---

Contents

Global Elements

FpML

strategy

Global Complex Types

CancelTradeConfirmation

CancelTradeMatch

ConfirmationCancelled

ConfirmTrade

ConversationId

DataDocument

Document

Message

MessageHeader

MessageId

MessageRejected

ModifyTradeConfirmation

ModifyTradeMatch

NotificationMessage

NotificationMessageHeader

Party

PartyId

PartyPortfolioName

PartyTradeIdentifier

Portfolio

Reason

RequestMessage

RequestMessageHeader

RequestTradeConfirmation

RequestTradeMatch

RequestTradeStatus

ResponseMessage

ResponseMessageHeader

Strategy

Trade

TradeAffirmation

TradeAffirmed

TradeAlleged

TradeAlreadyMatched

TradeAlreadySubmitted

TradeConfirmed

TradeDate

TradeHeader

TradeId

TradeIdentifier

TradeMatched

TradeMismatched

TradeNotFound

TradeStatus

TradeStatusItem

TradeStatusValue

TradeUnmatched

Global Simple Types

LinkId

PortfolioName

ValidationRuleId

---

Global Elements

FpML

Description:

The FpML element forms the root for any conforming FpML instance document. The actual structure of the document is determined by setting the 'type' attribute to an appropriate derived subtype of the complex type Document.

Figure:

Contents:

Element FpML is defined by the complex type Document

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="FpML" type="Document">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The FpML element forms the root for any conforming FpML instance
      document. The actual structure of the document is determined by
      setting the 'type' attribute to an appropriate derived subtype of
      the complex type Document.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

strategy

Description:

A strategy product.

Figure:

Contents:

Element strategy is defined by the complex type Strategy

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="strategy" type="Strategy" substitutionGroup="product">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A strategy product.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

Global Complex Types

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 occurance; of the type PartyTradeIdentifier)

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

party (exactly one occurance; 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:

Derived Types:

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 occurance; of the type PartyTradeIdentifier)

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

party (exactly one occurance; 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:

Derived Types:

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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurance; 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:

Derived Types:

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 occurance; of the type PartyTradeIdentifier)

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

party (exactly one occurance; 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:

Derived Types:

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)

Used by:

Derived Types:

Schema Fragment:

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

---

DataDocument

Description:

A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.

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.

trade (zero or more occurances; of the type Trade)

• The root element in an FpML trade document.

portfolio (zero or more occurances; of the type Portfolio)

• An arbitary grouping of trade references (and possibly other portfolios).

party (zero or more occurances; 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:

Derived Types:

Schema Fragment:

<xsd:complexType name="DataDocument">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a content model that is backwards compatible with
      older FpML releases and which can be used to contain sets of data
      without expressing any processing intention.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Document">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The root element in an FpML trade document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              An arbitary grouping of trade references (and possibly
              other portfolios).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The parties obligated to make payments from time to time
              during the term of the trade. This will include, at a
              minimum, the principal parties involved in the swap or
              forward rate agreement. Other parties paying or receiving
              fees, commissions etc. must also be specified if
              referenced in other party payments.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Document

Description:

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

Figure:

Contents:

Used by:

• FpML
• FpML

Derived Types:

• DataDocument
• DataDocument
• Message
• Message

Schema Fragment:

<xsd:complexType name="Document" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The abstract base type from which all FpML compliant messages and
      documents must be derived.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attributeGroup ref="StandardAttributes"/>
</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 occurance; 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.

Used by:

Derived Types:

• NotificationMessage
• NotificationMessage
• RequestMessage
• RequestMessage
• ResponseMessage
• 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: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 occurance; 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 occurance; of the type MessageId)

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

inReplyTo (zero or one occurance; 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 occurance; of the type PartyId)

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

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

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

copyTo (zero or more occurances; 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 occurance; of the type xsd:dateTime)

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

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

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

dsig:Signature (zero or more occurances; defined in an imported schema)

Used by:

Derived Types:

• NotificationMessageHeader
• NotificationMessageHeader
• RequestMessageHeader
• RequestMessageHeader
• ResponseMessageHeader
• 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)

Used by:

Derived Types:

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" type="xsd:normalizedString"/>
    </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 occurances; 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 occurance; 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:

Derived Types:

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 occurance; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type NotificationMessageHeader)

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

Used by:

Derived Types:

• MessageRejected
• MessageRejected
• TradeAffirmation
• TradeAffirmation
• TradeAlleged
• TradeAlleged
• TradeConfirmed
• TradeConfirmed
• TradeMatched
• TradeMatched
• TradeMismatched
• TradeMismatched
• TradeUnmatched
• 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:sequence>
      <xsd:attributeGroup ref="StandardAttributes"/>
    </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)

messageId (exactly one occurance; of the type MessageId)

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

sentBy (exactly one occurance; of the type PartyId)

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

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

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

copyTo (zero or more occurances; 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 occurance; of the type xsd:dateTime)

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

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

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

dsig:Signature (zero or more occurances; defined in an imported schema)

Used by:

Derived Types:

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="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>

---

Party

Description:

A type defining party identifier information.

Figure:

Contents:

partyId (exactly one occurance; of the type PartyId)

• A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).

partyName (zero or one occurance; of the type xsd:string)

• The name of the party. A free format string. FpML does not define usage rules for this element.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Party">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining party identifier information.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyId" type="PartyId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A party identifier, e.g. a S.W.I.F.T. bank identifier code
          (BIC).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="partyName" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The name of the party. A free format string. FpML does not
          define usage rules for this element.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>

---

PartyId

Description:

The data type used for party identifiers.

Figure:

Contents:

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="PartyId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for party identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="partyIdScheme" default="http://www.fpml.org/ext/iso9362" type="xsd:normalizedString"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

PartyPortfolioName

Description:

A type to represent a portfolio name for a particular party.

Figure:

Contents:

partyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.

portfolioName (one or more occurances; with locally defined content)

• The name of a portfolio.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="PartyPortfolioName">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type to represent a portfolio name for a particular party.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced has allocated
          the trade identifier.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="portfolioName" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The name of a portfolio.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="PortfolioName">
            <xsd:attribute name="id" type="xsd:ID"/>
            <xsd:attribute name="portfolioNameScheme" type="xsd:normalizedString"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

PartyTradeIdentifier

Description:

A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.

Figure:

Contents:

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

• A type defining a trade identifier issued by the indicated party.

linkId (zero or more occurances; with locally defined content)

• A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="PartyTradeIdentifier">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining one or more trade identifiers allocated to the
      trade by a party. A link identifier allows the trade to be
      associated with other related trades, e.g. trades forming part of
      a larger structured transaction. It is expected that for external
      communication of trade there will be only one tradeId sent in the
      document per party.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="TradeIdentifier">
      <xsd:sequence>
        <xsd:element name="linkId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A link identifier allowing the trade to be associated
              with other related trades, e.g. the linkId may contain a
              tradeId for an associated trade or several related trades
              may be given the same linkId. FpML does not define the
              domain values associated with this element. Note that the
              domain values for this element are not strictly an
              enumerated list.
            </xsd:documentation>
          </xsd:annotation>
          <xsd:complexType>
            <xsd:simpleContent>
              <xsd:extension base="LinkId">
                <xsd:attribute name="id" type="xsd:ID"/>
                <xsd:attribute name="linkIdScheme" use="required" type="xsd:normalizedString"/>
              </xsd:extension>
            </xsd:simpleContent>
          </xsd:complexType>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Portfolio

Description:

A type representing an arbitary grouping of trade references.

Figure:

Contents:

partyPortfolioName (zero or one occurance; of the type PartyPortfolioName)

• The name of the portfolio together with the party that gave the name.

tradeId (zero or more occurances; with locally defined content)

• A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

portfolio (zero or more occurances; of the type Portfolio)

• An arbitary grouping of trade references (and possibly other portfolios).

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Portfolio">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type representing an arbitary grouping of trade references.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyPortfolioName" type="PartyPortfolioName" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The name of the portfolio together with the party that gave
          the name.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="tradeId" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A trade reference identifier allocated by a party. FpML does
          not define the domain values associated with this element.
          Note that the domain values for this element are not strictly
          an enumerated list.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="TradeId">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An arbitary grouping of trade references (and possibly other
          portfolios).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</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 occurance; of the type xsd:normalizedString)

• A machine interpretable error code.

location (zero or one occurance; with locally defined content)

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

validationRuleId (zero or one occurance; with locally defined content)

additionalData (zero or more occurances; with locally defined content)

Used by:

Derived Types:

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:normalizedString">
      <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:normalizedString"/>
          </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 occurance; of the type RequestMessageHeader)

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

Used by:

Derived Types:

• CancelTradeConfirmation
• CancelTradeConfirmation
• CancelTradeMatch
• CancelTradeMatch
• ConfirmTrade
• ConfirmTrade
• ModifyTradeConfirmation
• ModifyTradeConfirmation
• ModifyTradeMatch
• ModifyTradeMatch
• RequestTradeConfirmation
• RequestTradeConfirmation
• RequestTradeMatch
• RequestTradeMatch
• RequestTradeStatus
• 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:sequence>
      <xsd:attributeGroup ref="StandardAttributes"/>
    </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 occurance; 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 occurance; of the type MessageId)

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

sentBy (exactly one occurance; of the type PartyId)

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

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

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

copyTo (zero or more occurances; 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 occurance; of the type xsd:dateTime)

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

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

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

dsig:Signature (zero or more occurances; defined in an imported schema)

Used by:

Derived Types:

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>

---

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 occurance; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurances; 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:

Derived Types:

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 occurances; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type ResponseMessageHeader)

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

Used by:

Derived Types:

• ConfirmationCancelled
• ConfirmationCancelled
• TradeAffirmed
• TradeAffirmed
• TradeAlreadyMatched
• TradeAlreadyMatched
• TradeAlreadySubmitted
• TradeAlreadySubmitted
• TradeNotFound
• TradeNotFound
• TradeStatus
• 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:sequence>
      <xsd:attributeGroup ref="StandardAttributes"/>
    </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 occurance; 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 occurance; of the type MessageId)

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

inReplyTo (exactly one occurance; 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 occurance; of the type PartyId)

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

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

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

copyTo (zero or more occurances; 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 occurance; of the type xsd:dateTime)

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

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

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

dsig:Signature (zero or more occurances; defined in an imported schema)

Used by:

Derived Types:

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>

---

Strategy

Description:

A type defining a group of products making up a single trade.

Figure:

Contents:

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

• The base type which all FpML products extend.

premiumProductReference (zero or one occurance; with locally defined content)

• Indicates which product within a strategy represents the premium payment.

product (one or more occurances; of the type Product)

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

of the type Product)

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

Used by:

• strategy
• strategy

Derived Types:

Schema Fragment:

<xsd:complexType name="Strategy">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a group of products making up a single trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Product">
      <xsd:sequence>
        <xsd:element name="premiumProductReference" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Indicates which product within a strategy represents the
              premium payment.
            </xsd:documentation>
          </xsd:annotation>
          <xsd:complexType>
            <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
          </xsd:complexType>
        </xsd:element>
        <xsd:element ref="product" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Trade

Description:

A type definiting an FpML trade.

Figure:

Contents:

tradeHeader (exactly one occurance; of the type TradeHeader)

• The information on the trade which is not product specific, e.g. trade date.

product (exactly one occurance; of the type Product)

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

of the type Product)

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

otherPartyPayment (zero or more occurances; of the type Payment)

• Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.

calculationAgent (zero or one occurance; of the type CalculationAgent)

• The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.

documentation (zero or one occurance; of the type Documentation)

• Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

governingLaw (zero or one occurance; of the type GoverningLaw)

• TBA

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Trade">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type definiting an FpML trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="tradeHeader" type="TradeHeader">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The information on the trade which is not product specific,
          e.g. trade date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element ref="product"/>
    <xsd:element name="otherPartyPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Other fees or additional payments associated with the trade,
          e.g. broker commissions, where one or more of the parties
          involved are not principal parties involved in the trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="calculationAgent" type="CalculationAgent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The ISDA Calculation Agent responsible for performing duties
          associated with an optional early termination.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="documentation" type="Documentation" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Defines the definitions that govern the document and should
          include the year and type of definitions referenced, along
          with any relevant documentation (such as master agreement)
          and the date it was signed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="governingLaw" type="GoverningLaw" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          TBA
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

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 occurance; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurances; 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:

Derived Types:

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 occurances; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

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

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

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurance; 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:

Derived Types:

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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurance; 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:

Derived Types:

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>

---

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 occurance; of the type Trade)

• The root element in an FpML trade document.

party (one or more occurances; 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:

Derived Types:

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>

---

TradeDate

Description:

The type used to define the trade date for a transaction.

Figure:

Contents:

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="TradeDate">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The type used to define the trade date for a transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:date">
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

TradeHeader

Description:

A type defining trade related information which is not product specific.

