XML Schema "fpml-asset-5-7.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 10958 $
Defined Components:
elements (12 global + 73 local), complexTypes (33), element groups (7)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
X:\Documents\Tradeheader\trunk\trunk\xml\pretrade\fpml-asset-5-7.xsd; see XML source
Includes Schemas (1):
fpml-shared-5-7.xsd [src]
Included in Schemas (4):
fpml-business-events-5-7.xsd [src], fpml-doc-5-7.xsd [src], fpml-ird-5-7.xsd [src], fpml-option-shared-5-7.xsd [src]
All Element Summary
basketAmount
DEPRECATED.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ConstituentWeight complexType; see XML source
basketId
A CDS basket identifier
Type:
BasketId
Content:
simple, 1 attribute
Defined:
locally within BasketIdentifier.model group; see XML source
basketName
The name of the basket expressed as a free format string.
Type:
BasketName
Content:
simple, 1 attribute
Defined:
locally within BasketIdentifier.model group; see XML source
basketPercentage
The relative weight of each respective basket constituent, expressed in percentage.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within ConstituentWeight complexType; see XML source
bond
Identifies the underlying asset when it is a series or a class of bonds.
Type:
Bond
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
at 2 locations
borrower
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Loan complexType; see XML source
borrowerReference
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within Loan complexType; see XML source
businessCenter (defined in QuoteLocation.model group)
A city or other business center.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within QuoteLocation.model group; see XML source
cash
Identifies a simple underlying asset type that is a cash payment.
Type:
Cash
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
cashflowType
For cash flows, the type of the cash flows.
Type:
CashflowType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
clearanceSystem
Identification of the clearance system associated with the transaction exchange.
Type:
ClearanceSystem
Content:
simple, 1 attribute
Defined:
locally within UnderlyingAsset complexType; see XML source
constituentExchangeId
Identification of all the exchanges where constituents are traded.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeTradedCalculatedPrice complexType; see XML source
contractReference
Specifies the contract that can be referenced, besides the undelyer type.
Type:
xsd:string
Content:
simple
Defined:
locally within ExchangeTradedContract complexType; see XML source
contractYearMonth
The contract month of the futures contract. i.e.
Type:
xsd:gYearMonth
Content:
simple
Defined:
locally within Future complexType; see XML source
convertibleBond
Identifies the underlying asset when it is a convertible bond.
Type:
ConvertibleBond
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
at 1 location
couponRate
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group; see XML source
couponType
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type:
CouponType
Content:
simple, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group; see XML source
creditAgreementDate
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
Type:
xsd:date
Content:
simple
Defined:
locally within Loan complexType; see XML source
currency (defined in QuotationCharacteristics.model group)
The optional currency that the measure is expressed in.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
currency (defined in UnderlyingAsset complexType)
Trading currency of the underlyer when transacted as a cash instrument.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within UnderlyingAsset complexType; see XML source
currency (in cash)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Cash complexType; see XML source
currencyType
The optional currency that the measure is expressed in.
Type:
ReportingCurrencyType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
currentFactor
The part of the mortgage that is currently outstanding.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AssetPool complexType; see XML source
dayCountFraction (defined in BondCalculation.model group)
The day count basis for the bond.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within BondCalculation.model group; see XML source
definition
An optional reference to a full FpML product that defines the simple product in greater detail.
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within UnderlyingAsset complexType; see XML source
description (defined in IdentifiedAsset complexType)
Long name of the underlying asset.
Type:
xsd:string
Content:
simple
Defined:
locally within IdentifiedAsset complexType; see XML source
description (in cash)
Long name of the underlying asset.
Type:
xsd:string
Content:
simple
Defined:
locally within Cash complexType; see XML source
equity
Identifies the underlying asset when it is a listed equity.
Type:
EquityAsset
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
exchangeId (defined in QuoteLocation.model group)
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within QuoteLocation.model group; see XML source
exchangeId (defined in UnderlyingAsset complexType)
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within UnderlyingAsset complexType; see XML source
exchangeTradedFund
Identifies the underlying asset when it is an exchange-traded fund.
Type:
ExchangeTradedFund
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
expirationDate (in option)
The date when the contract expires.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExchangeTradedContract complexType; see XML source
expiryTime
When does the quote cease to be valid.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within QuotationCharacteristics.model group; see XML source
faceAmount
Specifies the total amount of the issue.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Bond complexType; see XML source
facilityType
The type of loan facility (letter of credit, revolving, ...).
