XML Schema "fpml-business-events-5-8.xsd"
Target Namespace:
Version:
$Revision: 12537 $
Defined Components:
elements (5 global + 216 local), complexTypes (50), element groups (31)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-business-events-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (5):
All Element Summary
Type:
Content:
complex, 10 elements
Defined:
locally within OptionExpiry complexType; see XML source
actionType (defined in ReportingRegimeIdentifier complexType)
Reports a regulator-specific code for the action associated with this submission.
Type:
Content:
simple, 1 attribute
Defined:
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
at 12 locations
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
Type:
Content:
complex, 6 elements
Defined:
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
locally within TradePackage complexType; see XML source
Describes a change due to change in composition of basket underlyer
Type:
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
cashSettlement (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
change (defined in ChangeEventsBase.model group)
Type:
Content:
complex, 6 elements
Defined:
Abstract substitutable place holder for specific change details.
Type:
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the fixed amount by which the Notional Amount changes.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
clearingInstructions (defined in OptionExercise complexType)
Type:
Content:
complex, 2 elements
Defined:
locally within OptionExercise complexType; see XML source
The status of the clearing process for the identified trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within ClearingStatusItem complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
Compression information for the trade.
Type:
Content:
complex, 5 elements
Defined:
Type:
Content:
simple, 1 attribute
Defined:
locally within CompressionActivity complexType; see XML source
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
Content:
simple, 1 attribute
Defined:
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
Describes a change due to a corporate action
Type:
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
Content:
complex, 3 elements
Defined:
Type:
Content:
complex, 10 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiryBase complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within TradeMaturity complexType; see XML source
A type used to record the details of a difference between two sides of a business event.
Type:
Content:
complex, 10 elements
Defined:
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DeClear complexType; see XML source
effectiveDate (defined in TradeChangeContent complexType)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within Withdrawal complexType; see XML source
Type:
Content:
simple, 2 attributes
Defined:
eventIdentifier (defined in AbstractEvent complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEvent complexType; see XML source
Credit limit utilization attributable to executed trades.
Type:
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
Content:
simple, 1 attribute
Defined:
The date and time at which the change was agreed.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple
Defined:
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the amount by which the option should be exercised expressed as notional schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within OptionExpiry complexType; see XML source
Type:
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditLimit complexType; see XML source
Type:
xsd:boolean
Content:
simple
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
Content:
simple, 1 attribute
Defined:
Type:
xsd:boolean
Content:
simple
Defined:
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
Content:
simple
Defined:
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
Content:
simple
Defined:
Type:
Content:
complex, 16 elements
Defined:
Describes a change due to an index component being adjusted.
Type:
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
Identification of the underlying asset, using public and/or private identifiers.
Type:
Content:
simple, 1 attribute
Defined:
locally within TradeLegPriceChange complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
complex, 7 elements
Defined:
locally within CreditLimit complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
Type:
Content:
simple
Defined:
locally within CreditLimitInformation complexType; see XML source
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
Credit limit utilization attributable to long positions.
Type:
Content:
simple
Defined:
A unique identifier assigned by the matching service to each set of matched positions.
Type:
Content:
simple, 1 attribute
Defined:
Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
name (defined in ReportingRegimeIdentifier complexType)
Identifies the reporting regime under which this data is reported.
Type:
Content:
simple, 1 attribute
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
Indicates the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Content:
empty
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
The amount which represents the portion of the Old Contract being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
Content:
complex, 34 elements
Defined:
Type:
Content:
complex, 15 elements
Defined:
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
oldTrade (defined in TradeChangeContent complexType)
The original trade details.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType; see XML source
Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
oldTradeIdentifier (defined in TradeChangeContent complexType)
The original qualified trade identifier.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeChangeContent complexType; see XML source
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
Type:
Content:
complex, 7 elements
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
complex, 1 element
Defined:
locally within PackageHeader complexType; see XML source
originalTrade (defined in OptionExercise complexType)
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExercise complexType; see XML source
originalTrade (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType; see XML source
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExpiry complexType; see XML source
This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
This may be used to describe why a package was created.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType; see XML source
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Specifies the Notional schedule after the Change
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 6 elements
Defined:
locally within TradePackage complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
complex, 9 elements
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
complex, 30 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Withdrawal complexType; see XML source
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
Content:
complex, 30 elements
Defined:
Holds party-specific information about the trade that is being withdrawn from.
