XML Schema "fpml-business-events-5-9.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Version:
$Revision: 12396 $
Defined Components:
elements (5 global + 202 local), complexTypes (40), element groups (21)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\validation-trunk-toolkt-test2\xml\recordkeeping\fpml-business-events-5-9.xsd; see XML source
Includes Schemas (2):
fpml-asset-5-9.xsd [src], fpml-msg-5-9.xsd [src]
Included in Schemas (4):
fpml-recordkeeping-processes-5-9.xsd [src], fpml-repo-5-9.xsd [src], fpml-valuation-5-9.xsd [src], fpml-valuation-reporting-5-9.xsd [src]
All Element Summary
actionOnExpiration
Type:
ActionOnExpiration
Content:
complex, 10 elements
Defined:
locally within OptionExpiry complexType; see XML source
actionType (defined in ReportingRegimeIdentifier complexType)
Reports a regulator-specific code for the action associated with this submission.
Type:
ActionType
Content:
simple, 1 attribute
Defined:
locally within ReportingRegimeIdentifier complexType; see XML source
additionalEvent
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
AdditionalEvent
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
never
agreementDate
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
amendment
Type:
TradeAmendmentContent
Content:
complex, 6 elements
Defined:
locally within PostTradeEvents.model group; see XML source
basketChange
Describes a change due to change in composition of basket underlyer
Type:
BasketChangeEvent
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
cashSettlement (in noTouch)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
cashSettlement (in optionExercise)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
cashSettlement (in touch in optionEvent)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TouchRateObservation complexType; see XML source
change
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within ChangeEvents.model group; see XML source
changeEvent
Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 4 locations
changeInKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
changeInNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
changeInNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Notional Amount changes.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
changeInNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
changeInNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
clearingInstructions (in noTouch)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
clearingInstructions (in optionExercise)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within OptionExercise complexType; see XML source
clearingInstructions (in touch in optionEvent)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within TouchRateObservation complexType; see XML source
contractualDefinitions (in novation)
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
ContractualDefinitions
Content:
simple, 1 attribute
Defined:
locally within NovationTerms.model group; see XML source
contractualTermsSupplement (in novation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
ContractualTermsSupplement
Content:
complex, 2 elements
Defined:
locally within NovationTerms.model group; see XML source
corporateAction
Describes a change due to a corporate action
Type:
CorporateActionEvent
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
creditDerivativesNotices
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
CreditDerivativesNotices
Content:
complex, 3 elements
Defined:
locally within NovationTerms.model group; see XML source
date (defined in ObservedPrice complexType)
The date when the rate was observed.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservedPrice complexType; see XML source
date (defined in ObservedRate complexType)
The date when the rate was observed.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
date (in optionExpiry)
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
effectiveDate (defined in AgreementAndEffectiveDates.model group)
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
effectiveDate (defined in Withdrawal complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within Withdrawal complexType; see XML source
effectiveDate (in change)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType; see XML source
eventId
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEvent complexType; see XML source
eventIdentifier (defined in TradingEventSummary complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradingEventSummary complexType; see XML source
eventType (defined in TradingEventSummary complexType)
Type:
EventType
Content:
simple, 1 attribute
Defined:
locally within TradingEventSummary complexType; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group)
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
executionDateTime (in novation)
The date and time at which the change was agreed.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within NovationDates.model group; see XML source
exerciseAction
Type:
ExerciseActionEnum
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseDate
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseInNotionalAmount (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseInNotionalSchedule
Specifies the amount by which the option should be exercised expressed as notional schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseInNumberOfOptions (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
exerciseInNumberOfUnits (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
exerciseProcedure (in optionExpiry)
Type:
ExerciseProcedureOption
Content:
complex, 2 elements
Defined:
locally within OptionExpiry complexType; see XML source
exerciseSide (in noTouch)
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
exerciseSide (in optionExercise)
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
exerciseSide (in touch in optionEvent)
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
exerciseTime
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
exerciseTiming
Type:
ExerciseTimingEnum
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
expiry
Type:
xsd:boolean
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
feeTrade
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within FeeTrade.model group; see XML source
