XML Schema "fpml-doc-5-8.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11723 $
Defined Components:
elements (2 global + 182 local), complexTypes (67), element groups (6), attribute groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-doc-5-8.xsd; see XML source
Includes Schemas (1):
fpml-asset-5-8.xsd [src]
Included in Schemas (3):
fpml-mktenv-5-8.xsd [src], fpml-msg-5-8.xsd [src], fpml-riskdef-5-8.xsd [src]
All Element Summary
allocatedFraction
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Allocation complexType; see XML source
allocatedNotional
The notional allocation (amount and currency) to this particular client account.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Allocation complexType; see XML source
allocatingPartyReference
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Allocations complexType; see XML source
allocation
Type:
Allocation
Content:
complex, 10 elements
Defined:
locally within Allocations complexType; see XML source
allocations (defined in Trade complexType)
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within Trade complexType; see XML source
allocationsCompleted
When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
allocationsSubmitted
When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
allocationStatus (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
AllocationReportingStatus
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
allocationStatus (in packageInformation)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
AllocationReportingStatus
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
allocationsUpdated
When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
allocationTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the allocated trade.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
allocationTradeId (in allocation)
Unique ID for the allocation.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within Allocation complexType; see XML source
approval
Type:
Approval
Content:
complex, 6 elements
Defined:
locally within Approvals complexType; see XML source
approvalId (in approval)
An identifer for a specific appoval, to allow the approval to be identified and tracked.
Type:
ApprovalId
Content:
simple, 2 attributes
Defined:
locally within Approval complexType; see XML source
approvals (defined in Trade complexType)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within Trade complexType; see XML source
approvals (in allocation)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within AllocationContent.model group; see XML source
approvedPartyReference
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Approval complexType; see XML source
approver (in approval)
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Approval complexType; see XML source
approvingPartyReference (in approval)
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Approval complexType; see XML source
barrierDeterminationAgent
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
basePath
XPath to the element in the base object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
baseValue
The value of the element in the base object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
blockTradeId
The trade id of the block trade.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
brokerPartyReference
Identifies that party (or parties) that brokered this trade.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
calculationAgent (defined in CalculationAgent.model group)
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within CalculationAgent.model group; see XML source
calculationAgentBusinessCenter
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within CalculationAgent.model group; see XML source
category (defined in PartyTradeInformation complexType)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
TradeCategory
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
category (in packageInformation)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
TradeCategory
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
cleared (defined in TradeProcessingTimestamps complexType)
When this trade was cleared.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
clearedDate
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType; see XML source
clearingStatus (defined in PartyTradeInformation complexType)
Describes the status with respect to clearing (e.g.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
clearingStatus (in packageInformation)
Describes the status with respect to clearing (e.g.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
collateral (defined in Trade complexType)
Defines collateral obiligations of a Party
Type:
Collateral
Content:
complex, 1 element
Defined:
locally within Trade complexType; see XML source
collateral (in allocation)
The sum that must be posted upfront to collateralize against counterparty credit risk.
Type:
Collateral
Content:
complex, 1 element
Defined:
locally within AllocationContent.model group; see XML source
collateralizationType
Specifies whether this party posts collateral.
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
collateralPortfolio
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
Type:
PortfolioName
Content:
simple, 2 attributes
Defined:
locally within PartyTradeInformation complexType; see XML source
componentReference
A reference to a component of the strategy (typically a product).
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within StrategyComponentIdentification complexType; see XML source
compressedTrade
Specifies whether this trade is a result of compression activity.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
confirmationMethod
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
ConfirmationMethod
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
confirmed
When this trade was confirmed.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
contractId (defined in ContractIdentifier complexType)
A contract id which is not version aware.
Type:
ContractId
Content:
simple, 2 attributes
Defined:
locally within ContractIdentifier complexType; see XML source
contractId (in versionedContractId)
Type:
ContractId
Content:
simple, 2 attributes
Defined:
locally within VersionedContractId complexType; see XML source
couponStartDate
The date interest started accruing for the accrued interest calculation on an interest bearing security.
Type:
xsd:date
Content:
simple
Defined:
locally within InstrumentTradePricing complexType; see XML source
creditChargeAmount
Special credit fee assessed to certain institutions.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AllocationContent.model group; see XML source
creditDocument
What arrangements will be made to provide credit?
Type:
CreditDocument
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType; see XML source
creditEvent (in creditDerivativesNotices)
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditDerivativesNotices complexType; see XML source
determiningParty
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
differenceSeverity
An indication of the severity of the difference.
Type:
DifferenceSeverityEnum
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
differenceType
The type of difference that exists.
Type:
DifferenceTypeEnum
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
documentation
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Type:
Documentation
Content:
complex, 8 elements
Defined:
locally within Trade complexType; see XML source
element
The name of the element affected.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
endUserException
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
endUserExceptionDeclaration
Claims an end user exception and provides supporting evidence.
Type:
EndUserExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
endUserExceptionReason
Specifies a reason that the trade is exempted from a clearing requirement.
