FpML 5.0 Working Draft

Aug 2007

Contract notification Master Component Definitions

Version: 5.0

This Version:

http://www.fpml.org/spec/2007/wd-fpml-5-0-2007-08-10

Latest Version:

http://www.fpml.org/spec/2007/wd-fpml-5-0-2007-08-10

Previous Version:

http://www.fpml.org/spec/2007/wd-fpml-4-3-2007-07-05/

Errata for this Version:

http://www.fpml.org/spec/errata/wd-fpml-5-0-2007-08-10-errata.html

Document built: Fri 08/24/2007 13:18:58.70


Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html



The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

Contents

Global Simple Types

Global Complex Types
ContractCancelled
ContractCreated
ContractFullTermination
ContractIncreased
ContractNovated
ContractPartialTermination
ContractReferenceMessage

Global Elements
contractCancelled
contractCreated
contractFullTermination
contractIncreased
contractNovated
contractPartialTermination

Groups

Schema Listing

Applicability to views:

This sub-schema is used only in the "reporting" view.

Global Simple Types

The schema does not contain any global simple types.

Global Complex Types

ContractCancelled

Description:

Notification that a Contract has been subject to Cancellation

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type ContractReferenceMessage)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ContractCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been subject to Cancellation
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ContractReferenceMessage"/>
  </xsd:complexContent>
</xsd:complexType>

ContractCreated

Description:

Notification that a Contract has been Created

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

tradeReference(zero or one occurence(s); of the type PartyTradeIdentifiers)

contract(exactly one occurrence; of the type Contract)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ContractCreated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been Created
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeReference" type="PartyTradeIdentifiers" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Optional reference to trade execution.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="contract" type="Contract">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Contract which has been created.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identification of the Parties to this Contract.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ContractFullTermination

Description:

Notification of the historic fact that a Contract has been Fully Terminated. A seperate notification message is provided for Contract Partial Termination, which should not result in the contract being Fully Terminated.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

termination(exactly one occurrence; of the type ContractTermination)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ContractFullTermination">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification of the historic fact that a Contract has been Fully
      Terminated. A seperate notification message is provided for
      Contract Partial Termination, which should not result in the
      contract being Fully Terminated.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="ContractTermination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ContractIncreased

Description:

Notification that a Contract has been Increased

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

increase(exactly one occurrence; of the type ChangeContractSize)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ContractIncreased">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been Increased
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="ChangeContractSize">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Increase Details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identification of the Parties to this Contract.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ContractNovated

Description:

Notification that a Contract has been Novated

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

novation(exactly one occurrence; of the type ContractNovation)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ContractNovated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been Novated
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="ContractNovation">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Novation Details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identification of the Parties to this Contract.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ContractPartialTermination

Description:

Notification that a Contract has been subject to Partial Termination

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

termination(exactly one occurrence; of the type ChangeContractSize)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ContractPartialTermination">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been subject to Partial
      Termination
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="ChangeContractSize">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Termination details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identification of the Parties to this Contract.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ContractReferenceMessage

Description:

Abstract base class for Contract notification messages that require Contract Reference only

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

contractReference(exactly one occurrence; of the type ContractReference)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Derived Types:

Schema Fragment: 

<xsd:complexType name="ContractReferenceMessage" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Abstract base class for Contract notification messages that
      require Contract Reference only
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="contractReference" type="ContractReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identification of a single Contract which is the subject
              of this message. Each Party may provide one to many
              identifiers for this contract.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identification of the Parties to this Contract.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Global Global Elements

contractCancelled

Description:

Figure:

Contents:

contractCancelled(exactly one occurrence; of the type ContractCancelled)

Used by:

Schema Fragment: 

<xsd:element name="contractCancelled" type="ContractCancelled"/>

contractCreated

Description:

Figure:

Contents:

contractCreated(exactly one occurrence; of the type ContractCreated)

Used by:

Schema Fragment: 

<xsd:element name="contractCreated" type="ContractCreated"/>

contractFullTermination

Description:

Figure:

Contents:

contractFullTermination(exactly one occurrence; of the type ContractFullTermination)

Used by:

Schema Fragment: 

<xsd:element name="contractFullTermination" type="ContractFullTermination"/>

contractIncreased

Description:

Figure:

Contents:

contractIncreased(exactly one occurrence; of the type ContractIncreased)

Used by:

Schema Fragment: 

<xsd:element name="contractIncreased" type="ContractIncreased"/>

contractNovated

Description:

Figure:

Contents:

contractNovated(exactly one occurrence; of the type ContractNovated)

Used by:

Schema Fragment: 

<xsd:element name="contractNovated" type="ContractNovated"/>

contractPartialTermination

Description:

Figure:

Contents:

contractPartialTermination(exactly one occurrence; of the type ContractPartialTermination)

Used by:

Schema Fragment: 

<xsd:element name="contractPartialTermination" type="ContractPartialTermination"/>

Global Groups

The schema does not contain any global groups.

Full XML Schema 

<xsd:schema elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 898 $" ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML">
  <xsd:annotation>
    <xsd:appinfo>
      <view:exclusive view="reporting"/>
    </xsd:appinfo>
  </xsd:annotation>
  <xsd:include schemaLocation="fpml-msg.xsd"/>
  <xsd:complexType name="ContractCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been subject to Cancellation
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ContractReferenceMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractCreated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been Created
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeReference" type="PartyTradeIdentifiers" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Optional reference to trade execution.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="contract" type="Contract">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Contract which has been created.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identification of the Parties to this Contract.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractFullTermination">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification of the historic fact that a Contract has been
        Fully Terminated. A seperate notification message is provided
        for Contract Partial Termination, which should not result in
        the contract being Fully Terminated.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="ContractTermination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractIncreased">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been Increased
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="ChangeContractSize">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Increase Details.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identification of the Parties to this Contract.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractNovated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been Novated
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="ContractNovation">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Novation Details.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identification of the Parties to this Contract.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractPartialTermination">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been subject to Partial
        Termination
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="ChangeContractSize">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Termination details.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identification of the Parties to this Contract.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractReferenceMessage" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Abstract base class for Contract notification messages that
        require Contract Reference only
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="contractReference" type="ContractReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identification of a single Contract which is the
                subject of this message. Each Party may provide one to
                many identifiers for this contract.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identification of the Parties to this Contract.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Contract Notification messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:element name="contractCancelled" type="ContractCancelled"/>
  <xsd:element name="contractCreated" type="ContractCreated"/>
  <xsd:element name="contractFullTermination" type="ContractFullTermination"/>
  <xsd:element name="contractIncreased" type="ContractIncreased"/>
  <xsd:element name="contractNovated" type="ContractNovated"/>
  <xsd:element name="contractPartialTermination" type="ContractPartialTermination"/>
</xsd:schema>