http://www.fpml.org/spec/2003/tr-fpml-4-0-2003-12-10
http://www.fpml.org/spec/2003/tr-fpml-4-0-2003-12-10
lcwd-fpml-4-0-2003-10-14
http://www.fpml.org/spec/errata/tr-fpml-4-0-2003-12-10-errata.html
Document built: Mon 12/15/2003 12:34:25.57
Copyright © 2002-2003. 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/documents/license
XSL Schema Processing Developed By:
Andrew Jacobs, Senior Consultant, IBM.
e-mail: andrew_jacobs@uk.ibm.com
And By:
Brian Lynn, Founder and CTO, Gem Soup LLC.
e-mail: brian.lynn@gemsoup.com
The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.
The FpML element forms the root for any conforming FpML instance document. The actual structure of the document is determined by setting the 'type' attribute to an appropriate derived subtype of the complex type Document.
Element FpML is defined by the complex type Document
<xsd:element name="FpML" type="Document">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FpML element forms the root for any conforming FpML instance
document. The actual structure of the document is determined by
setting the 'type' attribute to an appropriate derived subtype of
the complex type Document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A strategy product.
Element strategy is defined by the complex type Strategy
<xsd:element name="strategy" type="Strategy" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A strategy product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
Inherited element(s): (This definition inherits the content defined by the type Document)
validation (zero or more occurrences; of the type Validation)
trade (zero or more occurrences; of the type Trade)
portfolio (zero or more occurrences; of the type Portfolio)
party (zero or more occurrences; of the type Party)
<xsd:complexType name="DataDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model that is backwards compatible with
older FpML releases and which can be used to contain sets of data
without expressing any processing intention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Document">
<xsd:sequence>
<xsd:group ref="Validation.model"/>
<xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The root element in an FpML trade document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly
other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties obligated to make payments from time to time
during the term of the trade. This will include, at a
minimum, the principal parties involved in the swap or
forward rate agreement. Other parties paying or receiving
fees, commissions etc. must also be specified if
referenced in other party payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
The abstract base type from which all FpML compliant messages and documents must be derived.
<xsd:complexType name="Document" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all FpML compliant messages and
documents must be derived.
</xsd:documentation>
</xsd:annotation>
<xsd:attributeGroup ref="StandardAttributes.atts"/>
</xsd:complexType>
A type defining party identifier information.
partyId (exactly one occurrence; of the type PartyId)
partyName (zero or one occurrence; of the type xsd:string)
Attribute: id (xsd:ID) - required
<xsd:complexType name="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party identifier information.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyId" type="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A party identifier, e.g. a S.W.I.F.T. bank identifier code
(BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partyName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the party. A free format string. FpML does not
define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>
The data type used for party identifiers.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: partyIdScheme (xsd:anyURI)
<xsd:complexType name="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for party identifiers.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="partyIdScheme" default="http://www.fpml.org/ext/iso9362" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type to represent a portfolio name for a particular party.
partyReference (exactly one occurrence; of the type PartyReference)
portfolioName (one or more occurrences; of the type PortfolioName)
Attribute: id (xsd:ID)
<xsd:complexType name="PartyPortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to represent a portfolio name for a particular party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has allocated
the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="portfolioName" type="PortfolioName" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.
Inherited element(s): (This definition inherits the content defined by the type TradeIdentifier)
linkId (zero or more occurrences; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type LinkId)
Attribute: id (xsd:ID)
Attribute: linkIdScheme (xsd:anyURI) - required
<xsd:complexType name="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining one or more trade identifiers allocated to the
trade by a party. A link identifier allows the trade to be
associated with other related trades, e.g. trades forming part of
a larger structured transaction. It is expected that for external
communication of trade there will be only one tradeId sent in the
document per party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeIdentifier">
<xsd:sequence>
<xsd:element name="linkId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A link identifier allowing the trade to be associated
with other related trades, e.g. the linkId may contain a
tradeId for an associated trade or several related trades
may be given the same linkId. 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:complexType>
<xsd:simpleContent>
<xsd:extension base="LinkId">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="linkIdScheme" use="required" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
partyReference (exactly one occurrence; of the type PartyReference)
trader (zero or more occurrences; of the type xsd:normalizedString)
<xsd:complexType name="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation>
A type defining additional information that may be recorded
against a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>
Identifies that party that has ownership of this information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trader" type="xsd:normalizedString" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation>
Identifies the person or persons who assumed the role of
trader for this trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type representing an arbitary grouping of trade references.
