XML Schema "fpml-business-events-5-7.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 11107 $
Defined Components:
elements (5 global + 42 local), complexTypes (21), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
X:\Documents\Tradeheader\trunk\trunk\xml\pretrade\fpml-business-events-5-7.xsd; see XML source
Includes Schemas (2):
fpml-asset-5-7.xsd [src], fpml-msg-5-7.xsd [src]
Included in Schemas (2):
fpml-clearing-processes-5-7.xsd [src], fpml-pretrade-processes-5-7.xsd [src]
All Element Summary
additionalEvent
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
AdditionalEvent
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
never
allocations (defined in TradePackage complexType)
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Allocations
Content:
complex, 1 element
Defined:
locally within TradePackage complexType; see XML source
amountRemaining
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
amountUtilized
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
approvalId (defined in CreditLimitReference complexType)
Type:
ApprovalId
Content:
simple, 2 attributes
Defined:
locally within CreditLimitReference complexType; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within TradePackage complexType; see XML source
approvingPartyReference (defined in CreditLimitReference complexType)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CreditLimitReference complexType; see XML source
basketChange
Describes a change due to change in composition of basket underlyer
Type:
BasketChangeEvent
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
changeEvent
Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 3 locations
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
clipSize
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
corporateAction
Describes a change due to a corporate action
Type:
CorporateActionEvent
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
creditLimit (in creditLimitInformation in creditLimitReport)
Type:
CreditLimit
Content:
complex, 8 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
currency (defined in CreditLimitBase complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
currency (in limitApplicable)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
eventId
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEvent complexType; see XML source
expirationDate (defined in CreditLimit complexType)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditLimit complexType; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
indexChange
Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
limitApplicable
Type:
LimitApplicable
Content:
complex, 6 elements
Defined:
locally within CreditLimit complexType; see XML source
limitId
Type:
LimitId
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
limitModel (in creditLimitInformation in creditLimitReport)
Type:
LimitModelEnum
Content:
simple
Defined:
locally within CreditLimitInformation complexType; see XML source
limitType
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
LimitType
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
notionalScheduleReference
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
orderIdentifier
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within TradePackageHeader complexType; see XML source
originatingEvent (in tradeReferenceInformation)
This may be used to describe why a trade was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
outstandingNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
packageHeader
Type:
TradePackageHeader
Content:
complex, 2 elements
Defined:
locally within TradePackage complexType; see XML source
packageIdentifier
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within TradePackageHeader complexType; see XML source
partyInformation (in creditLimitInformation in creditLimitReport)
Type:
PartyTradeInformation
Content:
complex, 30 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
partyTradeIdentifier (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeReferenceInformation complexType; see XML source
partyTradeInformation (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
PartyTradeInformation
Content:
complex, 30 elements
Defined:
locally within TradeReferenceInformation complexType; see XML source
period (in velocity)
Type:
PeriodTimeEnum
Content:
simple
Defined:
locally within Velocity complexType; see XML source
periodMultiplier (in velocity)
Type:
xsd:integer
Content:
simple
Defined:
locally within Velocity complexType; see XML source
productId (in tradeReferenceInformation)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
productType (in tradeReferenceInformation)
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
quote (in marginQuoteRefused)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group; see XML source
tenor
The maximum allowed tenor for a trade under this limit.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditLimitBase complexType; see XML source
terminatingEvent
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
trade (defined in Events.model group)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within Events.model group; see XML source
trade (defined in TradePackage complexType)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradePackage complexType; see XML source
tradePackage (defined in Events.model group)
Type:
TradePackage
Content:
complex, 4 elements
Defined:
locally within Events.model group; see XML source
tradeReferenceInformation
Information about a trade.
Type:
TradeReferenceInformation
Content:
complex, 6 elements
Defined:
locally within TradeReferenceInformation.model group; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
velocity
Type:
Velocity
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
Complex Type Summary
AbstractEvent
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
AdditionalEvent
Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
BasketChangeEvent
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
at 1 location
BusinessEventIdentifier
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
ChangeEvent
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 4 locations
CorporateActionEvent
A structure indicating that a trade has changed due to a corporate action
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CorporateActionType
A type that describes what type of corporate action occurred.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditLimit
A structure describing a credit limit with applicability constraints.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CreditLimitBase
A structure describing a basic credit limit.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CreditLimitInformation
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditLimitReference
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
EventId
A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
IndexChange
A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
LimitApplicable
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
LimitId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LimitType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TerminatingEvent
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TradePackage
A bundle of trades collected together into a single unit for reporting.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
TradePackageHeader
Identifying information for a tradePackage (a bundle of trades).