feeTradeIdentifier
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within FeeTrade.model group; see XML source
firstPeriodStartDate (in novation)
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
FirstPeriodStartDate
Content:
simple, 1 attribute
Defined:
locally within NovationTerms.model group; see XML source
fullExercise
Type:
xsd:boolean
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
fullFirstCalculationPeriod
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NovationTerms.model group; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEvents.model group; see XML source
indexChange
Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
informationSource (defined in ObservedPrice complexType)
The source of the observation.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within ObservedPrice complexType; see XML source
informationSource (defined in ObservedRate complexType)
The source of the observation.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within ObservedRate complexType; see XML source
informationSource (defined in TriggerRateObservation complexType)
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
instrumentId (in priceChange)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within TradeLegPriceChange complexType; see XML source
isExercisable (in noTouch)
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
isExercisable (in touch in optionEvent)
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
knockIn (in optionEvent)
A structure describing a barrier knock in event
Type:
TriggerRateObservation
Content:
complex, 9 elements
Defined:
locally within OptionEvent complexType; see XML source
knockOut (in optionEvent)
A structure describing a barrier knock out event
Type:
KnockOutRateObservation
Content:
complex, 10 elements
Defined:
locally within OptionEvent complexType; see XML source
knownAmountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
lowerBarrier (in noTouch)
Type:
NoTouchLowerBarrierObservation
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
maximumObservedPrice
The maximum value observed during the condition period
Type:
ObservedPrice
Content:
complex, 4 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
maximumObservedRate
The maximum value observed during the condition period
Type:
ObservedRate
Content:
complex, 4 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
minimumObservedPrice
The minimum value observed during the condition period
Type:
ObservedPrice
Content:
complex, 4 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
minimumObservedRate
The minimum value observed during the condition period.
Type:
ObservedRate
Content:
complex, 4 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
name (defined in ReportingRegimeIdentifier complexType)
Identifies the reporting regime under which this data is reported.
Type:
ReportingRegimeName
Content:
simple, 1 attribute
Defined:
locally within ReportingRegimeIdentifier complexType; see XML source
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within NewTrade.model group; see XML source
newTradeIdentifier
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within NewTrade.model group; see XML source
nonReliance (in novation)
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Empty
Content:
empty
Defined:
locally within NovationTerms.model group; see XML source
notionalReference (defined in TradeLegNotionalChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalChange.model group; see XML source
notionalReference (in specifiedExercise)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
notionalScheduleReference (in specifiedExercise)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
noTouch
A structure describing the outcome of an option having no touch events
Type:
NoTouchRateObservation
Content:
complex, 12 elements
Defined:
locally within OptionEvent complexType; see XML source
novatedAmount
The amount which represents the portion of the Old Contract being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfOptions
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfUnits
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 34 elements
Defined:
locally within PostTradeEvents.model group; see XML source
novationAmount
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within NovationAmounts.model group; see XML source
novationDate
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
novationTradeDate
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group)
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
numberOfOptionsReference (in specifiedExercise)
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group)
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
numberOfUnitsReference (in specifiedExercise)
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
observationDate
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
Type:
xsd:date
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
observationEndDate (in noTouch)
Type:
xsd:date
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
observationStartDate (in noTouch)
Type:
xsd:date
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
observationTime
The time at which the observation occurred.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
observedPrice
The observed price value which triggered the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
observedRate (defined in TriggerRateObservation complexType)
The observed rate value which triggered the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
oldTrade (in change)
The original trade details.
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeContent complexType; see XML source
oldTrade (in novation)
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OldTrade.model group; see XML source
oldTradeIdentifier (in change)
The original qualified trade identifier.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeChangeContent complexType; see XML source
oldTradeIdentifier (in novation)
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OldTrade.model group; see XML source
optionBuyer
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
optionEvent
A structure describing knock in, knock out, touch and no touch events.