Type:
ClearingExceptionReason
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
entityClassification (in partyEntityClassification)
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Type:
EntityClassification
Content:
simple, 1 attribute
Defined:
locally within PartyEntityClassification complexType; see XML source
entityClassification (in reportingRegime defined in PartyTradeInformation complexType)
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Type:
EntityClassification
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
exceedsClearingThreshold
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
exDividendDate
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
Type:
xsd:date
Content:
simple
Defined:
locally within InstrumentTradePricing complexType; see XML source
executionDateTime (defined in PartyTradeInformation complexType)
Trade execution date time, for example as provided by a central execution facility.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
executionDateTime (in packageInformation)
Trade execution date time, for example as provided by a central execution facility.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
executionType
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
ExecutionType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
executionVenueType (defined in PartyTradeInformation complexType)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
executionVenueType (in packageInformation)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType; see XML source
extraElement
Element(s) that are extraneous in the other object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
governingLaw (defined in Trade complexType)
Identification of the law governing the transaction.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within Trade complexType; see XML source
gross
Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group; see XML source
hedgingParty
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType; see XML source
instrumentTradeDetails
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
Type:
InstrumentTradeDetails
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
intentToAllocate (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
intentToAllocate (in packageInformation)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PackageInformation complexType; see XML source
intentToClear (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
intentToClear (in packageInformation)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within PackageInformation complexType; see XML source
isAccountingHedge
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
issuer (in productComponentIdentifier)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within ProductComponentIdentifier complexType; see XML source
largeSizeTrade
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
linkId
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Type:
LinkId
Content:
simple, 2 attributes
Defined:
locally within PartyTradeIdentifier complexType; see XML source
mandatorilyClearable (in reportingRegime defined in PartyTradeInformation complexType)
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
mandatoryFacilityExecution
Whether the particular product must be executed on a SEF or DCM.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
mandatoryFacilityExecutionException
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType; see XML source
mandatoryFacilityExecutionExceptionDeclaration
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
FacilityExecutionExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within ReportingRegime complexType; see XML source
masterConfirmationDate (in allocation)
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within AllocationContent.model group; see XML source
message
A human readable description of the problem.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
missingElement
Element(s) that are missing in the other trade.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
name (in reportingRegime defined in PartyTradeInformation complexType)
Identifies the reporting regime under which this data is reported.
Type:
ReportingRegimeName
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
net (in principalAmount in principal in instrumentTradeDetails)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group; see XML source
net (in principalAmount in principal in instrumentTradeDetails)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group; see XML source
nominal
The monetary value of the security (eg. fixed income security) that was traded).
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InstrumentTradeQuantity complexType; see XML source
nonpubliclyReported
When the non-public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
nonpublicReportUpdated
When the non-public report of this was most recently corrected or corrections were received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
nonStandardTerms
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
notionalAmountReference (defined in PercentageRule complexType)
A reference to the notional amount.
Type:
NotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within PercentageRule complexType; see XML source
number (in quantity in instrumentTradeDetails)
The (absolute) number of units of the underlying instrument that were traded.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InstrumentTradeQuantity complexType; see XML source
offMarketPrice
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType; see XML source
onBehalfOf (defined in DataDocument complexType)
Indicates which party (and accounts) a trade is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within DataDocument complexType; see XML source
orderEntered
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
orderId
Type:
OrderId
Content:
simple, 1 attribute
Defined:
locally within OrderIdentifier complexType; see XML source
orderIdentifier (in originatingPackage)
Type:
OrderIdentifier
Content:
complex, 1 element
Defined:
locally within PackageSummary complexType; see XML source
orderSubmitted
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
organizationCharacteristic (in endUserExceptionDeclaration)
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
OrganizationCharacteristic
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType; see XML source
organizationCharacteristic (in mandatoryFacilityExecutionExceptionDeclaration)
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
OrganizationCharacteristic
Content:
simple, 1 attribute
Defined:
locally within FacilityExecutionExceptionDeclaration complexType; see XML source
originatingEvent (defined in DataDocument complexType)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within DataDocument complexType; see XML source
originatingPackage
Information about the trade package if any that the trade originated from.
Type:
PackageSummary
Content:
complex, 5 elements
Defined:
locally within TradeHeader complexType; see XML source
originatingTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
otherPartyPayment
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Trade complexType; see XML source
otherPath
XPath to the element in the other object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
otherValue
Value of the element in the other trade.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType; see XML source
packageIdentifier (in originatingPackage)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within PackageSummary complexType; see XML source
packageType (in originatingPackage)
Type:
PackageType
Content:
simple, 1 attribute
Defined:
locally within PackageSummary complexType; see XML source
partyEntityClassification
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
Type:
PartyEntityClassification
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType; see XML source
partyPortfolioName
The name of the portfolio together with the party that gave the name.
Type:
PartyPortfolioName
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Portfolio complexType; see XML source
partyReference (defined in ContractIdentifier complexType)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ContractIdentifier complexType; see XML source
partyReference (in partyEntityClassification)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyEntityClassification complexType; see XML source
partyReference (in partyPortfolioName)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyPortfolioName complexType; see XML source
partyTradeIdentifier (defined in Portfolio complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Portfolio complexType; see XML source
partyTradeIdentifier (in tradeHeader)
The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeHeader complexType; see XML source
partyTradeIdentifier (in tradeReference)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within PartyTradeIdentifiers complexType; see XML source
partyTradeInformation (in tradeHeader)
Additional trade information that may be provided by each involved party.
Type:
PartyTradeInformation
Content:
complex, 30 elements
Defined:
locally within TradeHeader complexType; see XML source
paymentPercent
A percentage of the notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PercentageRule complexType; see XML source
physicalSettlement (in creditDerivativesNotices)
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditDerivativesNotices complexType; see XML source
portfolio (defined in DataDocument complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Portfolio
Content:
complex, 1 attribute, 4 elements
Defined:
locally within DataDocument complexType; see XML source
portfolio (defined in Portfolio complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Portfolio
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Portfolio complexType; see XML source
portfolioName (in partyPortfolioName)
Type:
PortfolioName
Content:
simple, 2 attributes
Defined:
locally within PartyPortfolioName complexType; see XML source
premiumProductReference (in productComponentIdentifier)
Indicates which product within a strategy this ID is associated with.
