---

Contents

Global Elements

quotableFxSingleLeg

quotableProduct

Global Complex Types

AcceptQuote

BestFitTrade

CancelTradeConfirmation

CancelTradeMatch

ConfirmationCancelled

ConfirmTrade

ConversationId

Message

MessageHeader

MessageId

MessageRejected

ModifyTradeConfirmation

ModifyTradeMatch

NotificationMessage

NotificationMessageHeader

QuotableFXLeg

QuotableFXRate

QuotablePayment

QuotableProduct

QuoteAcceptanceConfirmed

QuoteAlreadyExpired

QuoteUpdated

Reason

RequestMessage

RequestMessageHeader

RequestQuote

RequestQuoteResponse

RequestTradeConfirmation

RequestTradeMatch

RequestTradeStatus

ResponseMessage

ResponseMessageHeader

TradeAffirmation

TradeAffirmed

TradeAlleged

TradeAlreadyMatched

TradeAlreadySubmitted

TradeAmended

TradeCancelled

TradeConfirmed

TradeCreated

TradeDifference

TradeMatched

TradeMismatched

TradeNotFound

TradeStatus

TradeStatusItem

TradeStatusValue

TradeUnmatched

Validation

Global Simple Types

ValidationRuleId

Schema Listing

---

Global Elements

quotableFxSingleLeg

Description:

Figure:

Contents:

Element quotableFxSingleLeg is defined by the complex type QuotableFXLeg

Used by:

Schema Fragment:

<xsd:element name="quotableFxSingleLeg" type="QuotableFXLeg"/>

---

quotableProduct

Description:

Figure:

Contents:

Element quotableProduct is defined by the complex type QuotableProduct

Used by:

• QuoteUpdated
• RequestQuote

Schema Fragment:

<xsd:element name="quotableProduct" type="QuotableProduct"/>

---

Global Complex Types

AcceptQuote

Description:

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

trade (one or more occurrences; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="AcceptQuote">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

BestFitTrade

Description:

Figure:

Contents:

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

differences (zero or more occurrences; of the type TradeDifference)

Used by:

• TradeMismatched/bestFitTrade

Schema Fragment:

<xsd:complexType name="BestFitTrade">
  <xsd:annotation>
    <xsd:documentation>
      A type used to record the differences between the current trade
      and another indicated trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="tradeIdentifier" type="TradeIdentifier">
      <xsd:annotation>
        <xsd:documentation>
          The identifier for the trade compared against.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="differences" type="TradeDifference" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          An optional set of detailed difference records.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

CancelTradeConfirmation

Description:

A type defining the content model for a message requesting that a previously requested TradeConfirmation process be cancelled.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

partyTradeIdentifier (exactly one occurrence; of the type PartyTradeIdentifier)

• The trade reference identifier(s) allocated to the trade by the parties involved.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="CancelTradeConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message requesting that a
      previously requested TradeConfirmation process be cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier">
          <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="party" type="Party">
          <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>

---

CancelTradeMatch

Description:

A type defining the content model for a message requesting that a previously requested TradeMatch process be cancelled.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

partyTradeIdentifier (exactly one occurrence; of the type PartyTradeIdentifier)

• The trade reference identifier(s) allocated to the trade by the parties involved.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="CancelTradeMatch">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message requesting that a
      previously requested TradeMatch process be cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier">
          <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="party" type="Party">
          <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>

---

ConfirmationCancelled

Description:

A type defining the content model for the message generated in reponse to a CancelConfirmation request under normal circumstances.

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="ConfirmationCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for the message generated in
      reponse to a CancelConfirmation request under normal
      circumstances.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party">
          <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>

---

ConfirmTrade

Description:

A type defining the content model for a message that indicates acceptance of a previously matched trade.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

partyTradeIdentifier (exactly one occurrence; of the type PartyTradeIdentifier)

• The trade reference identifier(s) allocated to the trade by the parties involved.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="ConfirmTrade">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message that indicates
      acceptance of a previously matched trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier">
          <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="party" type="Party">
          <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>

---

ConversationId

Description:

Figure:

Contents:

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

Attribute: conversationIdScheme (xsd:anyURI) - required

Used by:

• MessageHeader/conversationId
• NotificationMessageHeader/conversationId
• RequestMessageHeader/conversationId
• ResponseMessageHeader/conversationId

Schema Fragment:

<xsd:complexType name="ConversationId">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="conversationIdScheme" use="required" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

Message

Description:

A type defining the basic structure of all FpML messages which is refined by its derived types.

Figure:

Contents:

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

• The abstract base type from which all FpML compliant messages and documents must be derived.

header (exactly one occurrence; of the type MessageHeader)

• The generic definition of header in the Message type contains all the possible header information items and is specialised by restriction in derived classes.

validation (zero or more occurrences; of the type Validation)

Used by:

Extension of:

• Document

Derived Types:

• NotificationMessage
• RequestMessage
• ResponseMessage

Schema Fragment:

<xsd:complexType name="Message" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the basic structure of all FpML messages which is
      refined by its derived types.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Document">
      <xsd:sequence>
        <xsd:element name="header" type="MessageHeader">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The generic definition of header in the Message type
              contains all the possible header information items and is
              specialised by restriction in derived classes.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="Validation.model"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

MessageHeader

Description:

A type defining the content model for a generic message header that is refined by its derived classes.