partyPortfolioName (zero or one occurrence; of the type PartyPortfolioName)
tradeId (zero or more occurrences; of the type TradeId)
portfolio (zero or more occurrences; of the type Portfolio)
Attribute: id (xsd:ID)
<xsd:complexType name="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type representing an arbitary grouping of trade references.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyPortfolioName" type="PartyPortfolioName" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the portfolio together with the party that gave
the name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeId" type="TradeId" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly other
portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
The data type used for portfolio names.
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: id (xsd:ID)
Attribute: portfolioNameScheme (xsd:anyURI)
<xsd:complexType name="PortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for portfolio names.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="portfolioNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a group of products making up a single trade.
Inherited element(s): (This definition inherits the content defined by the type Product)
premiumProductReference (zero or one occurrence; of the type ProductReference)
(one or more occurrences; of the type Product)
<xsd:complexType name="Strategy">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a group of products making up a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="premiumProductReference" type="ProductReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which product within a strategy represents the
premium payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type definiting an FpML trade.
tradeHeader (exactly one occurrence; of the type TradeHeader)
(exactly one occurrence; of the type Product)
otherPartyPayment (zero or more occurrences; of the type Payment)
brokerPartyReference (zero or more occurrences; of the type PartyReference)
calculationAgent (zero or one occurrence; of the type CalculationAgent)
calculationAgentBusinessCenter (zero or one occurrence; of the type BusinessCenter)
documentation (zero or one occurrence; of the type Documentation)
governingLaw (zero or one occurrence; of the type GoverningLaw)
Attribute: id (xsd:ID)
<xsd:complexType name="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type definiting an FpML trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeHeader" type="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information on the trade which is not product specific,
e.g. trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
<xsd:element name="otherPartyPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Other fees or additional payments associated with the trade,
e.g. broker commissions, where one or more of the parties
involved are not principal parties involved in the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="brokerPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation>
Identifies that party (or parties) that brokered this trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgent" type="CalculationAgent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent responsible for performing duties
associated with an optional early termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgentBusinessCenter" type="BusinessCenter" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city in which the office through which ISDA Calculation
Agent is acting for purposes of the transaction is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="documentation" type="Documentation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the definitions that govern the document and should
include the year and type of definitions referenced, along
with any relevant documentation (such as master agreement)
and the date it was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="governingLaw" type="GoverningLaw" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
The type used to define the trade date for a transaction.
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
Attribute: id (xsd:ID)
<xsd:complexType name="TradeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type used to define the trade date for a transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining trade related information which is not product specific.
partyTradeIdentifier (one or more occurrences; of the type PartyTradeIdentifier)
partyTradeInformation (zero or more occurrences; of the type PartyTradeInformation)
tradeDate (exactly one occurrence; of the type TradeDate)
<xsd:complexType name="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining trade related information which is not product
specific.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade reference identifier(s) allocated to the trade by
the parties involved.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partyTradeInformation" type="PartyTradeInformation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation>
Additional trade information that may be provided by each
involved party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeDate" type="TradeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A trade 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.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: tradeIdScheme (xsd:anyURI) - required
Attribute: id (xsd:ID)
<xsd:complexType name="TradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A trade 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="xsd:normalizedString">
<xsd:attribute name="tradeIdScheme" use="required" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a trade identifier issued by the indicated party.
partyReference (exactly one occurrence; of the type PartyReference)
tradeId (one or more occurrences; of the type TradeId)
Attribute: id (xsd:ID)
<xsd:complexType name="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a trade identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has allocated
the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeId" type="TradeId" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
The data type used for link identifiers.