Type:
OptionEvent
Content:
complex, 7 elements
Defined:
locally within OptionsEvents.model group; see XML source
optionExercise
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within OptionsEvents.model group; see XML source
optionExpiry
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
Type:
OptionExpiry
Content:
complex, 7 elements
Defined:
locally within OptionsEvents.model group; see XML source
optionSeller
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
originalTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeBase complexType; see XML source
originalTrade (in optionEvent)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionEvent complexType; see XML source
originalTrade (in optionExercise)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExercise complexType; see XML source
originalTrade (in optionExpiry)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExpiry complexType; see XML source
otherRemainingParty
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
otherRemainingPartyAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
otherTransferee
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
otherTransfereeAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
outstandingKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
outstandingNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmount.model group; see XML source
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the Notional amount after the Change
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNotionalAmount (in specifiedExercise)
Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group)
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
outstandingNotionalSchedule (in specifiedExercise)
Specifies the Notional schedule after the Change
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNumberOfOptions (in specifiedExercise)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group; see XML source
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNumberOfUnits (in specifiedExercise)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
partyTradeIdentifier (defined in Withdrawal complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Withdrawal complexType; see XML source
partyTradeInformation (defined in Withdrawal complexType)
Holds party-specific information about the trade that is being withdrawn from.
Type:
WithdrawalPartyTradeInformation
Content:
complex, 4 elements
Defined:
locally within Withdrawal complexType; see XML source
payment (defined in TradeAlterationPayment.model group)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeAlterationPayment.model group; see XML source
payment (defined in TradingEventSummary complexType)
A fee which compensates one of the parties for taking on a position that is off market.
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TradingEventSummary complexType; see XML source
payment (in change)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeChangeContent complexType; see XML source
payment (in noTouch)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeNovationContent complexType; see XML source
payment (in optionExercise)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
payment (in touch in optionEvent)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TouchRateObservation complexType; see XML source
physicalSettlement (in noTouch)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
physicalSettlement (in optionExercise)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within OptionExercise complexType; see XML source
physicalSettlement (in touch in optionEvent)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within TouchRateObservation complexType; see XML source
price (defined in ObservedPrice complexType)
The observed rate value which triggered the barrier event.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ObservedPrice complexType; see XML source
priceChange
Type:
TradeLegPriceChange
Content:
complex, 4 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
priceReference
Type:
Reference
Content:
empty
Defined:
locally within TradeLegPriceChange complexType; see XML source
quote (in nonpublicExecutionReport)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group; see XML source
quotedCurrencyPair (defined in NoTouchUpperBarrierObservation complexType)
Defines the currency pair and quote basis for an FX rate.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
quotedCurrencyPair (defined in TriggerRateObservation complexType)
Defines the currency pair and quote basis for an FX rate.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
quotedCurrencyPair (in lowerBarrier in noTouch)
Defines the currency pair and quote basis for an FX rate.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
rate (defined in ObservedRate complexType)
The observed rate value which triggered the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
reason (defined in Withdrawal complexType)
Type:
WithdrawalReason
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
rebatePayment
Any rebate payable as a result of the knock out
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within KnockOutRateObservation complexType; see XML source
relatedParty (defined in WithdrawalPartyTradeInformation 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 WithdrawalPartyTradeInformation complexType; see XML source
remainingAmount
The amount which represents the portion of the Old Contract not being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfOptions
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfUnits
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingParty
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
remainingPartyAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
reportingRegime (defined in Withdrawal complexType)
DEPRECATED.
Type:
ReportingRegimeIdentifier
Content:
complex, 5 elements
Defined:
locally within Withdrawal complexType; see XML source
reportingRegime (defined in WithdrawalPartyTradeInformation 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:
ReportingRegimeIdentifier
Content:
complex, 5 elements
Defined:
locally within WithdrawalPartyTradeInformation complexType; see XML source
reportingRole (defined in ReportingRegimeIdentifier 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 ReportingRegimeIdentifier complexType; see XML source
requestedAction
Type:
RequestedWithdrawalAction
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
requestedClearingAction
Type:
RequestedClearingAction
Content:
simple, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
requestedClearingOrganizationPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
resultingTrade (defined in PhysicalSettlement complexType)
The trade that resulted from the physical settlement.
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
resultingTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeBase complexType; see XML source
resultingTradeIdentifier
The ID of the trade that resulted from the physical settlement.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
settlementType (in noTouch)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
settlementType (in optionExercise)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
settlementType (in touch in optionEvent)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
sizeChange
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
specifiedExercise
Specifies the Number of Units
Type:
OptionExerciseAmounts
Content:
complex, 12 elements
Defined:
locally within OptionExerciseAmount.model group; see XML source
supervisorRegistration (defined in ReportingRegimeIdentifier complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within ReportingRegimeIdentifier complexType; see XML source
supervisorRegistration (defined in ReportingRegimeIdentifier complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within ReportingRegimeIdentifier complexType; see XML source
terminatingEvent
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within PostTradeEvents.model group; see XML source
termination
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEvents.model group; see XML source
time (defined in ObservedPrice complexType)
The time when the rate ws observed.