Figure:

Contents:

conversationId (zero or one occurrence; of the type ConversationId)

• A unique identifier created by the initiator of a conversation allowing a group of message exchanges to be recognized as related.

messageId (exactly one occurrence; of the type MessageId)

• A unique identifier (within its coding scheme) assigned to the message by its creating party.

inReplyTo (zero or one occurrence; of the type MessageId)

• A copy of the unique message identifier (within it own coding scheme) to which this message is responding.

sentBy (exactly one occurrence; of the type PartyId)

• The unique identifier (within its coding scheme) for the originator of a message instance.

sendTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within its coding scheme) indicating an intended recipent of a message.

copyTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.

creationTimestamp (exactly one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance was created.

expiryTimestamp (zero or one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance will be considered expired.

(zero or more occurrences; defined in an imported schema)

Used by:

• Message/header

Derived Types:

• NotificationMessageHeader
• RequestMessageHeader
• ResponseMessageHeader

Schema Fragment:

<xsd:complexType name="MessageHeader">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a generic message header
      that is refined by its derived classes.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A unique identifier created by the initiator of a
          conversation allowing a group of message exchanges to be
          recognized as related.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="messageId" type="MessageId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A unique identifier (within its coding scheme) assigned to
          the message by its creating party.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="inReplyTo" type="MessageId" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A copy of the unique message identifier (within it own coding
          scheme) to which this message is responding.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="sentBy" type="PartyId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The unique identifier (within its coding scheme) for the
          originator of a message instance.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A unique identifier (within its coding scheme) indicating an
          intended recipent of a message.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A unique identifier (within the specified coding scheme)
          giving the details of some party to whom a copy of this
          message will be sent for reference.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="creationTimestamp" type="xsd:dateTime">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date and time (on the source system) when this message
          instance was created.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date and time (on the source system) when this message
          instance will be considered expired.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

---

MessageId

Description:

The data type use for message identifiers.

Figure:

Contents:

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

Attribute: messageIdScheme (xsd:anyURI) - required

Used by:

• MessageHeader/inReplyTo
• MessageHeader/messageId
• NotificationMessageHeader/inReplyTo
• NotificationMessageHeader/messageId
• RequestMessageHeader/messageId
• ResponseMessageHeader/inReplyTo
• ResponseMessageHeader/messageId

Schema Fragment:

<xsd:complexType name="MessageId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type use for message identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="messageIdScheme" use="required" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

MessageRejected

Description:

A type defining the content for a standard message sent when a recipient cannot interpret or process an earlier message.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

reason (one or more occurrences; of the type Reason)

• An instance of the Reason type used to record the nature of any errors associated with a message.

additionalData (zero or one occurrence; of the type xsd:string)

• Any string of additional data that may help the message processor, for example in a rejection message this might contain the text of the original request (within a CDATA section).

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="MessageRejected">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content for a standard message sent when a
      recipient cannot interpret or process an earlier message.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="reason" type="Reason" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of the Reason type used to record the nature
              of any errors associated with a message.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="additionalData" type="xsd:string" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Any string of additional data that may help the message
              processor, for example in a rejection message this might
              contain the text of the original request (within a CDATA
              section).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ModifyTradeConfirmation

Description:

A type defining the content model for a message requesting that the details of a trade previously sent for confirmation be changed.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

trade (exactly one occurrence; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="ModifyTradeConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message requesting that
      the details of a trade previously sent for confirmation be
      changed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" 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>

---

ModifyTradeMatch

Description:

A type defining the content of a message requesting that the details of a trade previously sent for matching be modified.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

trade (exactly one occurrence; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="ModifyTradeMatch">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content of a message requesting that the
      details of a trade previously sent for matching be modified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" 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>

---

NotificationMessage

Description:

A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Message)

header (exactly one occurrence; of the type NotificationMessageHeader)

• Overrides the definition of header in the Message type to make it specific to NotificationMessage instances.

validation (zero or more occurrences; of the type Validation)

Used by:

Restriction of:

• Message

Derived Types:

• MessageRejected
• TradeAffirmation
• TradeAlleged
• TradeAmended
• TradeCancelled
• TradeConfirmed
• TradeCreated
• TradeMatched
• TradeMismatched
• TradeUnmatched

Schema Fragment:

<xsd:complexType name="NotificationMessage">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the basic content for a message sent to inform
      another system that some 'business event' has occured.
      Notifications are not expected to be replied to.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:restriction base="Message">
      <xsd:sequence>
        <xsd:element name="header" type="NotificationMessageHeader">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Overrides the definition of header in the Message type to
              make it specific to NotificationMessage instances.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="Validation.model"/>
      </xsd:sequence>
      <xsd:attributeGroup ref="StandardAttributes.atts"/>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

NotificationMessageHeader

Description:

A type that refines the generic message header to match the requirements of a NotificationMessage.

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type MessageHeader)

conversationId (zero or one occurrence; of the type ConversationId)

• A unique identifier created by the initiator of a conversation allowing a group of message exchanges to be recognized as related.

messageId (exactly one occurrence; of the type MessageId)

• A unique identifier (within its coding scheme) assigned to the message by its creating party.

inReplyTo (zero or one occurrence; of the type MessageId)

• A copy of the unique message identifier (within it own coding scheme) to which this message is responding.

sentBy (exactly one occurrence; of the type PartyId)

• The unique identifier (within its coding scheme) for the originator of a message instance.

sendTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within its coding scheme) indicating an intended recipent of a message.

copyTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.

creationTimestamp (exactly one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance was created.

expiryTimestamp (zero or one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance will be considered expired.