Type:
FacilityType
Content:
simple, 1 attribute
Defined:
locally within Loan complexType; see XML source
fundManager (in exchangeTradedFund)
Specifies the fund manager that is in charge of the fund.
Type:
xsd:string
Content:
simple
Defined:
locally within ExchangeTradedFund complexType; see XML source
fundManager (in mutualFund)
Specifies the fund manager that is in charge of the fund.
Type:
xsd:string
Content:
simple
Defined:
locally within MutualFund complexType; see XML source
future
Identifies the underlying asset when it is a listed future contract.
Type:
Future
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
futureContractReference
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
Type:
xsd:string
Content:
simple
Defined:
locally within Future complexType; see XML source
futureId
A short form unique identifier for the reference future contract in the case of an index underlyer.
Type:
FutureId
Content:
simple, 1 attribute
Defined:
locally within Index complexType; see XML source
index
Identifies the underlying asset when it is a financial index.
Type:
Index
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
informationSource (defined in QuotationCharacteristics.model group)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within QuotationCharacteristics.model group; see XML source
initialFactor
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AssetPool complexType; see XML source
instrumentId (defined in IdentifiedAsset complexType)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within IdentifiedAsset complexType; see XML source
instrumentId (in cash)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within Cash complexType; see XML source
insurer
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Mortgage complexType; see XML source
insurerReference
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within Mortgage complexType; see XML source
issuerName
Type:
xsd:string
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group; see XML source
issuerPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group; see XML source
lien
Specifies the seniority level of the lien.
Type:
Lien
Content:
simple, 1 attribute
Defined:
locally within Loan complexType; see XML source
loan
Identifies a simple underlying asset that is a loan.
Type:
Loan
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
at 1 location
maturity (defined in FixedIncomeSecurityContent.model group)
The date when the principal amount of a security becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group; see XML source
maturity (in future)
The date when the future contract expires.
Type:
xsd:date
Content:
simple
Defined:
locally within Future complexType; see XML source
maturity (in loan)
The date when the principal amount of the loan becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
locally within Loan complexType; see XML source
measureType
The type of the value that is measured.
Type:
AssetMeasureType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
mortgage
Identifies a mortgage backed security.
Type:
Mortgage
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
at 1 location
multiplier (in future)
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Future complexType; see XML source
multiplier (in option)
Specifies the contract multiplier that can be associated with the number of units.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within ExchangeTradedContract complexType; see XML source
mutualFund
Identifies the class of unit issued by a fund.
Type:
MutualFund
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
openEndedFund
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MutualFund complexType; see XML source
openUnits
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ConstituentWeight complexType; see XML source
option
Identifies the underlying asset when it is a listed option contract.
Type:
ExchangeTradedOption
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally; see XML source
Used:
never
optionsExchangeId
A short form unique identifier for an exchange on which the reference option contract is listed.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeIdentifier.model group; see XML source
optionType
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
Type:
PutCallEnum
Content:
simple
Defined:
locally within ExchangeTradedOption complexType; see XML source
originalPrincipalAmount
The initial issued amount of the mortgage obligation.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Mortgage complexType; see XML source
parValue
Specifies the nominal amount of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Bond complexType; see XML source
paymentFrequency (defined in BondCalculation.model group)
Specifies the frequency at which the bond pays, e.g. 6M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BondCalculation.model group; see XML source
pool
The morgage pool that is underneath the mortgage obligation.
Type:
AssetPool
Content:
complex, 4 elements
Defined:
locally within Mortgage complexType; see XML source
pricingModel
.
Type:
PricingModel
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
quoteUnits
The optional units that the measure is expressed in.
Type:
PriceQuoteUnits
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
redemptionDate
Earlier date between the convertible bond put dates and its maturity date.
Type:
xsd:date
Content:
simple
Defined:
locally within ConvertibleBond complexType; see XML source
relatedExchangeId
A short form unique identifier for a related exchange.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeIdentifier.model group; see XML source
sector
The sector classification of the mortgage obligation.
Type:
MortgageSector
Content:
simple, 1 attribute
Defined:
locally within Mortgage complexType; see XML source
seniority
The repayment precedence of a debt instrument.