Type:
Content:
complex, 4 elements
Defined:
locally within Withdrawal complexType; see XML source
payment (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (defined in TradeChangeContent complexType)
Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeChangeContent complexType; see XML source
Describes a payment made in settlement of the novation.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeNovationContent complexType; see XML source
Credit limit utilization attributable to pending unexecuted orders.
Type:
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
Type:
Content:
simple
Defined:
locally within Velocity complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within Velocity complexType; see XML source
physicalSettlement (defined in OptionExercise complexType)
Type:
Content:
complex, 3 elements
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
complex, 4 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
Type:
Content:
empty
Defined:
locally within TradeLegPriceChange complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
quote (defined in EventValuation.model group)
Pricing information for the trade.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
reason (defined in DeClear complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within DeClear complexType; see XML source
Supporting information which may be produced to explain the clearing process status.
Type:
Content:
complex, 5 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
This may be used to identify one or more parties that perform a role within the transaction.
Type:
Content:
complex, 4 elements
Defined:
The amount which represents the portion of the Old Contract not being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType; see XML source
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
Content:
complex, 5 elements
Defined:
DEPRECATED.
Type:
Content:
complex, 5 elements
Defined:
locally within Withdrawal complexType; see XML source
reportingRole (defined in ReportingRegimeIdentifier complexType)
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
Content:
simple, 2 attributes
Defined:
Type:
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
resultingTrade (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType; see XML source
The trade that resulted from the physical settlement.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
The ID of the trade that resulted from the physical settlement.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
settlementType (defined in OptionExercise complexType)
Type:
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Credit limit utilization attributable to short positions.
Type:
Content:
simple
Defined:
Type:
Content:
simple
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
Specifies the Number of Units
Type:
Content:
complex, 12 elements
Defined:
Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
Type:
Content:
empty, 1 attribute
Defined:
locally within ClearingStatusItem complexType; see XML source
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
The maximum allowed tenor for a trade under this limit.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditLimitBase complexType; see XML source
This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
complex, 16 elements
Defined:
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiryBase complexType; see XML source
trade (defined in TradeAmendmentContent complexType)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeAmendmentContent complexType; see XML source
trade (defined in TradeChangeContent complexType)
A full description of the amended trade.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType; see XML source
trade (defined in TradeOrInfo.model group)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
trade (defined in TradePackage complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradePackage complexType; see XML source
trade (defined in TradingEventsBase.model group)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
Complete economics of the trade
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
tradeIdentifier (defined in DeClear complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within DeClear complexType; see XML source
tradeIdentifier (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OptionExercise complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeChangeBase complexType; see XML source
tradeIdentifier (defined in TradePackage complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TradePackage complexType; see XML source
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OptionExpiry complexType; see XML source
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within OptionExpiryBase complexType; see XML source
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeMaturity complexType; see XML source
tradePackage (defined in TradeOrInfo.model group)
Type:
Content:
complex, 5 elements
Defined:
Type:
Content:
complex, 5 elements
Defined:
Type:
Content:
complex, 5 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
Information about a trade.
Type:
Content:
complex, 6 elements
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
When the clearing status changed to the current value.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within ClearingStatusItem complexType; see XML source
Credit limit utilization breakdown by executed trades and pending orders.
Type:
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
Type:
Content:
complex, 6 elements
Defined:
Complex Type Summary
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:
Content:
complex, 10 elements
Defined:
globally; see XML source
Used:
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:
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:
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 13 locations
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:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A component of a clearing status report.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
A type that shows how multiple trades have been combined into a result.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
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:
A structure describing a credit limit with applicability constraints.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing a basic credit limit.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing a declear event.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type that describes why a trade was removed from clearing.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
A structure that describes a proposed match between trades or post-trade event reports.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A structure describing an option exercise.