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within ProductComponentIdentifier complexType; see XML source
premiumProductReference (in strategy)
Indicates which product within a strategy represents the premium payment.
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within Strategy complexType; see XML source
pricing
The price paid for the instrument.
Type:
InstrumentTradePricing
Content:
complex, 4 elements
Defined:
locally within InstrumentTradeDetails complexType; see XML source
principal (in instrumentTradeDetails)
The value, in instrument currency, of the amount of the instrument that was traded.
Type:
InstrumentTradePrincipal
Content:
complex, 1 element
Defined:
locally within InstrumentTradeDetails complexType; see XML source
principalAmount (in principal in instrumentTradeDetails)
The net and/or gross value of the amount traded in native currency.
Type:
NetAndGross
Content:
complex, 3 elements
Defined:
locally within InstrumentTradePrincipal complexType; see XML source
productComponentIdentifier
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
Type:
ProductComponentIdentifier
Content:
complex, 3 elements
Defined:
locally within PartyTradeIdentifier complexType; see XML source
publiclyAvailableInformation (in creditDerivativesNotices)
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditDerivativesNotices complexType; see XML source
publiclyReported
When the public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
publicReportUpdated
When the public report of this was most recently corrected or corrections were sent or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
quantity (in instrumentTradeDetails)
A description of how much of the instrument was traded.
Type:
InstrumentTradeQuantity
Content:
complex, 2 elements
Defined:
locally within InstrumentTradeDetails complexType; see XML source
quote (in pricing)
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within InstrumentTradePricing complexType; see XML source
reason (in mandatoryFacilityExecutionExceptionDeclaration)
Reason for not executing the trade on SEF or other facility.
Type:
Token
Content:
simple
Defined:
locally within FacilityExecutionExceptionDeclaration complexType; see XML source
registrationNumber
The ID assigned by the regulator (e.g.
Type:
RegulatorId
Content:
simple, 1 attribute
Defined:
locally within SupervisorRegistration.model group; see XML source
relatedBusinessUnit
Provides information about a unit/division/desk etc. that executed or supports this trade
Type:
RelatedBusinessUnit
Content:
complex, 2 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
relatedParty (defined in PartyTradeInformation complexType)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
relatedParty (in allocation)
Specifies any relevant parties to the allocation which should be referenced.
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within AllocationContent.model group; see XML source
relatedParty (in packageInformation)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within PackageInformation complexType; see XML source
relatedPerson
Provides information about a person that executed or supports this trade
Type:
RelatedPerson
Content:
complex, 2 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
reportingPurpose
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type:
ReportingPurpose
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType; see XML source
reportingRegime (defined in PartyTradeInformation complexType)
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
ReportingRegime
Content:
complex, 13 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
reportingRole (defined in PartyTradeInformation complexType)
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Type:
ReportingRole
Content:
simple, 2 attributes
Defined:
locally within PartyTradeInformation complexType; see XML source
reportingRole (in reportingRegime defined in PartyTradeInformation complexType)
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
ReportingRole
Content:
simple, 2 attributes
Defined:
locally within ReportingRegime complexType; see XML source
sequenceNumber (in originatingPackage)
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PackageSummary complexType; see XML source
size (in originatingPackage)
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PackageSummary complexType; see XML source
status (in approval)
The current state of approval (.e.g preapproved, pending approval, etc.)
Type:
NormalizedString
Content:
simple
Defined:
locally within Approval complexType; see XML source
strategy
A strategy product.
Type:
Strategy
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
strategyComponentIdentifier
Provides distinct identification for a component of a strategy.
Type:
StrategyComponentIdentification
Content:
complex, 2 elements
Defined:
locally within Strategy complexType; see XML source
submittedForClearing
When this trade was supplied to a clearing service for clearing.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
submittedForConfirmation
When this trade was supplied to a confirmation service or counterparty for confirmation.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
supervisorRegistration (in endUserExceptionDeclaration)
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within EndUserExceptionDeclaration complexType; see XML source
supervisorRegistration (in mandatoryFacilityExecutionExceptionDeclaration)
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within FacilityExecutionExceptionDeclaration complexType; see XML source
supervisorRegistration (in reportingRegime defined in PartyTradeInformation complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType; see XML source
supervisorRegistration (in reportingRegime defined in PartyTradeInformation complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType; see XML source
supervisoryBody (defined in SupervisorRegistration.model group)
The regulator or other supervisory body the organization is registered with (e.g.
Type:
SupervisoryBody
Content:
simple, 1 attribute
Defined:
locally within SupervisorRegistration.model group; see XML source
timestamp
Other timestamps for this trade.
Type:
TradeTimestamp
Content:
complex, 2 elements
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
timestamps (defined in PartyTradeInformation complexType)
Allows timing information about a trade to be recorded.
Type:
TradeProcessingTimestamps
Content:
complex, 16 elements
Defined:
locally within PartyTradeInformation complexType; see XML source
timestamps (in packageInformation)
Allows timing information about a trade to be recorded.
Type:
TradeProcessingTimestamps
Content:
complex, 16 elements
Defined:
locally within PackageInformation complexType; see XML source
trade (defined in DataDocument complexType)
The root element in an FpML trade document.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within DataDocument complexType; see XML source
trade (in affectedTransactions)
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeOrTradeReference.model group; see XML source
tradeDate
The trade date.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType; see XML source
tradedFlatOfAccrued
Whether the accrued interest in included when the trade settles.
Type:
xsd:boolean
Content:
simple
Defined:
locally within InstrumentTradePricing complexType; see XML source
tradeHeader
The information on the trade which is not product specific, e.g. trade date.