Type:
xsd:time
Content:
simple
Defined:
locally within ObservedPrice complexType; see XML source
time (defined in ObservedRate complexType)
The time when the rate ws observed.
Type:
xsd:time
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
time (in optionExpiry)
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
touch (in optionEvent)
A structure describing a touch event
Type:
TouchRateObservation
Content:
complex, 16 elements
Defined:
locally within OptionEvent complexType; see XML source
trade (in amendment)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeAmendmentContent complexType; see XML source
trade (in change)
A full description of the amended trade.
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeContent complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeChangeBase complexType; see XML source
tradeIdentifier (in optionEvent)
Identified the trade to which the option event applies.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OptionEvent complexType; see XML source
tradeIdentifier (in optionExercise)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OptionExercise complexType; see XML source
tradeIdentifier (in optionExpiry)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OptionExpiry complexType; see XML source
transferee
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
transfereeAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
transferor
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
transferorAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group; see XML source
triggerCondition (defined in TriggerRateObservation complexType)
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
Type:
TriggerConditionEnum
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
triggerPrice (defined in NoTouchUpperBarrierObservation complexType)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
triggerPrice (defined in TriggerRateObservation complexType)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
triggerPrice (in lowerBarrier in noTouch)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
triggerRate (defined in NoTouchUpperBarrierObservation complexType)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NoTouchUpperBarrierObservation complexType; see XML source
triggerRate (defined in TriggerRateObservation complexType)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
triggerRate (in lowerBarrier in noTouch)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NoTouchLowerBarrierObservation complexType; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
upperBarrier (in noTouch)
Type:
NoTouchUpperBarrierObservation
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
upperBarrier (in noTouch)
Type:
NoTouchUpperBarrierObservation
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Complex Type Summary
AbstractEvent
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 8 locations
ActionOnExpiration
Content:
complex, 10 elements
Defined:
globally; see XML source
Used:
at 1 location
AdditionalEvent
Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
BasketChangeEvent
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
at 1 location
BusinessEventIdentifier
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 3 locations
ChangeEvent
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 4 locations
ClearingInstructions
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
CorporateActionEvent
A structure indicating that a trade has changed due to a corporate action
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CorporateActionType
A type that describes what type of corporate action occurred.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EventId
A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
EventType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IndexChange
A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
KnockOutRateObservation
Describes an observation that caused a barrier knock out to trigger
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NoTouchLowerBarrierObservation
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
NoTouchRateObservation
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
NoTouchUpperBarrierObservation
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
ObservedPrice
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
ObservedRate
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
OptionEvent
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
OptionExercise
A structure describing an option exercise.
Content:
complex, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 13 elements
Used:
at 1 location
OptionExerciseAmounts
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
OptionExpiry
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
PhysicalSettlement
A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
ReportingRegimeIdentifier
A type that provides identification for reporting regimes.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 3 locations
RequestedClearingAction
A type that describes whether a trade is to be cleared.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RequestedWithdrawalAction
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TerminatingEvent
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TouchRateObservation
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
TradeAmendmentContent
A structure describing a negotiated amendment.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeChangeBase
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeChangeContent
A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
TradeLegPriceChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
TradeLegSizeChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 15 elements
Defined:
globally; see XML source
Used:
at 2 locations
TradeNotionalChange
A structure describing a change to the size of a trade.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
TradeNovationContent
A structure describing a novation.
Content:
complex, 34 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradingEventSummary
A type that records a short form event history of a trade.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
TriggerRateObservation
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 3 locations
Withdrawal
A structure describing the removal of a trade from a service, such as a reporting service.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
WithdrawalPartyTradeInformation
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
WithdrawalReason
A type that describes why a trade was withdrawn.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Element Group Summary
AgreementAndEffectiveDates.model
A model group defining agreement and effective dates.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
ChangeEvents.model
Choice between change-related events.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
EventValuation.model
A model group holding valuation information for an event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FeeTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NewTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NovationAmounts.model
Content:
7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NovationAmountsOld.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
NovationDates.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NovationRoles.model
The roles of the parties involved in the novation.