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for link identifiers.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:include schemaLocation="fpml-msg-4-0.xsd"/>
<xsd:include schemaLocation="fpml-fx-4-0.xsd"/>
<xsd:include schemaLocation="fpml-ird-4-0.xsd"/>
<xsd:include schemaLocation="fpml-eqd-4-0.xsd"/>
<xsd:include schemaLocation="fpml-eqs-4-0.xsd"/>
<xsd:include schemaLocation="fpml-cd-4-0.xsd"/>
<xsd:attributeGroup name="StandardAttributes.atts">
<xsd:attribute name="version" use="required">
<xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="4-0"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:attribute>
</xsd:attributeGroup>
<xsd:element name="FpML" type="Document">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FpML element forms the root for any conforming FpML
instance document. The actual structure of the document is
determined by setting the 'type' attribute to an appropriate
derived subtype of the complex type Document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strategy" type="Strategy" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A strategy product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="DataDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a content model that is backwards compatible
with older FpML releases and which can be used to contain sets
of data without expressing any processing intention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Document">
<xsd:sequence>
<xsd:group ref="Validation.model"/>
<xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The root element in an FpML trade document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly
other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties obligated to make payments from time to
time during the term of the trade. This will include,
at a minimum, the principal parties involved in the
swap or forward rate agreement. Other parties paying or
receiving fees, commissions etc. must also be specified
if referenced in other party payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Document" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all FpML compliant messages
and documents must be derived.
</xsd:documentation>
</xsd:annotation>
<xsd:attributeGroup ref="StandardAttributes.atts"/>
</xsd:complexType>
<xsd:complexType name="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for party identifiers.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="partyIdScheme" default="http://www.fpml.org/ext/iso9362" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party identifier information.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyId" type="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A party identifier, e.g. a S.W.I.F.T. bank identifier code
(BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partyName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the party. A free format string. FpML does not
define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PartyPortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to represent a portfolio name for a particular party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has
allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="portfolioName" type="PortfolioName" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining one or more trade identifiers allocated to the
trade by a party. A link identifier allows the trade to be
associated with other related trades, e.g. trades forming part
of a larger structured transaction. It is expected that for
external communication of trade there will be only one tradeId
sent in the document per party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeIdentifier">
<xsd:sequence>
<xsd:element name="linkId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A link identifier allowing the trade to be associated
with other related trades, e.g. the linkId may contain
a tradeId for an associated trade or several related
trades may be given the same linkId. 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:complexType>
<xsd:simpleContent>
<xsd:extension base="LinkId">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="linkIdScheme" use="required" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type representing an arbitary grouping of trade references.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyPortfolioName" type="PartyPortfolioName" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the portfolio together with the party that gave
the name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeId" type="TradeId" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An arbitary grouping of trade references (and possibly
other portfolios).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PortfolioName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for portfolio names.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="portfolioNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Strategy">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a group of products making up a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="premiumProductReference" type="ProductReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates which product within a strategy represents
the premium payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A trade 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="xsd:normalizedString">
<xsd:attribute name="tradeIdScheme" use="required" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type definiting an FpML trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeHeader" type="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information on the trade which is not product specific,
e.g. trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
<xsd:element name="otherPartyPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Other fees or additional payments associated with the
trade, e.g. broker commissions, where one or more of the
parties involved are not principal parties involved in the
trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="brokerPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation>
Identifies that party (or parties) that brokered this
trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgent" type="CalculationAgent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent responsible for performing
duties associated with an optional early termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgentBusinessCenter" type="BusinessCenter" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city in which the office through which ISDA Calculation
Agent is acting for purposes of the transaction is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="documentation" type="Documentation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the definitions that govern the document and should
include the year and type of definitions referenced, along
with any relevant documentation (such as master agreement)
and the date it was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="governingLaw" type="GoverningLaw" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="TradeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type used to define the trade date for a transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining trade related information which is not product
specific.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade reference identifier(s) allocated to the trade by
the parties involved.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partyTradeInformation" type="PartyTradeInformation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation>
Additional trade information that may be provided by each
involved party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeDate" type="TradeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a trade identifier issued by the indicated
party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has
allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeId" type="TradeId" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:simpleType name="LinkId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for link identifiers.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType name="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation>
A type defining additional information that may be recorded
against a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>
Identifies that party that has ownership of this
information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trader" type="xsd:normalizedString" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation>
Identifies the person or persons who assumed the role of
trader for this trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:schema>