Type:
TradeHeader
Content:
complex, 5 elements
Defined:
locally within Trade complexType; see XML source
tradeId (defined in Portfolio complexType)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within Portfolio complexType; see XML source
tradeId (defined in TradeIdentifier complexType)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within TradeIdentifier complexType; see XML source
tradeId (in productComponentIdentifier)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within ProductComponentIdentifier complexType; see XML source
tradeId (in versionedTradeId)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within VersionedTradeId complexType; see XML source
tradeIdentifierReference (in strategyComponentIdentifier)
A reference to a party trade ID.
Type:
PartyTradeIdentifierReference
Content:
empty, 1 attribute
Defined:
locally within StrategyComponentIdentification complexType; see XML source
tradePartyRelationshipType
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
Type:
PartyRelationshipType
Content:
simple, 2 attributes
Defined:
locally within ReportingRegime complexType; see XML source
trader
Identifies the person or persons who assumed the role of trader for this trade.
Type:
Trader
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
tradeReference
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Type:
PartyTradeIdentifiers
Content:
complex, 1 element
Defined:
locally within TradeOrTradeReference.model group; see XML source
transactionCharacteristic (in endUserExceptionDeclaration)
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type:
TransactionCharacteristic
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType; see XML source
transactionCharacteristic (in mandatoryFacilityExecutionExceptionDeclaration)
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type:
TransactionCharacteristic
Content:
simple, 1 attribute
Defined:
locally within FacilityExecutionExceptionDeclaration complexType; see XML source
type (in approval)
The type of approval (e.g.
Type:
ApprovalType
Content:
simple, 1 attribute
Defined:
locally within Approval complexType; see XML source
type (in timestamp)
Type:
TimestampTypeScheme
Content:
simple, 1 attribute
Defined:
locally within TradeTimestamp complexType; see XML source
unit (defined in PartyTradeInformation complexType)
Identifies the unit/division/desk etc. that executed or supports this trade
Type:
Unit
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
updatedForClearing
When the most recent correction to this trade was supplied to a clearing service for clearing.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
updatedForConfirmation
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType; see XML source
validation
A list of validation sets the sender asserts the document is valid with respect to.
Type:
Validation
Content:
simple, 1 attribute
Defined:
locally within Validation.model group; see XML source
value (in timestamp)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeTimestamp complexType; see XML source
verificationMethod
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
VerificationMethod
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType; see XML source
versionedContractId
A contract id which is version aware.
Type:
VersionedContractId
Content:
complex, 3 elements
Defined:
locally within ContractIdentifier complexType; see XML source
versionedTradeId
A trade identifier accompanied by a version number.
Type:
VersionedTradeId
Content:
complex, 3 elements
Defined:
locally within TradeIdentifier complexType; see XML source
Complex Type Summary
Allocation
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
AllocationReportingStatus
Code that describes what type of allocation applies to the trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Allocations
The allocations for a single side of a trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 5 locations
Approval
A specific approval state in the workflow.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ApprovalId
An approval identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 2 locations
Approvals
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
ApprovalType
A type that qualifies the type of approval.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
ClearingExceptionReason
The reason a trade is exempted from a clearing mandate.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ClearingStatusValue
The current status value of a clearing request.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CollateralizationType
Code that describes what type of collateral is posted by a party to a transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ConfirmationMethod
A type used to represent the type of mechanism that can be used to confirm a trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ContractId
A contact id identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 2 locations
ContractIdentifier
A type defining a contract identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
CreditDerivativesNotices
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditDocument
A credit arrangement used in support of swaps trading.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
DataDocument
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
Content:
complex, 3 attributes, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
Document
The abstract base type from which all FpML compliant messages and documents must be derived.
Content:
empty, 3 attributes
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 2 locations
EndUserExceptionDeclaration
Records supporting information justifying an end user exception under 17 CFR part 39.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EntityClassification
A type describing the entity of a party, for example Financial, NonFinancial etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
ExecutionDateTime
A type defining the trade execution date time and the source of it.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ExecutionType
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ExecutionVenueType
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
FacilityExecutionExceptionDeclaration
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
FirstPeriodStartDate
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InstrumentTradeDetails
The economics of a trade of a multiply traded instrument.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
InstrumentTradePricing
A structure describing the price paid for the instrument.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
InstrumentTradePrincipal
A structure describing the value in "native" currency of an instrument that was traded.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
InstrumentTradeQuantity
A structure describing the amount of an instrument that was traded.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
LinkId
The data type used for link identifiers.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
NetAndGross
A structure including a net and/or a gross amount and possibly fees and commissions.
Content:
complex, 3 elements
Defined:
globally; see XML source
Used:
at 1 location
OrderId
A type that an identifier for an order.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OrderIdentifier
A type that an order's identifier(s).
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
OrganizationCharacteristic
A characteristic of an organization used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PackageInformation
A type defining additional information that may be recorded against a package of trades.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
PackageSummary
Summary information about a trade package.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
PackageType
A type that describes what thpe of package this is, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PartyEntityClassification
A type that specifies the classification of a party.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PartyPortfolioName
A type to represent a portfolio name for a particular party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
PartyRelationshipType
A type containing a code representing how two parties are related, e.g.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
PartyTradeIdentifier
A type defining one or more trade identifiers allocated to the trade by a party.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 20 locations
PartyTradeIdentifiers
A type containing multiple partyTradeIdentifier.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PartyTradeInformation
A type defining party-specific additional information that may be recorded against a trade.