Content:
10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 1 location
NovationTerms.model
Documentation and other terms (such as date terms) specific to this novation event.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
OldTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OptionExerciseAmount.model
Content:
10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 2 locations
OptionsEvents.model
Choice between options related events.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
PostTradeEvents.model
Choice between amendment, increase, termination, and novation events.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
TradeAlterationPayment.model
A model group defining a payment structure.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradeLegFixedAmountChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalScheduleChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfOptionsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfUnitsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeNotionalChange.model
DEPRECATED.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2016 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="" ecore:package="org.fpml.recordkeeping" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/recordkeeping" version="$Revision: 12396 $" xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-msg-5-9.xsd"/>
<xsd:include schemaLocation="fpml-asset-5-9.xsd"/>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ActionOnExpiration">
<xsd:sequence>
<xsd:group ref="OptionExerciseAmount.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd: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:element name="eventId" type="EventId"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ClearingInstructions">
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedClearingAction" type="RequestedClearingAction"/>
<xsd:element minOccurs="0" name="requestedClearingOrganizationPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a corporate action
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="CorporateActionType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what type of corporate action occurred.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="corporateActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="eventIdScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventType">
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/event-type" name="eventTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the effect of a change to an index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="indexFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="KnockOutRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes an observation that caused a barrier knock out to trigger
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
<xsd:sequence>
<xsd:element minOccurs="0" name="rebatePayment" type="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">Any rebate payable as a result of the knock out</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NoTouchLowerBarrierObservation">
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumObservedRate" type="ObservedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum value observed during the condition period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumObservedPrice" type="ObservedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="NoTouchRateObservation">
<xsd:sequence>
<xsd:element minOccurs="0" name="observationStartDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="observationEndDate" type="xsd:date"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element name="lowerBarrier" type="NoTouchLowerBarrierObservation"/>
<xsd:element minOccurs="0" name="upperBarrier" type="NoTouchUpperBarrierObservation"/>
</xsd:sequence>
<xsd:element name="upperBarrier" type="NoTouchUpperBarrierObservation"/>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
</xsd:annotation>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
<xsd:element name="isExercisable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NoTouchUpperBarrierObservation">
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation>
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumObservedRate" type="ObservedRate">
<xsd:annotation>
<xsd:documentation>
The maximum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation>
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumObservedPrice" type="ObservedPrice">
<xsd:annotation>
<xsd:documentation>
The maximum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ObservedPrice">
<xsd:sequence>
<xsd:element minOccurs="0" name="price" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the rate was observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time when the rate ws observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservedRate">
<xsd:sequence>
<xsd:element minOccurs="0" name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the rate was observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time when the rate ws observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OptionEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identified the trade to which the option event applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:element name="knockIn" type="TriggerRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a barrier knock in event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knockOut" type="KnockOutRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a barrier knock out event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="touch" type="TouchRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a touch event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="noTouch" type="NoTouchRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the outcome of an option having no touch events
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option exercise. The OptionExercise type supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="optionSeller" type="PartyReference"/>
<xsd:element minOccurs="0" name="optionBuyer" type="PartyReference"/>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseTime" type="xsd:time"/>
</xsd:sequence>
<xsd:element name="exerciseTiming" type="ExerciseTimingEnum"/>
</xsd:choice>
<xsd:group ref="OptionExerciseAmount.model"/>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExerciseAmounts">
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element minOccurs="0" name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<xsd:element minOccurs="0" name="exerciseInNotionalSchedule" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount by which the option should be exercised expressed as notional schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalSchedule" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional schedule after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element minOccurs="0" name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element minOccurs="0" name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element minOccurs="0" name="date" type="xsd:date"/>
<xsd:element minOccurs="0" name="time" type="xsd:time"/>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedureOption"/>
<xsd:element minOccurs="0" name="actionOnExpiration" type="ActionOnExpiration"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PhysicalSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes how an option settles into a physical trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="resultingTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ID of the trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resultingTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides identification for reporting regimes.