(zero or more occurrences; defined in an imported schema)

Used by:

• NotificationMessage/header

Restriction of:

• MessageHeader

Schema Fragment:

<xsd:complexType name="NotificationMessageHeader">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that refines the generic message header to match the
      requirements of a NotificationMessage.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:restriction base="MessageHeader">
      <xsd:sequence>
        <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier created by the initiator of a
              conversation allowing a group of message exchanges to be
              recognized as related.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="messageId" type="MessageId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within its coding scheme) assigned
              to the message by its creating party.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="inReplyTo" type="MessageId" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A copy of the unique message identifier (within it own
              coding scheme) to which this message is responding.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="sentBy" type="PartyId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The unique identifier (within its coding scheme) for the
              originator of a message instance.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within its coding scheme) indicating
              an intended recipent of a message.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within the specified coding scheme)
              giving the details of some party to whom a copy of this
              message will be sent for reference.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="creationTimestamp" type="xsd:dateTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time (on the source system) when this
              message instance was created.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time (on the source system) when this
              message instance will be considered expired.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

QuotableFXLeg

Description:

Figure:

Contents:

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

exchangedCurrency (zero or one occurrence; of the type QuotablePayment)

exchangeRate (exactly one occurrence; of the type QuotableFXRate)

nonDeliverableForward (zero or one occurrence; of the type FXCashSettlement)

• Used to describe a particular type of FX forward transaction that is settled in a single currency.

Used by:

Extension of:

• QuotableProduct

Schema Fragment:

<xsd:complexType name="QuotableFXLeg">
  <xsd:annotation>
    <xsd:documentation>
      A type that represents a single exchange of one currency for
      another that may be quoted on. The definition allows currency
      amounts to be absent and does not include an exchange rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="QuotableProduct">
      <xsd:sequence>
        <xsd:element name="exchangedCurrency" type="QuotablePayment" minOccurs="0"/>
        <xsd:element name="exchangeRate" type="QuotableFXRate"/>
        <xsd:element name="nonDeliverableForward" type="FXCashSettlement" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Used to describe a particular type of FX forward
              transaction that is settled in a single currency.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

QuotableFXRate

Description:

Figure:

Contents:

quotedCurrencyPair (exactly one occurrence; of the type QuotedCurrencyPair)

Used by:

• QuotableFXLeg/exchangeRate

Schema Fragment:

<xsd:complexType name="QuotableFXRate">
  <xsd:sequence>
    <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
  </xsd:sequence>
</xsd:complexType>

---

QuotablePayment

Description:

A type for defining payments

Figure:

Contents:

payerPartyReference (zero or one occurrence; with locally defined content) ...

Attribute: href (xsd:IDREF) - required

• A pointer style reference to a party identifier defined elsewhere in the document.

receiverPartyReference (zero or one occurrence; with locally defined content) ...

Attribute: href (xsd:IDREF) - required

• A pointer style reference to a party identifier defined elsewhere in the document.

paymentAmount (exactly one occurrence; of the type Money)

• The currency amount of the payment.

paymentDate (zero or one occurrence; of the type AdjustableDate)

• The payment date. This date is subject to adjustment in accordance with any applicable business day convention.

Used by:

• QuotableFXLeg/exchangedCurrency

Schema Fragment:

<xsd:complexType name="QuotablePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining payments
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="payerPartyReference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="receiverPartyReference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="paymentAmount" type="Money">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The currency amount of the payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The payment date. This date is subject to adjustment in
          accordance with any applicable business day convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

QuotableProduct

Description:

Figure:

Contents:

productType (zero or one occurrence; of the type ProductType)

productId (zero or more occurrences; of the type ProductId)

Used by:

Derived Types:

• QuotableFXLeg

Schema Fragment:

<xsd:complexType name="QuotableProduct">
  <xsd:annotation>
    <xsd:documentation>
      The abstract base class for all product definitions for pre-trade
      quotation
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="productType" type="ProductType" minOccurs="0"/>
    <xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

---

QuoteAcceptanceConfirmed

Description:

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

trade (one or more occurrences; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="QuoteAcceptanceConfirmed">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

QuoteAlreadyExpired

Description:

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="QuoteAlreadyExpired">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

QuoteUpdated

Description:

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

(one or more occurrences; of the type QuotableProduct)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="QuoteUpdated">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Reason

Description:

A type defining a content model for describing the nature and possible location of a error within a previous message.

Figure:

Contents:

reasonCode (exactly one occurrence; of the type xsd:token)

• A machine interpretable error code.

location (zero or one occurrence; with locally defined content) ...

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

Attribute: locationType (xsd:normalizedString)

description (zero or one occurrence; of the type xsd:string)

validationRuleId (zero or one occurrence; with locally defined content) ...

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

Attribute: validationScheme (xsd:anyURI)

additionalData (zero or more occurrences; with locally defined content) ...