Content:
complex, 30 elements
Defined:
globally; see XML source
Includes:
definitions of 28 elements
Used:
at 3 locations
PercentageRule
A type defining a content model for a calculation rule defined as percentage of the notional amount.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
Portfolio
A type representing an arbitary grouping of trade references.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
PortfolioName
The data type used for portfolio names.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 3 locations
ProductComponentIdentifier
Deprecated: A type defining a USI for the a subproduct component of a strategy.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
RegulatorId
An ID assigned by a regulator to an organization registered with it.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReportingPurpose
A value that explains the reason or purpose that information is being reported.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReportingRegime
Provides information about how the information in this message is applicable to a regulatory reporting process.
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 13 elements
Used:
at 1 location
ReportingRole
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 2 locations
Strategy
A type defining a group of products making up a single trade.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
StrategyComponentIdentification
Associates trade identifiers with components of a strategy.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SupervisorRegistration
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
at 4 locations
TimestampTypeScheme
The type or meaning of a timestamp.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Trade
A type defining an FpML trade.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 12 elements
Used:
at 18 locations
TradeCategory
A scheme used to categorize positions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
TradeDifference
A type used to record the details of a difference between two business objects/
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 1 location
TradeHeader
A type defining trade related information which is not product specific.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
TradeIdentifier
A type defining a trade identifier issued by the indicated party.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 17 locations
TradeProcessingTimestamps
Allows timing information about when a trade was processed and reported to be recorded.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 16 elements
Used:
at 2 locations
Trader
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TradeTimestamp
A generic trade timestamp
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TransactionCharacteristic
A characteristic of a transaction used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Validation
A reference identifying a rule within a validation scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
VerificationMethod
A type used to represent the type of mechanism that can be used to verify a trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
VersionedContractId
Contract Id with Version Support
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
VersionedTradeId
Trade Id with Version Support
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
AllocationContent.model
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CalculationAgent.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NetAndOrGross.model
A group including a net and/or a gross amount.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
SupervisorRegistration.model
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeOrTradeReference.model
Choice between identification and representation of trade execution.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Validation.model
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
Attribute Group Summary
VersionAttributes.atts
Set of attributes that define versioning information.
Content:
3 attributes
Defined:
globally; see XML source
Includes:
definitions of 3 attributes
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002- All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 11723 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-asset-5-8.xsd"/>
<xsd:complexType name="Allocation">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="allocationTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unique ID for the allocation. Multiple allocation trade IDs are provided to allow for the use of USI/UTI representations along with party-specific trade identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party and/or account to which this trade is being allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="allocatedFraction" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="allocatedNotional" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional allocation (amount and currency) to this particular client account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group ref="AllocationContent.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Code that describes what type of allocation applies to the trade. Options include Unallocated, PreAllocation, PostAllocation.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/allocation-reporting-status" name="allocationReportingStatusScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Allocations">
<xsd:annotation>
<xsd:documentation xml:lang="en">The allocations for a single side of a trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="allocatingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to one of the parties to the trade, defined elsewhere in the document. The party referenced has requested its position in the trade to be allocated to several other parties or accounts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="allocation" type="Allocation"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Approval">
<xsd:annotation>
<xsd:documentation xml:lang="en">A specific approval state in the workflow.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="ApprovalType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of approval (e.g. "pre-clearing credit").
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="status" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The current state of approval (.e.g preapproved, pending approval, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approver" type="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The full name or identifiying ID of the relevant approver.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party defined elsewhere in the document. The party referenced has approved the specified item (e.g. trade or allocation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvedPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party defined elsewhere in the document. The party referenced was approved for the specified item (e.g. trade or allocation) by the approving party (if specified).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvalId" type="ApprovalId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifer for a specific appoval, to allow the approval to be identified and tracked.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ApprovalId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An approval identifier allocated by a party. FpML does not define the domain values associated with this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="approvalIdScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Approvals">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="approval" type="Approval"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ApprovalType">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that qualifies the type of approval.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/approval-type" name="approvalTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">The current status value of a clearing request.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearing-status" name="clearingStatusScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CollateralizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Code that describes what type of collateral is posted by a party to a transaction. Options include Uncollateralized, Partial, Full, One-Way.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/collateral-type" name="collateralTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ConfirmationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of mechanism that can be used to confirm a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/confirmation-method" name="confirmationMethodScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contact id identifier allocated by a party. FpML does not define the domain values associated with this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="contractIdScheme" type="xsd:anyURI" use="required"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contract identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the contract identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the legal activity is to agree a contract of variation then the business process should be to modify a contract. This is a contract in its own right and not a version of a previous contract. Where the business process is to replace and supersede a contract then you have a new contract and a contract version should not be used.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="contractId" type="ContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A contract id which is not version aware.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="versionedContractId" type="VersionedContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A contract id which is version aware.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CreditDerivativesNotices">
<xsd:sequence>
<xsd:element name="creditEvent" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="publiclyAvailableInformation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="physicalSettlement" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A credit arrangement used in support of swaps trading.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-document" name="creditDocumentScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DataDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Document">
<xsd:sequence>
<xsd:group ref="Validation.model"/>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element minOccurs="0" name="onBehalfOf" type="OnBehalfOf">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which party (and accounts) a trade is being processed for.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The root element in an FpML trade document.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Document">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all FpML compliant messages and documents must be derived.