Content:
complex, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 13 elements
Used:
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure describing an option expiring.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Identifying information for a tradePackage (a bundle of trades).
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type that provides identification for reporting regimes.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type that describes whether a trade is to be cleared.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A structure describing a negotiated amendment.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 15 elements
Defined:
globally; see XML source
Used:
A structure describing a trade maturing.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing a change to the size of a trade.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing a novation.
Content:
complex, 34 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A bundle of trades collected together into a single unit for reporting.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
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:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing the removal of a trade from a service, such as a reporting service.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that describes why a trade was withdrawn.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Element Group Summary
A model group defining agreement and effective dates.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Choice between change-related events, including the extension point additional event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
never
Choice between change-related events.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A model group holding information about compressions affecting this trade/event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A model group holding valuation information for an event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The roles of the parties involved in the novation.
Content:
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
Documentation and other terms (such as date terms) specific to this novation event.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
Choice between options related events, including the extension point additional event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
never
Choice between options related events.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Choice between amendment, increase, termination, novation, and additional event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
never
Choice between amendment, increase, termination, and novation events.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A model group defining a payment structure.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
DEPRECATED.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Defines a model group that allows either details of an event or information about a trade to be provided.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Defines a model group that allows information about a trade to be represented.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Choice between a trading, a post-trade event, and the extension point additional event
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Choice between a trade, a post-trade event, or an additional event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Choice between a trade and a post-trade event.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2016 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 12537 $" xmlns="http://www.fpml.org/FpML-5/confirmation" 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-5-8.xsd"/>
<xsd:include schemaLocation="fpml-asset-5-8.xsd"/>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ActionOnExpiration">
<xsd:sequence>
<xsd:group ref="OptionExerciseAmount.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<!--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 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>
<xsd:complexType name="ClearingStatusItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component of a clearing status report. This provides the clearing status for a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifying information for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Complete economics of the trade</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
<xsd:element name="clearingStatusValue" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The status of the clearing process for the identified trade. For example, Received, Pending (Approval), Registered (i.e. cleared), Rejected, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="updatedDateTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When the clearing status changed to the current value. This is mostly useful if the clearing status messages could be delayed from when the status actually changes; this could be important if the status date is used as the basis of any settlement calculations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Supporting information which may be produced to explain the clearing process status. This may be a business reason e.g. failed eligibility criteria for a trade in Rejected status.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="statusAppliesTo" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to parties currently in this status, e.g. parties for which we are awaiting approval. For example, if a trade is in "Pending" status, this would identify which parties' approval the trade was pending.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ClearingInstructions">
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedClearingAction" type="RequestedClearingAction"/>
<xsd:element minOccurs="0" name="requestedClearingOrganizationPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that shows how multiple trades have been combined into a result.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="compressionType" type="CompressionType"/>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="replacementTradeIdentifier" type="TradeIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeIdentifier" type="TradeIdentifier"/>
</xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
This option is deprecated in favour of the first choice.