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeReferenceInformation
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Velocity
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Element Group Summary
Events.model
Choice between a trade and a post-trade event.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 6 locations
EventValuation.model
A model group holding valuation information for an event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeLegNotionalScheduleChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
never
TradeReferenceInformation.model
Defines a model group that allows information about a trade to be represented.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!-- edited with XMLSpy v2013 rel. 2 (x64) (http://www.altova.com) by Lyteck Lynhiavu (ISDA) -->
<!--
== 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: 11107 $" xmlns="http://www.fpml.org/FpML-5/pretrade" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-msg-5-7.xsd"/>
<xsd:include schemaLocation="fpml-asset-5-7.xsd"/>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ActionOnExpiration - Unsupported-->
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="eventId" type="EventId"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED ClearingStatusItem - PartySpecific-->
<!--View Generation: SKIPPED ClearingInstructions - Unsupported-->
<!--View Generation: SKIPPED CompressionActivity - Unsupported-->
<!--View Generation: SKIPPED CompressionType - Unsupported-->
<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a corporate action
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="CorporateActionType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what type of corporate action occurred.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="corporateActionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitBase">
<xsd:annotation>
<xsd:documentation>A structure describing a basic credit limit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="limitId" type="LimitId"/>
<xsd:group ref="Product.model"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="tenor" type="Period">
<xsd:annotation>
<xsd:documentation>
The maximum allowed tenor for a trade under this limit. When this structure is used as part of a suspendCredit message, this tenor imposes a temporary tenor limit on allowed trade types.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a credit limit with applicability constraints.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CreditLimitBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="limitApplicable" type="LimitApplicable"/>
<xsd:element minOccurs="0" name="expirationDate" type="xsd:dateTime"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitInformation">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyInformation" type="PartyTradeInformation"/>
<xsd:element minOccurs="0" name="limitModel" type="LimitModelEnum"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimit" type="CreditLimit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitReference">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="approvingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="approvalId" type="ApprovalId"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED DeClear - Unsupported-->
<!--View Generation: SKIPPED DeclearReason - Unsupported-->
<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="eventIdScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED EventsChoice - Unsupported-->
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the effect of a change to an index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="indexFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="LimitApplicable">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="limitType" type="LimitType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Standard code to indicate which type of credit line is being referred to - i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clipSize" type="xsd:integer"/>
<xsd:element minOccurs="0" name="amountUtilized" type="xsd:integer"/>
<xsd:element minOccurs="0" name="amountRemaining" type="xsd:integer"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="velocity" type="Velocity"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LimitId">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="creditLimitIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LimitType">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-limit-type" name="creditLimitTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED OptionExercise - Unsupported-->
<!--View Generation: SKIPPED OptionExerciseAmounts - Unsupported-->
<!--View Generation: SKIPPED OptionExpiry - Unsupported-->
<!--View Generation: SKIPPED OptionExpiryBase - Unsupported-->
<!--View Generation: SKIPPED PhysicalSettlement - Unsupported-->
<!--View Generation: SKIPPED ReportingRegimeIdentifier - Unsupported-->
<!--View Generation: SKIPPED RequestedClearingAction - Unsupported-->
<!--View Generation: SKIPPED RequestedWithdrawalAction - Unsupported-->
<!--View Generation: SKIPPED SupervisorRegistrationIdentification - Unsupported-->
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED TradeAmendmentContent - Unsupported-->
<!--View Generation: SKIPPED TradeChangeBase - Unsupported-->
<!--View Generation: SKIPPED TradeChangeContent - Unsupported-->
<!--View Generation: SKIPPED TradeLegPriceChange - Unsupported-->