</xsd:documentation>
</xsd:annotation>
<xsd:attributeGroup ref="VersionAttributes.atts"/>
</xsd:complexType>
<xsd:complexType name="EndUserExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Records supporting information justifying an end user exception under 17 CFR part 39.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditDocument" type="CreditDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
What arrangements will be made to provide credit? (e.g. CSA, collateral pledge, guaranty, available resources, financing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationCharacteristic" type="OrganizationCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination. Examples include "FinancialEntity", "CaptiveFinanceUnit", "BoardOfDirectorsApproval".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="transactionCharacteristic" type="TransactionCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination. Examples include "BoardOfDirectorsApproval", "HedgesCommercialRisk".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number. For example, it could specify that it is SEC registered and provide its Central Index Key.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the entity of a party, for example Financial, NonFinancial etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/entity-classification" name="entityClassificationScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the trade execution date time and the source of it. For use inside containing types which already have a Reference to a Party that has assigned this trade execution date time.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:dateTime">
<xsd:attribute name="executionDateTimeScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the source (e.g. clock id) generating the execution date time.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExecutionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of market where a trade can be executed.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/execution-type" name="executionTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of market where a trade can be executed.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/execution-venue-type" name="executionVenueTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="FacilityExecutionExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reason for not executing the trade on SEF or other facility.
</xsd:documentation>
</xsd:annotation>
<!-- LL201402: shouldn't Reason tyoe be available in this xsd? -->
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationCharacteristic" type="OrganizationCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination. Examples include "FinancialEntity", "CaptiveFinanceUnit", "BoardOfDirectorsApproval".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="transactionCharacteristic" type="TransactionCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination. Examples include "BoardOfDirectorsApproval", "HedgesCommercialRisk".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number. For example, it could specify that it is SEC registered and provide its Central Index Key.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FirstPeriodStartDate">
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute ecore:reference="Party" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InstrumentTradeDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The economics of a trade of a multiply traded instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
<xsd:element ref="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">The FpML asset description for the asset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quantity" type="InstrumentTradeQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A description of how much of the instrument was traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricing" type="InstrumentTradePricing">
<xsd:annotation>
<xsd:documentation xml:lang="en">The price paid for the instrument.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="principal" type="InstrumentTradePrincipal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value, in instrument currency, of the amount of the instrument that was traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InstrumentTradeQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the amount of an instrument that was traded.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="number" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The (absolute) number of units of the underlying instrument that were traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nominal" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The monetary value of the security (eg. fixed income security) that was traded).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="InstrumentTradePricing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the price paid for the instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quote" type="BasicQuotation"/>
<xsd:element minOccurs="0" name="couponStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date interest started accruing for the accrued interest calculation on an interest bearing security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exDividendDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders. From the ex-date, any dividends that are owing on the security are paid to the original owner. As a consequence of this, on the ex-date, the securities price typically drops by the amount of the distribution (plus or minus any market activity).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tradedFlatOfAccrued" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the accrued interest in included when the trade settles. ("true" means accrued interest is not included when the trade settles.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InstrumentTradePrincipal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the value in "native" currency of an instrument that was traded.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="principalAmount" type="NetAndGross">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The net and/or gross value of the amount traded in native currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED LegalDocument - Unsupported-->
<xsd:complexType name="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for link identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="linkIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="NetAndGross">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure including a net and/or a gross amount and possibly fees and commissions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="NetAndOrGross.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Net and/or gross amount.</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that an identifier for an order.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="orderIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OrderIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that an order's identifier(s).</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="orderId" type="OrderId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrganizationCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A characteristic of an organization used in declaring an end-user exception.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-characteristic" name="organizationCharacteristicScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PackageInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining additional information that may be recorded against a package of trades.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="category" type="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affeted it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="timestamps" type="TradeProcessingTimestamps">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows timing information about a trade to be recorded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToClear" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the status with respect to clearing (e.g. AwaitingAcceptance, Pending, Accepted, Rejected, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">Summary information about a trade package.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId"/>
<xsd:element minOccurs="0" name="orderIdentifier" type="OrderIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="packageType" type="PackageType"/>
<xsd:element minOccurs="0" name="size" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="sequenceNumber" type="PositiveDecimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what thpe of package this is, e.g. Butterfly.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/package-type" name="packageTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyEntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that specifies the classification of a party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has the classification in the associated "entityClassification" element below.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="entityClassification" type="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PartyPortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to represent a portfolio name for a particular party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="portfolioName" type="PortfolioName"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PartyRelationshipType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type containing a code representing how two parties are related, e.g. Affiliated, Intragroup, None.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-relationship-type" name="partyRelationshipTypeScheme" type="xsd:anyURI" use="optional"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeIdentifier">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="linkId" type="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="allocationTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of the allocated trade. This is used by the block trade to reference the allocated trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="blockTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of the block trade. This is used by each one of the allocated trades to reference the block trade. This element can also represent the trade id of the parent trade for N-level allocations. In the case, this element is only used to model N-level allocations in which the trade acts as block and allocated trade at the same time. This basically means the ability to allocate a block trade to multiple allocation trades, and then allocate these in turn to other allocation trades (and so on if desired).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeId" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event. The originatingEvent will explain why the trade was created; the existence and number of originatingTradeId elements should correspond to the originatingEvent, and they should be interpreted using that field. If the trade is inside a business event structure (such as a novation or a compression event) this element shuld not be populated; instead the event shoudl be used to represent the other trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Added in error. Leftover from earlier proposal" maxOccurs="unbounded" minOccurs="0" name="productComponentIdentifier" type="ProductComponentIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type containing multiple partyTradeIdentifier.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies that party that has ownership of this information. For shared trade information, this will reference the originator of the date (for example, an execution facility or clearinghouse).
