where the parties will explictly agree on a distinct effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyDocumentIdentifier" type="PartyDocumentIdentifier">
<xsd:annotation>
<xsd:documentation>
The legal document identifier. Several identifiers can be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="amendedDocument" type="DocumentReference">
<xsd:annotation>
<xsd:documentation>
The reference to the document that is amended by this legal document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="documentHistory" type="LegalDocumentHistory"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LegalDocumentHistory">
<xsd:annotation>
<xsd:documentation>The legal document history.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="documentIdentity" type="DocumentIdentity"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LegalDocumentType">
<xsd:annotation>
<xsd:documentation>The type of legal document.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="documentName" type="LegalDocumentName">
<xsd:annotation>
<xsd:documentation>The legal document name.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="documentPublisher" type="LegalDocumentPublisher">
<xsd:annotation>
<xsd:documentation>The legal document publisher.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="documentStyle" type="LegalDocumentStyle">
<xsd:annotation>
<xsd:documentation>
The legal document reference style, e.g. English Law, New York Law or Japanese Law.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="documentVersion" type="xsd:token">
<xsd:annotation>
<xsd:documentation>
In the case where successive definitions of the legal document have been developed, the identification of the specific definition. This is typically (but not necessarily) done by referencing the year, e.g. 2013 in the case of the ISDA 2013 Standard Credit Support Annex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LegalDocumentIdentity">
<xsd:annotation>
<xsd:documentation>A type to specify the legal document identity.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="2" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The parties to the legal document.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="documentType" type="LegalDocumentType">
<xsd:annotation>
<xsd:documentation>
The recognizable attributes of the particular legal document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>
The date on which the legal document has been agreed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyDocumentIdentifier" type="PartyDocumentIdentifier">
<xsd:annotation>
<xsd:documentation>
The legal document identifier. Several identifiers can be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegalDocumentName">
<xsd:annotation>
<xsd:documentation>A type to hold the legal document name scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/legal-document-name" name="legalDocumentNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegalDocumentPublisher">
<xsd:annotation>
<xsd:documentation>
A type to hold the legal document publisher scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/legal-document-publisher" name="legalDocumentPublisherScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegalDocumentStyle">
<xsd:annotation>
<xsd:documentation>A type to hold the legal document style scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/legal-document-style" name="legalDocumentStyleScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OtherProvisions">
<xsd:annotation>
<xsd:documentation>A type to hold the other provisions schemes.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/other-provisions-english-law" name="otherProvisionsEnglishLawScheme" type="xsd:anyURI" use="optional"/>
<xsd:attribute default="http://www.fpml.org/coding-scheme/other-provisions-new-york-law" name="otherProvisionsNewYorkLawScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyDocumentIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal document identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence maxOccurs="unbounded">
<xsd:element name="documentId" type="LegalDocumentId"/>
<xsd:element minOccurs="0" name="documentVersion" type="xsd:token"/>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PartyRoles">
<xsd:annotation>
<xsd:documentation>
A type specify the roles of the pareties to the document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="relatedParty" type="RelatedParty"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementDay">
<xsd:annotation>
<xsd:documentation>A type to hold the settlement day scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-day" name="settlementDayScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
<!-- also consider enum BusinessDayConvention -->
</xsd:complexType>
<xsd:complexType name="SpecifiedRate">
<xsd:annotation>
<xsd:documentation>A type to specify an interest rate.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency" type="Currency"/>
<xsd:choice>
<xsd:element name="fixedRate" type="xsd:decimal"/>
<xsd:sequence>
<xsd:element name="floatingRate" type="FloatingRateIndex"/>
<xsd:element minOccurs="0" name="spread" type="xsd:decimal"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="StandardCreditSupportAnnexBase">
<xsd:annotation>
<xsd:documentation>The base SCSA implementation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ContractualDocument">
<xsd:sequence>
<xsd:element maxOccurs="2" name="independentAmounts" type="IndependentAmounts">
<xsd:annotation>
<xsd:documentation>
Specifies the way the independent amount is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="baseCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation>
The base currency to be used as a common denominator for Initial Amount calculations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="existingCreditSupportAnnex" type="ExistingCreditSupportAnnex">
<xsd:annotation>
<xsd:documentation>
Reference to the legacy CSA that the parties may reference.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementDay" type="SettlementDay">
<xsd:annotation>
<xsd:documentation>
Settlement under the SCSA is required to be either on a T+1 or, exceptionally, on a T+2 basis (when counterparties are in disparate timezones). T+0 settlement is not allowed under the SCSA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="disputeResolution" type="DisputeResolution">
<xsd:annotation>
<xsd:documentation>
The SCSA specifies a default resolution time, while it refers by default to the existing CSA for calculation of the value of Posted Credit Support. This element is meant to address the case where another resolution time is specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="demandsAndNotices" type="PartyContactInformation">