<!--View Generation: SKIPPED TradeLegSizeChange - Unsupported-->
<!--View Generation: SKIPPED TradeMaturity - Unsupported-->
<!--View Generation: SKIPPED TradeNotionalChange - Unsupported-->
<!--View Generation: SKIPPED TradeNovationContent - Unsupported-->
<xsd:complexType name="TradePackage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A bundle of trades collected together into a single unit for reporting.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageHeader" type="TradePackageHeader"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trade" type="Trade"/>
<xsd:element minOccurs="0" name="allocations" type="Allocations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure. This will normally be expressed in percentage terms and used prior to execution to authorize credit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvals" type="Approvals">
<xsd:annotation>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradePackageHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifying information for a tradePackage (a bundle of trades).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId"/>
<xsd:element minOccurs="0" name="orderIdentifier" type="IssuerTradeId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was created. This can be used to provide context for a newly created trade that is not part of a post-trade event. For example, it can report that the trade was created as a result of netting activity, or due to a transfer, an allocation process, etc. Omitting this implies that the trade record was created as a result of a negotiated new trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="productType" type="ProductType"/>
<xsd:element minOccurs="0" name="productId" type="ProductId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Velocity">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="periodMultiplier" type="xsd:integer"/>
<xsd:element minOccurs="0" name="period" type="PeriodTimeEnum"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED Withdrawal - Unsupported-->
<!--View Generation: SKIPPED WithdrawalReason - Unsupported-->
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" substitutionGroup="changeEvent" type="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="corporateAction" substitutionGroup="changeEvent" type="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a corporate action</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" substitutionGroup="changeEvent" type="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED AgreementAndEffectiveDates.model - Unsupported-->
<!--View Generation: SKIPPED Compression.model - Unsupported-->
<xsd:group name="Events.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between a trade and a post-trade event.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="tradePackage" type="TradePackage"/>
<xsd:sequence>
<!--View Generation: SKIPPED originatingEvent - Unsupported-->
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
<!--View Generation: SKIPPED amendment - Unsupported-->
<!--View Generation: SKIPPED increase - Unsupported-->
<!--View Generation: Skipped an empty sequence.-->
<!--View Generation: SKIPPED novation - Unsupported-->
<!--View Generation: SKIPPED change - Unsupported-->
<!--View Generation: SKIPPED optionExercise - Unsupported-->
<!--View Generation: SKIPPED optionExpiry - Unsupported-->
<!--View Generation: SKIPPED deClear - Unsupported-->
<!--View Generation: SKIPPED withdrawal - Unsupported-->
<!--View Generation: SKIPPED - Unsupported-->
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED FeeTrade.model - Unsupported-->
<!--View Generation: SKIPPED NewTrade.model - Unsupported-->
<!--View Generation: SKIPPED NovationAmounts.model - Unsupported-->
<!--View Generation: SKIPPED NovationAmountsOld.model - Unsupported-->
<!--View Generation: SKIPPED NovationDates.model - Unsupported-->
<!--View Generation: SKIPPED NovationRoles.model - Unsupported-->
<!--View Generation: SKIPPED NovationTerms.model - Unsupported-->
<!--View Generation: SKIPPED OldTrade.model - Unsupported-->
<!--View Generation: SKIPPED OptionExerciseAmount.model - Unsupported-->
<!--View Generation: SKIPPED ProposedMatch.model - Unsupported-->
<!--View Generation: SKIPPED TradeAlterationPayment.model - Unsupported-->
<!--View Generation: SKIPPED TradeLegFixedAmountChange.model - Unsupported-->
<!--View Generation: SKIPPED TradeLegNotionalChange.model - Unsupported-->
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<!-- in the future perhaps this should allow a notional schedule to be put in here instead of a single value -->
<xsd:element minOccurs="0" name="changeInNotionalSchedule" type="NonNegativeAmountSchedule"/>
<xsd:element minOccurs="0" name="outstandingNotionalSchedule" type="NonNegativeAmountSchedule"/>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED TradeLegNumberOfOptionsChange.model - Unsupported-->
<!--View Generation: SKIPPED TradeLegNumberOfUnitsChange.model - Unsupported-->
<!--View Generation: SKIPPED TradeNotionalChange.model - Unsupported-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a model group that allows information about a trade to be represented.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="tradeReferenceInformation" type="TradeReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Information about a trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.