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecatedReason="This element is deprecated in favor of the reportingRole within reportingRegime." minOccurs="0" name="reportingRole" type="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecatedReason="This element is deprecated in favor of relatedBusinessUnit." maxOccurs="unbounded" minOccurs="0" name="unit" type="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the unit/division/desk etc. that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedBusinessUnit" type="RelatedBusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a unit/division/desk etc. that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedPerson" type="RelatedPerson">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a person that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="isAccountingHedge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party. (TODO: do we need to distinguish between asset and liability hedges?)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="category" type="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trader" type="Trader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the person or persons who assumed the role of trader for this trade. New implementations are encouraged to use the relatedPerson structure instead.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affeted it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="timestamps" type="TradeProcessingTimestamps">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows timing information about a trade to be recorded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToClear" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the status with respect to clearing (e.g. AwaitingAcceptance, Pending, Accepted, Rejected, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether this party posts collateral. For Recordkeeping, the collateralization type refers to collateral that is posted by this firm, and One-Way is not meaningful. In other words, if the collateralization type is Full, this trade is fully collateralized by this party. For Transparency view, the options include Full, Partial, Uncollateralized, and One-Way.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateralPortfolio" type="PortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing. For historical reasons this is called "end-user exception", but this may be used to indication any exception from normal clearing mandates caused by the type of the partiees or their relationship, such as inter-affiliate trades. If a relatedParty block with a role of ClearingExceptionParty is present, that related party indicates which party is claiming the end user exception.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="endUserExceptionReason" type="ClearingExceptionReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a reason that the trade is exempted from a clearing requirement. This exemption may be an end-user exception, or another type such as in inter-affiliate trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="endUserExceptionDeclaration" type="EndUserExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Claims an end user exception and provides supporting evidence. If a relatedParty block with a role of ClearingExceptionParty is present, that related party indicates which party is claiming the end user exception.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="nonStandardTerms" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms. The flag indicates that the price for this trade is not to be construed as being indicative of the market for standardised trades with otherwise identical reportable terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="offMarketPrice" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the price does not reflect the current market. For example, in a credit trade where the two counterparties are not of equal credit standing, there is no initial margin and one party pays collateral to the other in the form of an add-on to the price (say a price that would otherwise be 100 at the market is struck at 105 to include the collateral, resulting in a very off-market looking price.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting. Normally this will only be applicable for off-facility trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionType" type="ExecutionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was executed, e.g. via voice or electronically.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="verificationMethod" type="VerificationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation. This affect the timing of real-time reporting requirements. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="confirmationMethod" type="ConfirmationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation. This affects the process flow for confirmation messages. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="compressedTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether this trade is a result of compression activity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--Do not delete this orphan. This is used as an example for defining a different content model for a calculation rule-->
<xsd:complexType name="PercentageRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model for a calculation rule defined as percentage of the notional amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentRule">
<xsd:sequence>
<xsd:element name="paymentPercent" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">A percentage of the notional amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type representing an arbitary grouping of trade references.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyPortfolioName" type="PartyPortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the portfolio together with the party that gave the name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeId" type="TradeId"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ClearingExceptionReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reason a trade is exempted from a clearing mandate.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearing-exception-reason" name="clearingExceptionReasonScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for portfolio names.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="portfolioNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Added in error. Leftover from earlier proposal" name="ProductComponentIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Deprecated: A type defining a USI for the a subproduct component of a strategy.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumProductReference" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which product within a strategy this ID is associated with.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuer" type="IssuerId"/>
<xsd:element name="tradeId" type="TradeId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegulatorId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An ID assigned by a regulator to an organization registered with it. (NOTE: should this just by represented by an alternate party ID?)
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="regulatorIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingPurpose">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A value that explains the reason or purpose that information is being reported. Examples might include RealTimePublic reporting, PrimaryEconomicTerms reporting, Confirmation reporting, or Snapshot reporting.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-purpose" name="reportingPurposeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReportingRegime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about how the information in this message is applicable to a regulatory reporting process.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="name" type="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="reportingRole" type="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="reportingPurpose" type="ReportingPurpose">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="mandatorilyClearable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the particular trade type in question is required by this regulator to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element name="mandatoryFacilityExecution" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the particular product must be executed on a SEF or DCM. See to Dodd-Frank section 723(a)(8).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="mandatoryFacilityExecutionException" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="exceedsClearingThreshold" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="entityClassification" type="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="partyEntityClassification" type="PartyEntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="tradePartyRelationshipType" type="PartyRelationshipType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g. Affiliated, Intragroup, etc..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc. This is used to clarify which participant's information is being reported.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-role" name="reportingRoleScheme" type="xsd:anyURI" use="optional"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Strategy">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a group of products making up a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strategyComponentIdentifier" type="StrategyComponentIdentification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides distinct identification for a component of a strategy.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="premiumProductReference" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which product within a strategy represents the premium payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" ref="product"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="StrategyComponentIdentification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Associates trade identifiers with components of a strategy.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifierReference" type="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party trade ID. If there are multiple trade IDs for a single component (e.g. USI, UTI, party-specific identifier), create a single "strategyComponentIdentifier" with a reference to the component, and multiple tradeIdentifierReferences, one referencing each applicable identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="componentReference" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a component of the strategy (typically a product).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a regulator or other supervisory body that an organization is registered with.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="SupervisorRegistration.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TimestampTypeScheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type or meaning of a timestamp.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="timestampScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining an FpML trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeHeader" type="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information on the trade which is not product specific, e.g. trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otherPartyPayment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="brokerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies that party (or parties) that brokered this trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CalculationAgent.model"/>
<xsd:element maxOccurs="2" minOccurs="0" name="determiningParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="barrierDeterminationAgent" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="hedgingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateral" type="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines collateral obiligations of a Party</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="documentation" type="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="governingLaw" type="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the law governing the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="allocations" type="Allocations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvals" type="Approvals">