<xsd:annotation>
<xsd:documentation>
The contact information to which demands and notices should be addressed. There could be several of such contacts for each party to the agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherProvisions" type="OtherProvisions"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="StandardCreditSupportAnnexEnglishLaw">
<xsd:annotation>
<xsd:documentation>
The English Law SCSA implementation, which extends StandardCreditSupportAnnexBase.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="StandardCreditSupportAnnexBase">
<xsd:sequence>
<xsd:annotation>
<xsd:documentation>
Provisions that are specific to the English Law document.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="2" name="transportCurrency" type="TransportCurrency">
<xsd:annotation>
<xsd:documentation>
The Transport Currency to be used by the respective parties to the agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dayCount" type="DayCount">
<xsd:annotation>
<xsd:documentation>
The day count is the denominator for accrual calculation. If no currency is specified, the value applies to all currencies. If some currencies are specified
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
Specifies the assets that qualify as Independent Amount Eligible Credit Support.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
The interest rate applicable to the cash held/posted as Independent Amount when expressed in currencies other than the Transport Currencies. (In the case of Transport Currencies, the SCSA states that the interest rate is OIS flat.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exchangeDate" type="ExchangeDate">
<xsd:annotation>
<xsd:documentation>
Specifies the date on which the Transferor will be obliged to transfer Equivalent Credit Support in accordance with Paragraph 3 (d) in the case where such date is different from the one specified in Paragraph 3(d)(ii).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="StandardCreditSupportAnnexNewYorkLaw">
<xsd:annotation>
<xsd:documentation>
The New York Law SCSA implementation, which extends StandardCreditSupportAnnexBase.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="StandardCreditSupportAnnexBase">
<xsd:sequence>
<xsd:annotation>
<xsd:documentation>
Provisions that are specific to the New York Law document.
</xsd:documentation>
</xsd:annotation>
<!-- Lyteck: removed securityInterestForObligations from schema -->
<!--<xsd:element name="securityInterestForObligations" type="SecurityInterestForObligations">
<xsd:annotation>
<xsd:documentation>Specifies the obligations that are not defined under the master agreement, which might be added to the scope of the ISDA Standard CSA (New York Law) as part of the Paragraph 13 Elections and Variables.</xsd:documentation>
</xsd:annotation>
</xsd:element>-->
<xsd:element maxOccurs="2" name="transportCurrency" type="TransportCurrency">
<xsd:annotation>
<xsd:documentation>
The Transport Currency to be used by the respective parties to the agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dayCount" type="DayCount">
<xsd:annotation>
<xsd:documentation>
The day count is the denominator for accrual calculation. If no currency is specified, the value applies to all currencies. If some currencies are specified
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
Assets that qualify as eligible collateral for the purpose of initial margin.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
The interest rate applicable to the cash held/posted as Independent Amount when expressed in currencies other than the Transport Currencies. (In the case of Transport Currencies, the SCSA states that the interest rate is OIS flat.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="holdingAndUsingPostedCollateral" type="HoldingAndUsingPostedCollateral">
<xsd:annotation>
<xsd:documentation>
Criteria under which the parties (and their custodians, if applicable) can hold posted collateral, and determination as to whether rehypothecation is permitted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="substitutionDate" type="SubstitutionDate">
<xsd:annotation>
<xsd:documentation>
Specifies the date on which the Secured Party will transfer items of IA Posted Credit Support in accordance with Paragraph 4 (e) in the case where such date is different from the one specified in Paragraph 4(e)(ii).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SubstitutionDate">
<xsd:annotation>
<xsd:documentation>A type to hold the substitution date scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/substitution-date" name="substitutionDateScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
<!-- also consider enum BusinessDayConvention -->
</xsd:complexType>
<xsd:complexType name="TransportCurrency">
<xsd:annotation>
<xsd:documentation>
A type to specify the transport currency for each of the parties to the agreement.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The party to which the terms apply.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
Only a restricted list of currencies are eligible as transport currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:element abstract="true" name="contractualDocument" type="ContractualDocument">
<xsd:annotation>
<xsd:documentation>
An abstract element used as a placeholder for the substituting legal document elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!-- LL: dummy implementation of masterAgreement legalDocument (To be removed by 5.7 TR)
<xsd:element name="masterAgreement" type="MasterAgreementBase" substitutionGroup="contractualDocument">
<xsd:annotation>
<xsd:documentation>Dummy placeholder to illustrate additional types of legal documents.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="MasterAgreementBase">
<xsd:annotation>
<xsd:documentation>Dummy base implementation for the master agreement.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ContractualDocument">
<xsd:sequence>
<xsd:element name="masterDocumentTerms"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>-->
<xsd:element abstract="true" name="standardCreditSupportAnnex" substitutionGroup="contractualDocument" type="StandardCreditSupportAnnexBase">
<xsd:annotation>
<xsd:documentation>
An abstract element used as a placeholder for the substituting SCSA elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
The substitution group element for the English Law variation of the SCSA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
The substitution group element for the New York Law variation of the SCSA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.