Type:
CreditSeniority
Content:
simple, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group; see XML source
side
The side (bid/mid/ask) of the measure.
Type:
QuotationSideEnum
Content:
simple
Defined:
locally within QuotationCharacteristics.model group; see XML source
specifiedExchangeId
A short form unique identifier for a specified exchange.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeIdentifier.model group; see XML source
strike
Specifies the price at which the option can be exercised.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExchangeTradedOption complexType; see XML source
time
When the quote was observed or when a calculated value was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within QuotationCharacteristics.model group; see XML source
timing
When during a day the quote is for.
Type:
QuoteTiming
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group; see XML source
tranche (in loan)
The loan tranche that is subject to the derivative transaction.
Type:
UnderlyingAssetTranche
Content:
simple, 1 attribute
Defined:
locally within Loan complexType; see XML source
tranche (in mortgage)
The mortgage obligation tranche that is subject to the derivative transaction.
Type:
xsd:token
Content:
simple
Defined:
locally within Mortgage complexType; see XML source
underlyingAsset
Define the underlying asset, either a listed security or other instrument.
Type:
Asset
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 11 elements
Defined:
globally; see XML source
Used:
at 11 locations
underlyingEquity
Specifies the equity in which the convertible bond can be converted.
Type:
EquityAsset
Content:
complex, 1 attribute, 9 elements
Defined:
locally within ConvertibleBond complexType; see XML source
valuationDate (defined in QuotationCharacteristics.model group)
When the quote was computed.
Type:
xsd:date
Content:
simple
Defined:
locally within QuotationCharacteristics.model group; see XML source
value (defined in Quotation.model group)
The value of the the quotation.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Quotation.model group; see XML source
Complex Type Summary
Asset
Abstract base class for all underlying assets.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
AssetMeasureType
A scheme identifying the types of measures that can be used to describe an asset.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AssetPool
Characterise the asset pool behind an asset backed bond.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BasicQuotation
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
Content:
complex, 1 attribute, 15 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
BasketId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BasketName
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Bond
An exchange traded bond.
Content:
complex, 1 attribute, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
Cash
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ConstituentWeight
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ConvertibleBond
Content:
complex, 1 attribute, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CouponType
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EquityAsset
An exchange traded equity asset.
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Used:
at 2 locations
ExchangeTraded
An abstract base class for all exchange traded financial products.
Content:
complex, 1 attribute, 9 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 4 locations
ExchangeTradedCalculatedPrice
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
Content:
complex, 1 attribute, 10 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
ExchangeTradedContract
An exchange traded derivative contract.
Content:
complex, 1 attribute, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ExchangeTradedFund
An exchange traded fund whose price depends on exchange traded constituents.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ExchangeTradedOption
An exchange traded option.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FacilityType
A type describing the type of loan facility.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Future
An exchange traded future contract.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
FutureId
A type defining a short form unique identifier for a future contract.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedAsset
A generic type describing an identified asset.
Content:
complex, 1 attribute, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Index
A published index whose price depends on exchange traded constituents.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Lien
A type describing the liens associated with a loan facility.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Loan
A type describing a loan underlying asset.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
Mortgage
A type describing a mortgage asset.
Content:
complex, 1 attribute, 20 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
MortgageSector
A type describing the typology of mortgage obligations.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MutualFund
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PriceQuoteUnits
The units in which a price is quoted.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PricingModel
A scheme identifying the types of pricing model used to evaluate the price of an asset.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
QuoteTiming
The type of the time of the quote.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReportingCurrencyType
A scheme identifying the type of currency that was used to report the value of an asset.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
UnderlyingAsset
Abstract base class for all underlying assets.
Content:
complex, 1 attribute, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 5 locations
UnderlyingAssetTranche
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Element Group Summary
BasketIdentifier.model
A group that specifies a name and an identifier for a given basket.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BondCalculation.model
A group that specifies Bond Calculation elements.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
ExchangeIdentifier.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FixedIncomeSecurityContent.model
A group that specifies Bond Content elements.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
Quotation.model
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
Content:
15 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
QuotationCharacteristics.model
A group collecting a set of characteristics that can be used to describe a quotation.