<xsd:annotation>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">A scheme used to categorize positions.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/org-type-category" name="categoryScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeDifference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record the details of a difference between two business objects/
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="differenceType" type="DifferenceTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of difference that exists.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="differenceSeverity" type="DifferenceSeverityEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">An indication of the severity of the difference.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="element" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the element affected.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="basePath" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">XPath to the element in the base object.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="baseValue" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">The value of the element in the base object.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherPath" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">XPath to the element in the other object.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherValue" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value of the element in the other trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="missingElement" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">Element(s) that are missing in the other trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="extraElement" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element(s) that are extraneous in the other object.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="message" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">A human readable description of the problem.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining trade related information which is not product specific.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional trade information that may be provided by each involved party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="originatingPackage" type="PackageSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about the trade package if any that the trade originated from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a trade identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="IssuerTradeId.model"/>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="tradeId" type="TradeId"/>
<xsd:element name="versionedTradeId" type="VersionedTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A trade identifier accompanied by a version number. In regulatory reporting views, this should be avoided except for internal mnessaging.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="TradeProcessingTimestamps">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows timing information about when a trade was processed and reported to be recorded.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="orderEntered" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="orderSubmitted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant. If the participant records this time (i.e. it is in the participant's party trade information), it will be the time the message was sent. If the execution facility records this time (i.e. it is in the facility's party trade information), it will be the time the message was received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publiclyReported" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the public report of this was created or received by this party. If the participant records this time (i.e. it is in the participant's party trade information), it will be the time the message was sent. If the execution records this time (i.e. it is in the facility's party trade information), it will be the time the message was received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publicReportUpdated" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the public report of this was most recently corrected or corrections were sent or received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonpubliclyReported" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the non-public report of this was created or received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonpublicReportUpdated" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the non-public report of this was most recently corrected or corrections were received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="submittedForConfirmation" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When this trade was supplied to a confirmation service or counterparty for confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="updatedForConfirmation" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="confirmed" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">When this trade was confirmed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="submittedForClearing" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When this trade was supplied to a clearing service for clearing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="updatedForClearing" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the most recent correction to this trade was supplied to a clearing service for clearing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cleared" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">When this trade was cleared.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationsSubmitted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When allocations for this trade were submitted or received by this party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationsUpdated" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When allocations for this trade were most recently corrected.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationsCompleted" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When allocations for this trade were completely processed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="timestamp" type="TradeTimestamp">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Other timestamps for this trade. This is provisional in Recordkeeping and Transparency view and may be reviewed in a subsequent draft.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Trader">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="traderScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeTimestamp">
<xsd:annotation>
<xsd:documentation xml:lang="en">A generic trade timestamp</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="TimestampTypeScheme"/>
<xsd:element name="value" type="xsd:dateTime"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TransactionCharacteristic">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A characteristic of a transaction used in declaring an end-user exception.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/transaction-characteristic" name="transactionCharacteristicScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Validation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference identifying a rule within a validation scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="validationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="VerificationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to represent the type of mechanism that can be used to verify a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/verification-method" name="verificationMethodScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="VersionedContractId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Contract Id with Version Support</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="contractId" type="ContractId"/>
<xsd:group ref="VersionHistory.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The version of the contract id. The contractId is versioned and not the contract.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="VersionedTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Trade Id with Version Support</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeId" type="TradeId"/>
<xsd:group ref="VersionHistory.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The version of the trade id. The tradeId is versioned and not the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:attributeGroup name="VersionAttributes.atts">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Set of attributes that define versioning information.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="fpmlVersion" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicate which version of the FpML Schema an FpML message adheres to.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
<xsd:restriction base="Token">
<xsd:pattern value="5-[0-9]+"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:attribute>
<xsd:attribute name="expectedBuild" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
<xsd:attribute fixed="3" name="actualBuild" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:attributeGroup>
<xsd:element name="instrumentTradeDetails" substitutionGroup="product" type="InstrumentTradeDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives. Typically this will be used to represent the trade resulting from a physically-settled OTC product where the underlying is a security, for example the exercise of a physically-settled option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strategy" substitutionGroup="product" type="Strategy">
<xsd:annotation>
<xsd:documentation xml:lang="en">A strategy product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="AllocationContent.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="collateral" type="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The sum that must be posted upfront to collateralize against counterparty credit risk.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditChargeAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Special credit fee assessed to certain institutions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvals" type="Approvals">
<xsd:annotation>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any relevant parties to the allocation which should be referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CalculationAgent.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationAgent" type="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationAgentBusinessCenter" type="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent. However, the confirm does need to specify the Calculation Agent City. This is due to the fact that the MCA sets the value for Calculation Agent but does not set the value for Calculation Agent City.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NetAndOrGross.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A group including a net and/or a gross amount.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="net" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value including fees and commissions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="gross" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value excluding fees and commissions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="net" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value including fees and commissions.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="SupervisorRegistration.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a regulator or other supervisory body that an organization is registered with.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="supervisoryBody" type="SupervisoryBody">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The regulator or other supervisory body the organization is registered with (e.g. SEC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="registrationNumber" type="RegulatorId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ID assigned by the regulator (e.g. SEC's Central Index Key).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeOrTradeReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of trade execution.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Replaced by Implementation Specification in msg header" name="Validation.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="validation" type="Validation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of validation sets the sender asserts the document is valid with respect to.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.