</xsd:documentation>
</xsd:annotation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of replacementTradeIdentifier" minOccurs="0" name="replacementTradeId" type="TradeId"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of originatingTradeIdentifier" maxOccurs="unbounded" minOccurs="0" name="originatingTradeId" type="TradeId"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/compression-type" name="compressionTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a corporate action
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="CorporateActionType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what type of corporate action occurred.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="corporateActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a basic credit limit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="limitId" type="LimitId"/>
<xsd:group ref="Product.model"/>
<xsd:element name="currency" type="Currency"/>
<xsd:element name="tenor" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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" 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 name="partyInformation" type="PartyTradeInformation"/>
<xsd:element name="limitModel" type="LimitModelEnum"/>
<xsd:element maxOccurs="unbounded" name="creditLimit" type="CreditLimit"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED CreditLimitReference - Unsupported -->
<xsd:complexType name="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="executed" type="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to executed trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pending" type="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to pending unexecuted orders.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="short" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to short positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="long" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to long positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="global" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global credit limit utilization amount, agnostic of long/short position direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="global" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global credit limit utilization amount, agnostic of long/short position direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="DeClear">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a declear event. The deClear event allows a firm to request that a trade be removed from clearing, or a clearing service to request consent for this, or to report that is has been done.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="reason" type="DeclearReason"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DeclearReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes why a trade was removed from clearing.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/declear-reason" name="declearReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="eventIdScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventProposedMatch">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes a proposed match between trades or post-trade event reports.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
<xsd:group ref="ProposedMatch.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EventsChoice">
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the effect of a change to an index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element name="indexFactor" type="xsd:decimal"/>
<xsd:element 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 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 name="clipSize" type="xsd:integer"/>
<xsd:choice minOccurs="0">
<xsd:element name="amountUtilized" type="xsd:integer"/>
<xsd:element name="utilization" type="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization breakdown by executed trades and pending orders.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<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="NonEmptyScheme">
<xsd:attribute name="creditLimitIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option exercise. The OptionExercise type supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="optionSeller" type="PartyReference"/>
<xsd:element minOccurs="0" name="optionBuyer" type="PartyReference"/>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseTime" type="xsd:time"/>
</xsd:sequence>
<xsd:element name="exerciseTiming" type="ExerciseTimingEnum"/>
</xsd:choice>
<xsd:group ref="OptionExerciseAmount.model"/>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExerciseAmounts">
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount by which the option should be exercised expressed as notional schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalSchedule" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional schedule after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="time" type="xsd:time"/>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedureOption"/>
<xsd:element minOccurs="0" name="actionOnExpiration" type="ActionOnExpiration"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExpiryBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing an option expiring.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="time" type="xsd:time"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageHeader">
<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="OrderIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="packageType" type="PackageType"/>
<xsd:element minOccurs="0" name="size" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a package was created. This can be used to provide context for a newly created package that is not part of a post-trade event. For example, it can report that the package was created as a result of netting activity, or due to a transfer, an allocation process, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="packageInformation" type="PackageInformation"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PhysicalSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes how an option settles into a physical trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="resultingTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ID of the trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resultingTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides identification for reporting regimes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="name" type="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reports a regulator-specific code for the action associated with this submission. Used, for example, to report the ESMA action type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RequestedClearingAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes whether a trade is to be cleared.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-clearing-action" name="requestedClearingActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequestedWithdrawalAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="originalTrade" type="Trade"/>
</xsd:choice>
<xsd:element minOccurs="0" name="resultingTrade" type="Trade"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a non-negotiated trade resulting from a market event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original qualified trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A full description of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Substitution point for types of change</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegPriceChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="priceReference" type="Reference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="instrumentId" type="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="priceChangeAmount" type="xsd:decimal"/>
<xsd:element name="newPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="TradeMaturity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade maturing.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="date" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:sequence>
<xsd:choice>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." ref="TradeNotionalChange.model"/>
<xsd:element maxOccurs="unbounded" name="sizeChange" type="TradeLegSizeChange"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="priceChange" type="TradeLegPriceChange"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<!--View Generation: Removed a degenerate choice.-->
<xsd:group ref="NewTrade.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the old contract.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model"/>
<xsd:group minOccurs="0" ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
</xsd:choice>
<xsd:group ref="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The roles of the participants in the novation</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times associated with the novation event.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms relating to the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="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="PackageHeader"/>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="trade" type="Trade"/>
<xsd:group maxOccurs="unbounded" ref="TradeReferenceInformation.model"/>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier"/>
</xsd:choice>
<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="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" 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 name="periodMultiplier" type="xsd:integer"/>
<xsd:element name="period" type="PeriodTimeEnum"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Withdrawal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the removal of a trade from a service, such as a reporting service.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Holds party-specific information about the trade that is being withdrawn from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="requestedAction" type="RequestedWithdrawalAction"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="WithdrawalReason"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of partyTradeInformation" maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. The supervisor/regulator to which this withdrawal applies
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies that party that has ownership of this information. For shared trade information, this will reference the originator of the date (for example, an execution facility or clearinghouse).