Content:
14 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
QuoteLocation.model
A group describing where a quote was or will be obtained, e.g. observed or calculated.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2014 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="pre" ecore:package="org.fpml.pretrade" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/pretrade" version="$Revision: 10958 $" xmlns="http://www.fpml.org/FpML-5/pretrade" 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-shared-5-7.xsd"/>
<!--View Generation: SKIPPED ActualPrice - Unsupported-->
<!--View Generation: SKIPPED AnyAssetReference - Unsupported-->
<xsd:complexType abstract="true" name="Asset">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all underlying assets.</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AssetMeasureType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of measures that can be used to describe an asset.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/asset-measure" name="assetMeasureScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AssetPool">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Characterise the asset pool behind an asset backed bond.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group minOccurs="0" ref="VersionHistory.model"/>
<xsd:element minOccurs="0" name="initialFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the morgage: 1 means that the whole mortage amount is outstanding, 0.8 means that 20% has been repaid.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currentFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The part of the mortgage that is currently outstanding. It is expressed similarly to the initial factor, as factor multiplier to the mortgage. This term is formally defined as part of the "ISDA Standard Terms Supplement for use with credit derivatives transactions on mortgage-backed security with pas-as-you-go or physical settlement".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED AssetReference - Unsupported-->
<xsd:complexType name="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="Quotation.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED Basket - Unsupported-->
<!--View Generation: SKIPPED BasketConstituent - Unsupported-->
<xsd:complexType name="BasketId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="basketIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BasketName">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="basketNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Bond">
<xsd:annotation>
<xsd:documentation xml:lang="en">An exchange traded bond.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:group ref="FixedIncomeSecurityContent.model"/>
<xsd:element minOccurs="0" name="parValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="faceAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BondCalculation.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Cash">
<xsd:complexContent>
<xsd:extension base="Asset">
<xsd:sequence>
<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:element minOccurs="0" name="description" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">Long name of the underlying asset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED Commission - Unsupported-->
<!--View Generation: SKIPPED Commodity - Unsupported-->
<!--View Generation: SKIPPED CommodityBase - Unsupported-->
<!--View Generation: SKIPPED CommodityBusinessCalendar - Unsupported-->
<!--View Generation: SKIPPED CommodityDetails - Unsupported-->
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<xsd:complexType name="ConstituentWeight">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="basketPercentage" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Basket Amount is not present in ISDA documentation or otherwise, basket is weighted on percentage (relative weight) or open units (absolute weight), both of which are stable expressions." minOccurs="0" name="basketAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. The relative weight of each respective basket constituent, expressed as a monetary amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ConvertibleBond">
<xsd:complexContent>
<xsd:extension base="Bond">
<xsd:sequence>
<xsd:element minOccurs="0" name="underlyingEquity" type="EquityAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity in which the convertible bond can be converted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="redemptionDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Earlier date between the convertible bond put dates and its maturity date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CouponType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/coupon-type" name="couponTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED DeliveryNearby - Unsupported-->
<!--View Generation: SKIPPED Deposit - Unsupported-->
<!--View Generation: SKIPPED DividendPayout - Unsupported-->
<xsd:complexType name="EquityAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">An exchange traded equity asset.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="ExchangeTraded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract base class for all exchange traded financial products.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:group ref="ExchangeIdentifier.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="ExchangeTradedCalculatedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="constituentExchangeId" type="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of all the exchanges where constituents are traded. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ExchangeTradedContract">
<xsd:annotation>
<xsd:documentation xml:lang="en">An exchange traded derivative contract.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
<xsd:sequence>
<xsd:element minOccurs="0" name="multiplier" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be associated with the number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contractReference" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract that can be referenced, besides the undelyer type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the contract expires.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ExchangeTradedFund">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An exchange traded fund whose price depends on exchange traded constituents.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTradedCalculatedPrice">
<xsd:sequence>
<xsd:element minOccurs="0" name="fundManager" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ExchangeTradedOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">An exchange traded option.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTradedContract">
<xsd:sequence>
<xsd:element minOccurs="0" name="strike" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the price at which the option can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FacilityType">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing the type of loan facility.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/facility-type" name="facilityTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Future">
<xsd:annotation>
<xsd:documentation xml:lang="en">An exchange traded future contract.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
<xsd:sequence>
<xsd:element minOccurs="0" name="multiplier" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract. The purpose of the multiplier is to inflate the value of the contract to add leverage to the trade. The multiplier for the Dow is 10, for the Nasdaq it is 100 and it is 250 for the Standard and Poor's index.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="futureContractReference" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="maturity" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the future contract expires.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractYearMonth" type="xsd:gYearMonth">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The contract month of the futures contract. i.e. F13 WTI NYMEX Contract is 2013-01.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FutureId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a short form unique identifier for a future contract.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="futureIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED FxConversion - Unsupported-->