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

Attribute: additionalDataType (xsd:normalizedString)

Used by:

• MessageRejected/reason

Schema Fragment:

<xsd:complexType name="Reason">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a content model for describing the nature and
      possible location of a error within a previous message.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="reasonCode" type="xsd:token">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A machine interpretable error code.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="location" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          An value indicating the location of the problem within the
          subject message.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="locationType" type="xsd:normalizedString"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="description" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Plain English text describing the associated error condition
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="validationRuleId" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          A reference identifying a rule within a validation scheme
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="ValidationRuleId">
            <xsd:attribute name="validationScheme" type="xsd:anyURI"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="additionalData" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Any string of additional data that may help the message
          processor, for example in a rejection message this might
          contain the text of the original request (within a CDATA
          section).
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="additionalDataType" type="xsd:normalizedString"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

RequestMessage

Description:

A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Message)

header (exactly one occurrence; of the type RequestMessageHeader)

• Overrides the definition of header in the Message type to make it specific to RequestMessage instances.

validation (zero or more occurrences; of the type Validation)

Used by:

Restriction of:

• Message

Derived Types:

• CancelTradeConfirmation
• CancelTradeMatch
• ConfirmTrade
• ModifyTradeConfirmation
• ModifyTradeMatch
• RequestQuote
• RequestTradeConfirmation
• RequestTradeMatch
• RequestTradeStatus

Schema Fragment:

<xsd:complexType name="RequestMessage" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the basic content of a message that requests the
      receiver to perform some business operation determined by the
      message type and its content.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:restriction base="Message">
      <xsd:sequence>
        <xsd:element name="header" type="RequestMessageHeader">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Overrides the definition of header in the Message type to
              make it specific to RequestMessage instances.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="Validation.model"/>
      </xsd:sequence>
      <xsd:attributeGroup ref="StandardAttributes.atts"/>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

RequestMessageHeader

Description:

A type refining the generic message header content to make it specific to request messages.

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type MessageHeader)

conversationId (zero or one occurrence; of the type ConversationId)

• A unique identifier created by the initiator of a conversation allowing a group of message exchanges to be recognized as related.

messageId (exactly one occurrence; of the type MessageId)

• A unique identifier (within its coding scheme) assigned to the message by its creating party.

sentBy (exactly one occurrence; of the type PartyId)

• The unique identifier (within its coding scheme) for the originator of a message instance.

sendTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within its coding scheme) indicating an intended recipent of a message.

copyTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.

creationTimestamp (exactly one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance was created.

expiryTimestamp (zero or one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance will be considered expired.

(zero or more occurrences; defined in an imported schema)

Used by:

• RequestMessage/header

Restriction of:

• MessageHeader

Schema Fragment:

<xsd:complexType name="RequestMessageHeader">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type refining the generic message header content to make it
      specific to request messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:restriction base="MessageHeader">
      <xsd:sequence>
        <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier created by the initiator of a
              conversation allowing a group of message exchanges to be
              recognized as related.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="messageId" type="MessageId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within its coding scheme) assigned
              to the message by its creating party.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="sentBy" type="PartyId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The unique identifier (within its coding scheme) for the
              originator of a message instance.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within its coding scheme) indicating
              an intended recipent of a message.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within the specified coding scheme)
              giving the details of some party to whom a copy of this
              message will be sent for reference.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="creationTimestamp" type="xsd:dateTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time (on the source system) when this
              message instance was created.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time (on the source system) when this
              message instance will be considered expired.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

RequestQuote

Description:

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

(one or more occurrences; of the type QuotableProduct)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestQuote">
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestQuoteResponse

Description:

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

(one or more occurrences; of the type Product)

• An abstract element used as a place holder for the substituting product elements.

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="RequestQuoteResponse">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element ref="product" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestTradeConfirmation

Description:

A type defining the content model for a message requesting that the contained trade be put forward for matching and confirmation.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

trade (exactly one occurrence; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestTradeConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message requesting that
      the contained trade be put forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" 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>

---

RequestTradeMatch

Description:

A type defining the content model for a message requesting that the contained trade be put forward for matching.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

trade (exactly one occurrence; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestTradeMatch">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message requesting that
      the contained trade be put forward for matching.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" 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>

---

RequestTradeStatus

Description:

A type defining the content model for a message allowing one party to query the status of one or many trades previously sent to another party.

Figure:

Contents:

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

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

tradeIdentifier (one or more occurrences; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestTradeStatus">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message allowing one
      party to query the status of one or many trades previously sent
      to another party.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" 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>

---

ResponseMessage

Description:

A type refining the generic message content model to make it specific to response messages.

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Message)

header (exactly one occurrence; of the type ResponseMessageHeader)

• Overrides the definition of header in the Message type to make it specific to ResponseMessage instances.

validation (zero or more occurrences; of the type Validation)

Used by:

Restriction of:

• Message

Derived Types:

• AcceptQuote
• ConfirmationCancelled
• QuoteAcceptanceConfirmed
• QuoteAlreadyExpired
• QuoteUpdated
• RequestQuoteResponse
• TradeAffirmed
• TradeAlreadyMatched
• TradeAlreadySubmitted
• TradeNotFound
• TradeStatus

Schema Fragment:

<xsd:complexType name="ResponseMessage">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type refining the generic message content model to make it
      specific to response messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:restriction base="Message">
      <xsd:sequence>
        <xsd:element name="header" type="ResponseMessageHeader">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Overrides the definition of header in the Message type to
              make it specific to ResponseMessage instances.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="Validation.model"/>
      </xsd:sequence>
      <xsd:attributeGroup ref="StandardAttributes.atts"/>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

ResponseMessageHeader

Description:

A type refining the generic message header to make it specific to response messages.