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade was withdrawn.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/withdrawal-reason" name="withdrawalReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" substitutionGroup="changeEvent" type="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="corporateAction" substitutionGroup="changeEvent" type="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a corporate action</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" substitutionGroup="changeEvent" type="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="ChangeEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between change-related events, including the extension point additional event.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="ChangeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between change-related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="change" type="TradeChangeContent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="Compression.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding information about compressions affecting this trade/event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="compressionActivity" type="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Compression information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OptionsEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between options related events, including the extension point additional event.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="OptionsEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between options related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="optionExercise" type="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option exercise event. The optionExercise event supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="optionExpiry" type="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="PostTradeEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between amendment, increase, termination, novation, and additional event.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="PostTradeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between amendment, increase, termination, and novation events.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
<xsd:element name="increase" type="TradeNotionalChange"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange"/>
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent"/>
<xsd:element name="withdrawal" type="Withdrawal"/>
</xsd:choice>
</xsd:group>
<!--View Generation: SKIPPED ServiceProviderEvents.model - Unsupported-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between a trading, a post-trade event, and the extension point additional event
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between a trade, a post-trade event, or an additional event.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEventsBase.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>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
</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" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the new contract.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="newTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:group ref="NovationAmountsOld.model"/>
<xsd:element maxOccurs="unbounded" name="novationAmount" type="TradeLegSizeChange"/>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmountsOld.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="novatedAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="remainingAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element name="novationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="novationTradeDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The roles of the parties involved in the novation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="transferor" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transferorAccount" type="AccountReference"/>
<xsd:element name="transferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherTransferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a five-way novation the party referenced is the Transferee's legal entity that is involved in the settlement of the fee leg of the novation transaction (this might be a different legal entity than the one that assumes the novation trade). NB: this element has been added pending confirmation of the business need/context in which it would be used, and might not appear in a subsequent draft of this schema.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transfereeAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherTransfereeAccount" type="AccountReference"/>
<xsd:element name="remainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingPartyAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherRemainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherRemainingPartyAccount" type="AccountReference"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="fullFirstCalculationPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="firstPeriodStartDate" type="FirstPeriodStartDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element that is used to be able to make sense of the &#8220;new transaction&#8221; without requiring reference back to the &#8220;old transaction&#8221;. In the case of interest rate products there are potentially 2 &#8220;first period start dates&#8221; to reference &#8211; one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonReliance" type="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditDerivativesNotices" type="CreditDerivativesNotices">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="OptionExerciseAmount.model">
<xsd:choice>
<xsd:element name="exerciseAction" type="ExerciseActionEnum"/>
<xsd:element name="expiry" type="xsd:boolean"/>
<xsd:element name="fullExercise" type="xsd:boolean"/>
<xsd:sequence>
<xsd:element name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="specifiedExercise" type="OptionExerciseAmounts">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="ProposedMatch.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="matchId" type="MatchId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier assigned by the matching service to each set of matched positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="difference" type="TradeDifference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record the details of a difference between two sides of a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="matchScore" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Numeric score to represent the quality of the match.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="knownAmountReference" type="AmountReference"/>
<xsd:element name="changeInKnownAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingKnownAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalChange.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<!-- in the future perhaps this should allow a notional schedule to be put in here instead of a single value -->
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." name="TradeNotionalChange.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. A structure describing a change to the trade notional.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="changeInNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination =&gt; reduction, Increase =&gt; greater.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="TradeOrInfo.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a model group that allows either details of an event or information about a trade to be provided. Typically this will be used in a response to a request.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" 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="trade" type="Trade"/>
</xsd:sequence>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
</xsd:group>
<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 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 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.