FpML 5.0 Working Draft

Aug 2007

Main 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 13:19:51.57


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
ValuationDocument

Global Elements
dataDocument
valuationDocument

Groups

Schema Listing

Applicability to views:

This sub-schema is used in all views.

Global Simple Types

The schema does not contain any global simple types.

Global Complex Types

ValuationDocument

Description:

A type defining a content model that includes valuation (pricing and risk) data without expressing any processing intention.

Figure:

Contents:

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

market(zero or any number of occurrences; of the type Market)

valuationSet(zero or any number of occurrences; of the type ValuationSet)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="ValuationDocument">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a content model that includes valuation (pricing
      and risk) data without expressing any processing intention.
    </xsd:documentation>
    <xsd:appinfo>
      <view:exclusive view="reporting"/>
    </xsd:appinfo>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="DataDocument">
      <xsd:sequence>
        <xsd:element ref="market" minOccurs="0" maxOccurs="unbounded"/>
        <xsd:element ref="valuationSet" minOccurs="0" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Global Global Elements

dataDocument

Description:

A document containing trade and/or portfolio and/or party data without expressing any processing intention.

Figure:

Contents:

dataDocument(exactly one occurrence; of the type DataDocument)

Used by:

Schema Fragment: 

<xsd:element name="dataDocument" type="DataDocument">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A document containing trade and/or portfolio and/or party data
      without expressing any processing intention.
    </xsd:documentation>
    <xsd:appinfo>
      <view:exclusive view="reporting"/>
    </xsd:appinfo>
  </xsd:annotation>
</xsd:element>

valuationDocument

Description:

A document that includes trade and/or valuation (pricing and risk) data without expressing any processing intention.

Figure:

Contents:

valuationDocument(exactly one occurrence; of the type ValuationDocument)

Used by:

Schema Fragment: 

<xsd:element name="valuationDocument" type="ValuationDocument">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A document that includes trade and/or valuation (pricing and
      risk) data without expressing any processing intention.
    </xsd:documentation>
    <xsd:appinfo>
      <view:exclusive view="reporting"/>
    </xsd:appinfo>
  </xsd:annotation>
</xsd:element>

Global Groups

The schema does not contain any global groups.

Full XML Schema 

<xsd:schema elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 884 $" ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML">
  <xsd:include schemaLocation="fpml-fx.xsd"/>
  <xsd:include schemaLocation="fpml-ird.xsd"/>
  <xsd:include schemaLocation="fpml-eqd.xsd"/>
  <xsd:include schemaLocation="fpml-return-swaps.xsd"/>
  <xsd:include schemaLocation="fpml-cd.xsd"/>
  <xsd:include schemaLocation="fpml-bond-option.xsd"/>
  <xsd:include schemaLocation="fpml-pretrade.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="pretrade"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-tradeexec.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
        <view:exclusive view="pretrade"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-posttrade-negotiation.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-posttrade-execution.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-allocation.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-trade-notification.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
        <view:exclusive view="pretrade"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-contract-notification.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-confirmation.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="confirmation"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-posttrade-confirmation.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="confirmation"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-credit-event-notification.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-reporting.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-reconciliation.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:include schemaLocation="fpml-matching-status.xsd">
    <xsd:annotation>
      <xsd:appinfo>
        <view:override view="pretrade" skip="true"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:include>
  <xsd:complexType name="ValuationDocument">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a content model that includes valuation
        (pricing and risk) data without expressing any processing
        intention.
      </xsd:documentation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="DataDocument">
        <xsd:sequence>
          <xsd:element ref="market" minOccurs="0" maxOccurs="unbounded"/>
          <xsd:element ref="valuationSet" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:element name="dataDocument" type="DataDocument">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A document containing trade and/or portfolio and/or party data
        without expressing any processing intention.
      </xsd:documentation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="valuationDocument" type="ValuationDocument">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A document that includes trade and/or valuation (pricing and
        risk) data without expressing any processing intention.
      </xsd:documentation>
      <xsd:appinfo>
        <view:exclusive view="reporting"/>
      </xsd:appinfo>
    </xsd:annotation>
  </xsd:element>
</xsd:schema>