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type MessageHeader)

conversationId (zero or one occurrence; of the type ConversationId)

• A unique identifier created by the initiator of a conversation allowing a group of message exchanges to be recognized as related.

messageId (exactly one occurrence; of the type MessageId)

• A unique identifier (within its coding scheme) assigned to the message by its creating party.

inReplyTo (exactly one occurrence; of the type MessageId)

• A copy of the unique message identifier (within it own coding scheme) to which this message is responding.

sentBy (exactly one occurrence; of the type PartyId)

• The unique identifier (within its coding scheme) for the originator of a message instance.

sendTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within its coding scheme) indicating an intended recipent of a message.

copyTo (zero or more occurrences; of the type PartyId)

• A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.

creationTimestamp (exactly one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance was created.

expiryTimestamp (zero or one occurrence; of the type xsd:dateTime)

• The date and time (on the source system) when this message instance will be considered expired.

(zero or more occurrences; defined in an imported schema)

Used by:

• ResponseMessage/header

Restriction of:

• MessageHeader

Schema Fragment:

<xsd:complexType name="ResponseMessageHeader">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type refining the generic message header to make it specific to
      response messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:restriction base="MessageHeader">
      <xsd:sequence>
        <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier created by the initiator of a
              conversation allowing a group of message exchanges to be
              recognized as related.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="messageId" type="MessageId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within its coding scheme) assigned
              to the message by its creating party.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="inReplyTo" type="MessageId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A copy of the unique message identifier (within it own
              coding scheme) to which this message is responding.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="sentBy" type="PartyId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The unique identifier (within its coding scheme) for the
              originator of a message instance.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within its coding scheme) indicating
              an intended recipent of a message.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier (within the specified coding scheme)
              giving the details of some party to whom a copy of this
              message will be sent for reference.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="creationTimestamp" type="xsd:dateTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time (on the source system) when this
              message instance was created.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time (on the source system) when this
              message instance will be considered expired.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAffirmation

Description:

A type defining the content model for a message that indicates that a trade is considered affirmed by the sender.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (exactly one occurrence; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeAffirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message that indicates
      that a trade is considered affirmed by the sender.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" 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>

---

TradeAffirmed

Description:

A type defining the content model for a message generated when a party confirms that a trade is affirmed.

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

tradeIdentifier (one or more occurrences; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeAffirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message generated when a
      party confirms that a trade is affirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" 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>

---

TradeAlleged

Description:

A type defining the content model for a message sent by a confirmation provider when it believes that one party has been tardy in providing its side of a transaction.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

bestFitTradeId (zero or more occurrences; of the type TradeIdentifier)

• A trade identifier for a transaction that closely resembles the characteristics of the trade under consideration.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeAlleged">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message sent by a
      confirmation provider when it believes that one party has been
      tardy in providing its side of a transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="bestFitTradeId" type="TradeIdentifier" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A trade identifier for a transaction that closely
              resembles the characteristics of the trade under
              consideration.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" 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>

---

TradeAlreadyMatched

Description:

A type defining the content model for a message sent by a confirmation provider when it believes that one party has repeated a request to confirm a trade.

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeAlreadyMatched">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message sent by a
      confirmation provider when it believes that one party has
      repeated a request to confirm a trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party">
          <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>

---

TradeAlreadySubmitted

Description:

A type defining the content model for a message sent by a confirmation provider when it believes that one party has repeated a request to confirm a trade.

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeAlreadySubmitted">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message sent by a
      confirmation provider when it believes that one party has
      repeated a request to confirm a trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party">
          <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>

---

TradeAmended

Description:

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (exactly one occurrence; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeAmended">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeCancelled

Description:

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

tradeIdentifier (one or more occurrences; of the type TradeIdentifier)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeCancelled">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeConfirmed

Description:

A type defining the content model of a message generated when a trade is determined to be confirmed.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (exactly one occurrence; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model of a message generated when a
      trade is determined to be confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" 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>

---

TradeCreated

Description:

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (exactly one occurrence; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeCreated">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeDifference

Description:

Figure:

Contents:

differenceType (exactly one occurrence; of the type DifferenceTypeEnum)

differenceSeverity (exactly one occurrence; of the type DifferenceSeverityEnum)

element (exactly one occurrence; of the type xsd:string)

basePath (zero or one occurrence; of the type xsd:string)

baseValue (zero or one occurrence; of the type xsd:string)

otherPath (zero or one occurrence; of the type xsd:string)

otherValue (zero or one occurrence; of the type xsd:string)

missingElement (zero or more occurrences; of the type xsd:string)

extraElement (zero or more occurrences; of the type xsd:string)

message (exactly one occurrence; of the type xsd:string)

Used by:

• BestFitTrade/differences
• TradeMatched/differences

Schema Fragment:

<xsd:complexType name="TradeDifference">
  <xsd:annotation>
    <xsd:documentation>
      A type used to record the details of a difference between two
      business objects/
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="differenceType" type="DifferenceTypeEnum">
      <xsd:annotation>
        <xsd:documentation>
          The type of difference that exists.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="differenceSeverity" type="DifferenceSeverityEnum">
      <xsd:annotation>
        <xsd:documentation>
          An indication of the severity of the difference.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="element" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation>
          The name of the element affected.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="basePath" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          XPath to the element in the base object.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="baseValue" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          The valie of the element in the base object.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="otherPath" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          XPath to the element in the other object.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="otherValue" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Value of the element in the other trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="missingElement" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Element(s) that are missing in the other trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="extraElement" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Element(s) that are extraneous in the other object.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="message" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation>
          A human readable description of the problem.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

TradeMatched

Description:

A type defining the content model for a message indicating that a correlation has been made between two transactions.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

tradeIdentifier (one or more occurrences; of the type TradeIdentifier)

• An instance of a unique trade identifier.

differences (zero or more occurrences; of the type TradeDifference)

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeMatched">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message indicating that a
      correlation has been made between two transactions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="differences" type="TradeDifference" minOccurs="0" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" 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>

---

TradeMismatched

Description:

A type defining the content model of a message generated when a trade is determined to be mismatched.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

bestFitTrade (zero or more occurrences; of the type BestFitTrade)

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeMismatched">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model of a message generated when a
      trade is determined to be mismatched.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="bestFitTrade" type="BestFitTrade" minOccurs="0" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" 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>

---

TradeNotFound

Description:

A type defining the content model of a response message generated when an operation as requested on a trade unknown to the service.