</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 minOccurs="0" 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 minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reports a regulator-specific code for the action associated with this submission. Used, for example, to report the ESMA action type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RequestedClearingAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes whether a trade is to be cleared.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-clearing-action" name="requestedClearingActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequestedWithdrawalAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="originalTrade" type="Trade"/>
</xsd:choice>
<xsd:element minOccurs="0" name="resultingTrade" type="Trade"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a non-negotiated trade resulting from a market event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original qualified trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A full description of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" ref="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Substitution point for types of change</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegPriceChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="priceReference" type="Reference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="instrumentId" type="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="priceChangeAmount" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="newPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradeLegNotionalChange.model"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." ref="TradeNotionalChange.model"/>
<xsd:element maxOccurs="unbounded" name="sizeChange" type="TradeLegSizeChange"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="priceChange" type="TradeLegPriceChange"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:group ref="NewTrade.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the old contract.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model"/>
<xsd:group minOccurs="0" ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
</xsd:choice>
<xsd:group ref="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The roles of the participants in the novation</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times associated with the novation event.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group minOccurs="0" ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms relating to the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradingEventSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that records a short form event history of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
<xsd:element name="eventType" type="EventType"/>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee which compensates one of the parties for taking on a position that is off market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TouchRateObservation">
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
</xsd:annotation>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
<xsd:element name="isExercisable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TriggerRateObservation">
<!--<xsd:annotation>
<xsd:documentation xml:lang="en">Should this really be expressed in terms of barrier rate?</xsd:documentation>
</xsd:annotation>-->
<xsd:sequence>
<xsd:element minOccurs="0" name="observationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time at which the observation occurred.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed price value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="triggerCondition" type="TriggerConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Withdrawal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the removal of a trade from a service, such as a reporting service.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Holds party-specific information about the trade that is being withdrawn from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="requestedAction" type="RequestedWithdrawalAction"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="WithdrawalReason"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of partyTradeInformation" maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. The supervisor/regulator to which this withdrawal applies
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
</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 maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<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:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade was withdrawn.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/withdrawal-reason" name="withdrawalReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" substitutionGroup="changeEvent" type="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="corporateAction" substitutionGroup="changeEvent" type="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a corporate action</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" substitutionGroup="changeEvent" type="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="ChangeEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between change-related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="change" type="TradeChangeContent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="OptionsEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between options related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="optionExercise" type="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option exercise event. The optionExercise event supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="optionExpiry" type="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionEvent" type="OptionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing knock in, knock out, touch and no touch events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="PostTradeEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between amendment, increase, termination, and novation events.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
<xsd:element name="increase" type="TradeNotionalChange"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange"/>
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the new contract.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="newTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:group ref="NovationAmountsOld.model"/>
<xsd:element maxOccurs="unbounded" name="novationAmount" type="TradeLegSizeChange"/>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmountsOld.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="novatedAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="remainingAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="novationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="novationTradeDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The roles of the parties involved in the novation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="transferor" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transferorAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="transferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherTransferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a five-way novation the party referenced is the Transferee's legal entity that is involved in the settlement of the fee leg of the novation transaction (this might be a different legal entity than the one that assumes the novation trade). NB: this element has been added pending confirmation of the business need/context in which it would be used, and might not appear in a subsequent draft of this schema.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transfereeAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherTransfereeAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="remainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingPartyAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherRemainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherRemainingPartyAccount" type="AccountReference"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="fullFirstCalculationPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="firstPeriodStartDate" type="FirstPeriodStartDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element that is used to be able to make sense of the &#8220;new transaction&#8221; without requiring reference back to the &#8220;old transaction&#8221;. In the case of interest rate products there are potentially 2 &#8220;first period start dates&#8221; to reference &#8211; one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonReliance" type="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditDerivativesNotices" type="CreditDerivativesNotices">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="OptionExerciseAmount.model">
<xsd:choice>
<xsd:element name="exerciseAction" type="ExerciseActionEnum"/>
<xsd:element name="expiry" type="xsd:boolean"/>
<xsd:element name="fullExercise" type="xsd:boolean"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="specifiedExercise" type="OptionExerciseAmounts">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="knownAmountReference" type="AmountReference"/>
<xsd:element name="changeInKnownAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingKnownAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalChange.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<!-- in the future perhaps this should allow a notional schedule to be put in here instead of a single value -->
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." name="TradeNotionalChange.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. A structure describing a change to the trade notional.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="changeInNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination =&gt; reduction, Increase =&gt; greater.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd: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.