Figure:

Contents:

partyTradeIdentifier (one or more occurances; of the type PartyTradeIdentifier)

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

tradeDate (exactly one occurance; of the type TradeDate)

• The trade date.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="TradeHeader">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining trade related information which is not product
      specific.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The trade reference identifier(s) allocated to the trade by
          the parties involved.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="tradeDate" type="TradeDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The trade date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

TradeId

Description:

The data type used for trade identifiers.

Figure:

Contents:

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

Used by:

Derived Types:

• Portfolio
• Portfolio
• TradeIdentifier
• TradeIdentifier

Schema Fragment:

<xsd:complexType name="TradeId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for trade identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="tradeIdScheme" type="xsd:normalizedString"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

TradeIdentifier

Description:

A type defining a trade identifier issued by the indicated party.

Figure:

Contents:

partyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.

tradeId (one or more occurances; with locally defined content)

• A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

Used by:

Derived Types:

• PartyTradeIdentifier
• PartyTradeIdentifier

Schema Fragment:

<xsd:complexType name="TradeIdentifier">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a trade identifier issued by the indicated party.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced has allocated
          the trade identifier.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="tradeId" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A trade reference identifier allocated by a party. FpML does
          not define the domain values associated with this element.
          Note that the domain values for this element are not strictly
          an enumerated list.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="TradeId">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</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 occurances; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (one or more occurances; 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:

Derived Types:

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="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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

bestFitTradeId (one or more occurances; of the type TradeIdentifier)

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

party (one or more occurances; 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:

Derived Types:

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="bestFitTradeId" type="TradeIdentifier" 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>

---

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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

party (exactly one occurance; 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:

Derived Types:

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 occurances; of the type TradeStatusItem)

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

party (one or more occurances; 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:

Derived Types:

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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

tradeStatusValue (exactly one occurance; of the type TradeStatusValue)

• The trade status value.

Used by:

Derived Types:

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)

Used by:

Derived Types:

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:normalizedString"/>
    </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 occurance; of the type TradeIdentifier)

• An instance of a unique trade identifier.

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

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

party (one or more occurances; 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:

Derived Types:

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>

---

Global Simple Types

LinkId

Description:

The data type used for link identifiers.

Contents:

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

Used by:

• PartyTradeIdentifier
• PartyTradeIdentifier

Derived Types:

Schema Fragment:

<xsd:simpleType name="LinkId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for link identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:string"/>
</xsd:simpleType>

---

PortfolioName

Description:

The data type used for portfolio names.

Contents:

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

Used by:

• PartyPortfolioName
• PartyPortfolioName

Derived Types:

Schema Fragment:

<xsd:simpleType name="PortfolioName">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for portfolio names.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:string"/>
</xsd:simpleType>

---

ValidationRuleId

Description:

Contents:

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

Used by:

• Reason
• Reason

Derived Types:

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:include schemaLocation="fpml-fx-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-ird-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-eqd-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-eqs-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-cd-4-0.xsd"/>
  <xsd:attributeGroup name="StandardAttributes">
    <xsd:attribute name="version" use="required">
      <xsd:simpleType>
        <xsd:list>
          <xsd:simpleType>
            <xsd:restriction base="xsd:normalizedString">
              <xsd:enumeration value="4-0"/>
            </xsd:restriction>
          </xsd:simpleType>
        </xsd:list>
      </xsd:simpleType>
    </xsd:attribute>
    <xsd:attribute name="validationScheme" type="xsd:normalizedString"/>
  </xsd:attributeGroup>
  <xsd:element name="FpML" type="Document">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The FpML element forms the root for any conforming FpML
        instance document. The actual structure of the document is
        determined by setting the 'type' attribute to an appropriate
        derived subtype of the complex type Document.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="strategy" type="Strategy" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A strategy product.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:complexType name="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="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="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="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="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="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:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </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="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="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="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:sequence>
        <xsd:attributeGroup ref="StandardAttributes"/>
      </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="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="Party">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining party identifier information.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyId" type="PartyId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A party identifier, e.g. a S.W.I.F.T. bank identifier code
            (BIC).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="partyName" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the party. A free format string. FpML does not
            define usage rules for this element.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" use="required" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="PartyPortfolioName">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type to represent a portfolio name for a particular party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced has
            allocated the trade identifier.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="portfolioName" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of a portfolio.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="PortfolioName">
              <xsd:attribute name="id" type="xsd:ID"/>
              <xsd:attribute name="portfolioNameScheme" type="xsd:normalizedString"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="PartyTradeIdentifier">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining one or more trade identifiers allocated to the
        trade by a party. A link identifier allows the trade to be
        associated with other related trades, e.g. trades forming part
        of a larger structured transaction. It is expected that for
        external communication of trade there will be only one tradeId
        sent in the document per party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="TradeIdentifier">
        <xsd:sequence>
          <xsd:element name="linkId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A link identifier allowing the trade to be associated
                with other related trades, e.g. the linkId may contain
                a tradeId for an associated trade or several related
                trades may be given the same linkId. FpML does not
                define the domain values associated with this element.
                Note that the domain values for this element are not
                strictly an enumerated list.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:simpleContent>
                <xsd:extension base="LinkId">
                  <xsd:attribute name="id" type="xsd:ID"/>
                  <xsd:attribute name="linkIdScheme" use="required" type="xsd:normalizedString"/>
                </xsd:extension>
              </xsd:simpleContent>
            </xsd:complexType>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Portfolio">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing an arbitary grouping of trade references.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyPortfolioName" type="PartyPortfolioName" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the portfolio together with the party that gave
            the name.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tradeId" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A trade reference identifier allocated by a party. FpML
            does not define the domain values associated with this
            element. Note that the domain values for this element are
            not strictly an enumerated list.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="TradeId">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An arbitary grouping of trade references (and possibly
            other portfolios).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </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:normalizedString">
        <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:normalizedString"/>
            </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="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:sequence>
        <xsd:attributeGroup ref="StandardAttributes"/>
      </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="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:sequence>
        <xsd:attributeGroup ref="StandardAttributes"/>
      </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="Strategy">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a group of products making up a single trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="premiumProductReference" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates which product within a strategy represents
                the premium payment.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
            </xsd:complexType>
          </xsd:element>
          <xsd:element ref="product" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Trade">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type definiting an FpML trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="tradeHeader" type="TradeHeader">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The information on the trade which is not product specific,
            e.g. trade date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="product"/>
      <xsd:element name="otherPartyPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Other fees or additional payments associated with the
            trade, e.g. broker commissions, where one or more of the
            parties involved are not principal parties involved in the
            trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="calculationAgent" type="CalculationAgent" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The ISDA Calculation Agent responsible for performing
            duties associated with an optional early termination.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="documentation" type="Documentation" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines the definitions that govern the document and should
            include the year and type of definitions referenced, along
            with any relevant documentation (such as master agreement)
            and the date it was signed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="governingLaw" type="GoverningLaw" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            TBA
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="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="TradeDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type used to define the trade date for a transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:date">
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="TradeHeader">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining trade related information which is not product
        specific.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade reference identifier(s) allocated to the trade by
            the parties involved.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tradeDate" type="TradeDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeIdentifier">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a trade identifier issued by the indicated
        party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced has
            allocated the trade identifier.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="tradeId" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A trade reference identifier allocated by a party. FpML
            does not define the domain values associated with this
            element. Note that the domain values for this element are
            not strictly an enumerated list.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="TradeId">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </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="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="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="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="bestFitTradeId" type="TradeIdentifier" 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="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:simpleType name="LinkId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for link identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:string"/>
  </xsd:simpleType>
  <xsd:simpleType name="PortfolioName">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for portfolio names.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:string"/>
  </xsd:simpleType>
  <xsd:simpleType name="ValidationRuleId">
    <xsd:restriction base="xsd:string"/>
  </xsd:simpleType>
  <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" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="PartyId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for party identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="partyIdScheme" default="http://www.fpml.org/ext/iso9362" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="TradeId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for trade identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="tradeIdScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </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="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="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:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </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="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="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="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="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="Document" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The abstract base type from which all FpML compliant messages
        and documents must be derived.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attributeGroup ref="StandardAttributes"/>
  </xsd:complexType>
  <xsd:complexType name="DataDocument">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a content model that is backwards compatible
        with older FpML releases and which can be used to contain sets
        of data without expressing any processing intention.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Document">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The root element in an FpML trade document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                An arbitary grouping of trade references (and possibly
                other portfolios).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The parties obligated to make payments from time to
                time during the term of the trade. This will include,
                at a minimum, the principal parties involved in the
                swap or forward rate agreement. Other parties paying or
                receiving fees, commissions etc. must also be specified
                if referenced in other party payments.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ConversationId">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="conversationIdScheme" use="required" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:schema>