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurrence; of the type Party)

• 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.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeNotFound">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model of a response message generated
      when an operation as requested on a trade unknown to the service.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party">
          <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>

---

TradeStatus

Description:

A type defining the content model for a message normally generated in response to a RequestTradeStatus request.

Figure:

Contents:

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

• A type refining the generic message content model to make it specific to response messages.

tradeStatusItem (one or more occurrences; of the type TradeStatusItem)

• A collection of data values describing the state of the given trade.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeStatus">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model for a message normally
      generated in response to a RequestTradeStatus request.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="tradeStatusItem" type="TradeStatusItem" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A collection of data values describing the state of the
              given trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" 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>

---

TradeStatusItem

Description:

A type used in trade status enquiry messages which relates a trade identifier to its current status value.

Figure:

Contents:

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

tradeStatusValue (exactly one occurrence; of the type TradeStatusValue)

• The trade status value.

Used by:

• TradeStatus/tradeStatusItem

Schema Fragment:

<xsd:complexType name="TradeStatusItem">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type used in trade status enquiry messages which relates a
      trade identifier to its current status value.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="tradeIdentifier" type="TradeIdentifier">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An instance of a unique trade identifier.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="tradeStatusValue" type="TradeStatusValue">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The trade status value.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

TradeStatusValue

Description:

The type used to hold TradeStatusScheme values.

Figure:

Contents:

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

Attribute: tradeStatusScheme (xsd:anyURI)

Used by:

• TradeStatusItem/tradeStatusValue

Schema Fragment:

<xsd:complexType name="TradeStatusValue">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The type used to hold TradeStatusScheme values.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="tradeStatusScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

TradeUnmatched

Description:

A type defining the content model of a message generated when a trade is determined to be unmatched.

Figure:

Contents:

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

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

tradeIdentifier (exactly one occurrence; of the type TradeIdentifier)

• An instance of a unique trade identifier.

bestFitTradeId (zero or more occurrences; of the type TradeIdentifier)

• A trade identifier for a transaction that closely resembles the characteristics of the trade under consideration.

party (one or more occurrences; of the type Party)

• 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.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeUnmatched">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the content model of a message generated when a
      trade is determined to be unmatched.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An instance of a unique trade identifier.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="bestFitTradeId" type="TradeIdentifier" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A trade identifier for a transaction that closely
              resembles the characteristics of the trade under
              consideration.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" 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>

---

Validation

Description:

Figure:

Contents:

Attribute: validationScheme (xsd:anyURI) - required

Used by:

Schema Fragment:

<xsd:complexType name="Validation">
  <xsd:attribute name="validationScheme" use="required" type="xsd:anyURI"/>
</xsd:complexType>

---

Global Simple Types

ValidationRuleId

Description:

Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:string)

Used by:

• Reason

Schema Fragment:

<xsd:simpleType name="ValidationRuleId">
  <xsd:restriction base="xsd:string"/>
</xsd:simpleType>