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<xsd:complexType abstract="true" name="IdentifiedAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">A generic type describing an identified asset.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Asset">
<xsd:sequence>
<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:element minOccurs="0" name="description" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">Long name of the underlying asset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Index">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A published index whose price depends on exchange traded constituents.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ExchangeTradedCalculatedPrice">
<xsd:sequence>
<xsd:element minOccurs="0" name="futureId" type="FutureId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for the reference future contract in the case of an index underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Lien">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the liens associated with a loan facility.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/designated-priority" name="lienScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Loan">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing a loan underlying asset.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:choice maxOccurs="unbounded" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the borrower. There can be more than one borrower. It is meant to be used in the event that there is no Bloomberg Id or the Secured List isn't applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:element name="borrower" type="LegalEntity"/>
<xsd:element name="borrowerReference" type="LegalEntityReference"/>
</xsd:choice>
<xsd:element minOccurs="0" name="lien" type="Lien">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the seniority level of the lien.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="facilityType" type="FacilityType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of loan facility (letter of credit, revolving, ...).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maturity" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of the loan becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditAgreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement. Funding of the facilities occurs on (or sometimes a little after) the Credit Agreement date. This underlyer attribute is used to help identify which of the company's outstanding loans are being referenced by knowing to which credit agreement it belongs. ISDA Standards Terms Supplement term: Date of Original Credit Agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tranche" type="UnderlyingAssetTranche">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The loan tranche that is subject to the derivative transaction. It will typically be referenced as the Bloomberg tranche number. ISDA Standards Terms Supplement term: Bloomberg Tranche Number.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Mortgage">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing a mortgage asset.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applicable to the case of default swaps on MBS terms. For specifying the insurer name, when applicable (when the element is not present, it signifies that the insurer is Not Applicable)
</xsd:documentation>
</xsd:annotation>
<xsd:element name="insurer" type="LegalEntity"/>
<xsd:element name="insurerReference" type="LegalEntityReference"/>
</xsd:choice>
<xsd:group ref="BondCalculation.model"/>
<xsd:element minOccurs="0" name="originalPrincipalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial issued amount of the mortgage obligation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pool" type="AssetPool">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The morgage pool that is underneath the mortgage obligation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sector" type="MortgageSector">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The sector classification of the mortgage obligation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tranche" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mortgage obligation tranche that is subject to the derivative transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="MortgageSector">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the typology of mortgage obligations.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/mortgage-sector" name="mortgageSectorScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MutualFund">
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element minOccurs="0" name="openEndedFund" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fundManager" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED PendingPayment - Unsupported-->
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<xsd:complexType name="PriceQuoteUnits">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The units in which a price is quoted.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/price-quote-units" name="priceQuoteUnitsScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PricingModel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of pricing model used to evaluate the price of an asset. Examples include Intrinsic, ClosedForm, MonteCarlo, BackwardInduction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/pricing-model" name="pricingModelScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
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<xsd:complexType name="QuoteTiming">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of the time of the quote.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/quote-timing" name="quoteTimingScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
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<xsd:complexType name="ReportingCurrencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the type of currency that was used to report the value of an asset. For example, this could contain values like SettlementCurrency, QuoteCurrency, UnitCurrency, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-currency-type" name="reportingCurrencyTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
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<xsd:complexType abstract="true" name="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all underlying assets.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="IdentifiedAsset">
<xsd:sequence>
<xsd:element minOccurs="0" name="currency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Trading currency of the underlyer when transacted as a cash instrument.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exchangeId" type="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearanceSystem" type="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the clearance system associated with the transaction exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="definition" type="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="UnderlyingAssetTranche">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="loanTrancheScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED UnderlyerLoanRate - Unsupported-->
<!--View Generation: SKIPPED basket - Unsupported-->