---

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:import namespace="http://www.w3.org/2000/09/xmldsig#" schemaLocation="xmldsig-core-schema.xsd"/>
  <xsd:complexType name="ConversationId">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="conversationIdScheme" use="required" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="Message" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the basic structure of all FpML messages which
        is refined by its derived types.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Document">
        <xsd:sequence>
          <xsd:element name="header" type="MessageHeader">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The generic definition of header in the Message type
                contains all the possible header information items and
                is specialised by restriction in derived classes.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="Validation.model"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="MessageId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type use for message identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="messageIdScheme" use="required" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="MessageHeader">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a generic message header
        that is refined by its derived classes.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A unique identifier created by the initiator of a
            conversation allowing a group of message exchanges to be
            recognized as related.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="messageId" type="MessageId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A unique identifier (within its coding scheme) assigned to
            the message by its creating party.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="inReplyTo" type="MessageId" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A copy of the unique message identifier (within it own
            coding scheme) to which this message is responding.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="sentBy" type="PartyId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The unique identifier (within its coding scheme) for the
            originator of a message instance.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A unique identifier (within its coding scheme) indicating
            an intended recipent of a message.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A unique identifier (within the specified coding scheme)
            giving the details of some party to whom a copy of this
            message will be sent for reference.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="creationTimestamp" type="xsd:dateTime">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date and time (on the source system) when this message
            instance was created.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date and time (on the source system) when this message
            instance will be considered expired.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="MessageRejected">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content for a standard message sent when a
        recipient cannot interpret or process an earlier message.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="reason" type="Reason" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of the Reason type used to record the
                nature of any errors associated with a message.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="additionalData" type="xsd:string" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Any string of additional data that may help the message
                processor, for example in a rejection message this
                might contain the text of the original request (within
                a CDATA section).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ModifyTradeConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message requesting that
        the details of a trade previously sent for confirmation be
        changed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" 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="ModifyTradeMatch">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content of a message requesting that the
        details of a trade previously sent for matching be modified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" 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="NotificationMessage">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the basic content for a message sent to inform
        another system that some 'business event' has occured.
        Notifications are not expected to be replied to.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:restriction base="Message">
        <xsd:sequence>
          <xsd:element name="header" type="NotificationMessageHeader">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Overrides the definition of header in the Message type
                to make it specific to NotificationMessage instances.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="Validation.model"/>
        </xsd:sequence>
        <xsd:attributeGroup ref="StandardAttributes.atts"/>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NotificationMessageHeader">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that refines the generic message header to match the
        requirements of a NotificationMessage.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:restriction base="MessageHeader">
        <xsd:sequence>
          <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier created by the initiator of a
                conversation allowing a group of message exchanges to
                be recognized as related.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="messageId" type="MessageId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within its coding scheme) assigned
                to the message by its creating party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="inReplyTo" type="MessageId" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A copy of the unique message identifier (within it own
                coding scheme) to which this message is responding.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sentBy" type="PartyId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The unique identifier (within its coding scheme) for
                the originator of a message instance.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within its coding scheme)
                indicating an intended recipent of a message.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within the specified coding
                scheme) giving the details of some party to whom a copy
                of this message will be sent for reference.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="creationTimestamp" type="xsd:dateTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time (on the source system) when this
                message instance was created.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time (on the source system) when this
                message instance will be considered expired.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Reason">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a content model for describing the nature and
        possible location of a error within a previous message.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="reasonCode" type="xsd:token">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A machine interpretable error code.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="location" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            An value indicating the location of the problem within the
            subject message.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="locationType" type="xsd:normalizedString"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="description" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Plain English text describing the associated error
            condition
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="validationRuleId" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            A reference identifying a rule within a validation scheme
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="ValidationRuleId">
              <xsd:attribute name="validationScheme" type="xsd:anyURI"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="additionalData" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Any string of additional data that may help the message
            processor, for example in a rejection message this might
            contain the text of the original request (within a CDATA
            section).
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="additionalDataType" type="xsd:normalizedString"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ResponseMessage">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type refining the generic message content model to make it
        specific to response messages.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:restriction base="Message">
        <xsd:sequence>
          <xsd:element name="header" type="ResponseMessageHeader">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Overrides the definition of header in the Message type
                to make it specific to ResponseMessage instances.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="Validation.model"/>
        </xsd:sequence>
        <xsd:attributeGroup ref="StandardAttributes.atts"/>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ResponseMessageHeader">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type refining the generic message header to make it specific
        to response messages.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:restriction base="MessageHeader">
        <xsd:sequence>
          <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier created by the initiator of a
                conversation allowing a group of message exchanges to
                be recognized as related.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="messageId" type="MessageId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within its coding scheme) assigned
                to the message by its creating party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="inReplyTo" type="MessageId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A copy of the unique message identifier (within it own
                coding scheme) to which this message is responding.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sentBy" type="PartyId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The unique identifier (within its coding scheme) for
                the originator of a message instance.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within its coding scheme)
                indicating an intended recipent of a message.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within the specified coding
                scheme) giving the details of some party to whom a copy
                of this message will be sent for reference.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="creationTimestamp" type="xsd:dateTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time (on the source system) when this
                message instance was created.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time (on the source system) when this
                message instance will be considered expired.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestMessage" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the basic content of a message that requests
        the receiver to perform some business operation determined by
        the message type and its content.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:restriction base="Message">
        <xsd:sequence>
          <xsd:element name="header" type="RequestMessageHeader">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Overrides the definition of header in the Message type
                to make it specific to RequestMessage instances.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="Validation.model"/>
        </xsd:sequence>
        <xsd:attributeGroup ref="StandardAttributes.atts"/>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestMessageHeader">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type refining the generic message header content to make it
        specific to request messages.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:restriction base="MessageHeader">
        <xsd:sequence>
          <xsd:element name="conversationId" type="ConversationId" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier created by the initiator of a
                conversation allowing a group of message exchanges to
                be recognized as related.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="messageId" type="MessageId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within its coding scheme) assigned
                to the message by its creating party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sentBy" type="PartyId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The unique identifier (within its coding scheme) for
                the originator of a message instance.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="sendTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within its coding scheme)
                indicating an intended recipent of a message.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="copyTo" type="PartyId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier (within the specified coding
                scheme) giving the details of some party to whom a copy
                of this message will be sent for reference.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="creationTimestamp" type="xsd:dateTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time (on the source system) when this
                message instance was created.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expiryTimestamp" type="xsd:dateTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time (on the source system) when this
                message instance will be considered expired.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="dsig:Signature" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestTradeConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message requesting that
        the contained trade be put forward for matching and
        confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" 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="RequestTradeMatch">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message requesting that
        the contained trade be put forward for matching.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" 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="RequestTradeStatus">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message allowing one
        party to query the status of one or many trades previously sent
        to another party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" 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="TradeAffirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message that indicates
        that a trade is considered affirmed by the sender.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" 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="TradeAffirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message generated when
        a party confirms that a trade is affirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" 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="TradeAlleged">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message sent by a
        confirmation provider when it believes that one party has been
        tardy in providing its side of a transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="bestFitTradeId" type="TradeIdentifier" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A trade identifier for a transaction that closely
                resembles the characteristics of the trade under
                consideration.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" 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="TradeAlreadyMatched">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message sent by a
        confirmation provider when it believes that one party has
        repeated a request to confirm a trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party">
            <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="TradeAlreadySubmitted">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message sent by a
        confirmation provider when it believes that one party has
        repeated a request to confirm a trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party">
            <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="TradeConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model of a message generated when a
        trade is determined to be confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" 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="TradeDifference">
    <xsd:annotation>
      <xsd:documentation>
        A type used to record the details of a difference between two
        business objects/
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="differenceType" type="DifferenceTypeEnum">
        <xsd:annotation>
          <xsd:documentation>
            The type of difference that exists.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="differenceSeverity" type="DifferenceSeverityEnum">
        <xsd:annotation>
          <xsd:documentation>
            An indication of the severity of the difference.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="element" type="xsd:string">
        <xsd:annotation>
          <xsd:documentation>
            The name of the element affected.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="basePath" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            XPath to the element in the base object.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="baseValue" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            The valie of the element in the base object.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="otherPath" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            XPath to the element in the other object.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="otherValue" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Value of the element in the other trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="missingElement" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Element(s) that are missing in the other trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="extraElement" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Element(s) that are extraneous in the other object.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="message" type="xsd:string">
        <xsd:annotation>
          <xsd:documentation>
            A human readable description of the problem.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeMatched">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message indicating that
        a correlation has been made between two transactions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="differences" type="TradeDifference" minOccurs="0" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" 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="TradeMismatched">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model of a message generated when a
        trade is determined to be mismatched.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="bestFitTrade" type="BestFitTrade" minOccurs="0" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" 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="TradeNotFound">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model of a response message
        generated when an operation as requested on a trade unknown to
        the service.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party">
            <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="TradeStatus">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message normally
        generated in response to a RequestTradeStatus request.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="tradeStatusItem" type="TradeStatusItem" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A collection of data values describing the state of the
                given trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" 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="TradeStatusItem">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type used in trade status enquiry messages which relates a
        trade identifier to its current status value.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="tradeIdentifier" type="TradeIdentifier">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An instance of a unique trade identifier.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tradeStatusValue" type="TradeStatusValue">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade status value.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeStatusValue">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type used to hold TradeStatusScheme values.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="tradeStatusScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="TradeUnmatched">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model of a message generated when a
        trade is determined to be unmatched.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="bestFitTradeId" type="TradeIdentifier" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A trade identifier for a transaction that closely
                resembles the characteristics of the trade under
                consideration.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" 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="Validation">
    <xsd:attribute name="validationScheme" use="required" type="xsd:anyURI"/>
  </xsd:complexType>
  <xsd:complexType name="BestFitTrade">
    <xsd:annotation>
      <xsd:documentation>
        A type used to record the differences between the current trade
        and another indicated trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="tradeIdentifier" type="TradeIdentifier">
        <xsd:annotation>
          <xsd:documentation>
            The identifier for the trade compared against.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="differences" type="TradeDifference" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            An optional set of detailed difference records.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="CancelTradeMatch">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message requesting that
        a previously requested TradeMatch process be cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier">
            <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="party" type="Party">
            <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="CancelTradeConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message requesting that
        a previously requested TradeConfirmation process be cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier">
            <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="party" type="Party">
            <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="ConfirmationCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for the message generated in
        reponse to a CancelConfirmation request under normal
        circumstances.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An instance of a unique trade identifier.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party">
            <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="ConfirmTrade">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the content model for a message that indicates
        acceptance of a previously matched trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier">
            <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="party" type="Party">
            <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="QuotablePayment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining payments
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="payerPartyReference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="receiverPartyReference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="paymentAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The currency amount of the payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The payment date. This date is subject to adjustment in
            accordance with any applicable business day convention.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="QuotableProduct">
    <xsd:annotation>
      <xsd:documentation>
        The abstract base class for all product definitions for
        pre-trade quotation
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="productType" type="ProductType" minOccurs="0"/>
      <xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="quotableProduct" type="QuotableProduct"/>
  <xsd:element name="quotableFxSingleLeg" type="QuotableFXLeg"/>
  <xsd:complexType name="QuotableFXRate">
    <xsd:sequence>
      <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeCreated">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmended">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCancelled">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuotableFXLeg">
    <xsd:annotation>
      <xsd:documentation>
        A type that represents a single exchange of one currency for
        another that may be quoted on. The definition allows currency
        amounts to be absent and does not include an exchange rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="QuotableProduct">
        <xsd:sequence>
          <xsd:element name="exchangedCurrency" type="QuotablePayment" minOccurs="0"/>
          <xsd:element name="exchangeRate" type="QuotableFXRate"/>
          <xsd:element name="nonDeliverableForward" type="FXCashSettlement" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Used to describe a particular type of FX forward
                transaction that is settled in a single currency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestQuote">
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestQuoteResponse">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element ref="product" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AcceptQuote">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuoteAcceptanceConfirmed">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuoteUpdated">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuoteAlreadyExpired">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:group name="Validation.model">
    <xsd:sequence>
      <xsd:element name="validation" type="Validation" minOccurs="0" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:group>
  <xsd:simpleType name="ValidationRuleId">
    <xsd:restriction base="xsd:string"/>
  </xsd:simpleType>
</xsd:schema>