<xsd:element name="bond" substitutionGroup="underlyingAsset" type="Bond">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is a series or a class of bonds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="cash" substitutionGroup="underlyingAsset" type="Cash">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies a simple underlying asset type that is a cash payment. Used for specifying discounting factors for future cash flows in the pricing and risk model.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED commodity - Unsupported-->
<xsd:element name="convertibleBond" substitutionGroup="underlyingAsset" type="ConvertibleBond">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is a convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED curveInstrument - Unsupported-->
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<xsd:element name="equity" substitutionGroup="underlyingAsset" type="EquityAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is a listed equity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset" type="ExchangeTradedFund">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is an exchange-traded fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="future" substitutionGroup="underlyingAsset" type="Future">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is a listed future contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED fx - Unsupported-->
<xsd:element name="index" substitutionGroup="underlyingAsset" type="Index">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is a financial index.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="loan" substitutionGroup="underlyingAsset" type="Loan">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies a simple underlying asset that is a loan.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="mortgage" substitutionGroup="underlyingAsset" type="Mortgage">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies a mortgage backed security.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="mutualFund" substitutionGroup="underlyingAsset" type="MutualFund">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the class of unit issued by a fund.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="option" substitutionGroup="underlyingAsset" type="ExchangeTradedOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the underlying asset when it is a listed option contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED rateIndex - Unsupported-->
<!--View Generation: SKIPPED simpleCreditDefaultSwap - Unsupported-->
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<!--View Generation: SKIPPED simpleIrSwap - Unsupported-->
<xsd:element abstract="true" name="underlyingAsset" type="Asset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Define the underlying asset, either a listed security or other instrument.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="BasketIdentifier.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group that specifies a name and an identifier for a given basket.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="basketName" type="BasketName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the basket expressed as a free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="basketId" type="BasketId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A CDS basket identifier</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--View Generation: SKIPPED basketId - Technical-->
</xsd:choice>
</xsd:group>
<xsd:group name="BondCalculation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A group that specifies Bond Calculation elements.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentFrequency" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the frequency at which the bond pays, e.g. 6M.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">The day count basis for the bond.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED BondChoice.model - Unsupported-->
<!--View Generation: SKIPPED CommodityProduct.model - Unsupported-->
<!--View Generation: SKIPPED CommodityReferencePriceFramework.model - Unsupported-->
<!--View Generation: SKIPPED CreditEntity.model - Unsupported-->
<!--View Generation: SKIPPED EquityPrice.model - Unsupported-->
<xsd:group name="ExchangeIdentifier.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedExchangeId" type="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange. If the element is not present then the exchange shall be the primary exchange on which listed futures and options on the underlying are listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="optionsExchangeId" type="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the case where the reference exchange for the future is different than the one for the option. The options Exchange is referenced on share options when Merger Elections are selected as Options Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="specifiedExchangeId" type="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a specified exchange. If the element is not present then the exchange shall be default terms as defined in the MCA; unless otherwise specified in the Transaction Supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">A group that specifies Bond Content elements.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security or convertible bond. This name can either be explicitly stated, or specified as an href into another element of the document, such as the obligor.
</xsd:documentation>
</xsd:annotation>
<xsd:element name="issuerName" type="xsd:string"/>
<xsd:element name="issuerPartyReference" type="PartyReference"/>
</xsd:choice>
<xsd:element minOccurs="0" name="seniority" type="CreditSeniority">
<xsd:annotation>
<xsd:documentation xml:lang="en">The repayment precedence of a debt instrument.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="couponType" type="CouponType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="couponRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maturity" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Quotation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="value" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The value of the the quotation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">The characteristics of the quotation.</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group collecting a set of characteristics that can be used to describe a quotation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="measureType" type="AssetMeasureType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quoteUnits" type="PriceQuoteUnits">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="side" type="QuotationSideEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The side (bid/mid/ask) of the measure.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currencyType" type="ReportingCurrencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="timing" type="QuoteTiming">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="QuoteLocation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Where the quote is from.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingModel" type="PricingModel">
<xsd:annotation>
<xsd:documentation xml:lang="en">.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the quote was observed or when a calculated value was generated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">When the quote was computed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expiryTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">When does the quote cease to be valid.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cashflowType" type="CashflowType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="QuoteLocation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group describing where a quote was or will be obtained, e.g. observed or calculated.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="businessCenter" type="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">A city or other business center.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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.