FpML 4.1 Recommendation

14 July 2005

Doc Component Definitions

Version: 4.1

This Version:

http://www.fpml.org/spec/2005/rec-fpml-4-1-2005-07-14

Latest Version:

http://www.fpml.org/spec/2005/rec-fpml-4-1-2005-07-14

Previous Version:

http://www.fpml.org/spec/2005/tr-fpml-4-1-2005-03-02/

Errata for this Version:

http://www.fpml.org/spec/errata/rec-fpml-4-1-2005-07-14-errata.html

Document built: Wed 07/13/2005 13:02:50.59


Copyright (c) 1999 - 2004 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license



The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

Contents

Global Elements
event
strategy

Global Complex Types
Collateral
DataDocument
Document
Event
EventId
IndependentAmount
LinkId
NotionalAmountReference
Party
PartyId
PartyPortfolioName
PartyTradeIdentifier
PartyTradeIdentifiers
PartyTradeInformation
PaymentDetail
PaymentRule
PercentageRule
Portfolio
PortfolioName
QueryParameter
QueryParameterId
QueryParameterOperator
QueryPortfolio
Strategy
Trade
TradeDate
TradeHeader
TradeId
TradeIdentifier
Trader
Validation

Global Simple Types
QueryParameterValue
ValidationRuleId

Schema Listing

Global Elements

event

Description:

An abstract global element used as a basis for substition of event types

Figure:

No SVG plugin installed

Contents:

Element event is defined by the complex type Event

Used by:

Substituted by:

Schema Fragment: 

<xsd:element name="event" type="Event" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An abstract global element used as a basis for substition of
      event types
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

strategy

Description:

A strategy product.

Figure:

No SVG plugin installed

Contents:

Element strategy is defined by the complex type Strategy

Used 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

Collateral

Description:

A type for defining the obligations of the counterparty subject to credit support requirements

Figure:

No SVG plugin installed

Contents:

independentAmount (exactly one occurrence; of the type IndependentAmount)

Used by:

Schema Fragment: 

<xsd:complexType name="Collateral">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining the obligations of the counterparty subject
      to credit support requirements
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="independentAmount" type="IndependentAmount">
      <xsd:annotation>
        <xsd:documentation>
          Independent Amount is an amount that usually less
          creditworthy counterparties are asked to provide. It can
          either be a fixed amount or a percentage of the Transaction's
          value. The Independent Amount can be: (i) transferred before
          any trading between the parties occurs (as a deposit at a
          third party's account or with the counterparty) or (ii)
          callable after trading has occurred (typically because a
          downgrade has occurred). In situation (i), the Independent
          Amount is not included in the calculation of Exposure, but in
          situation (ii), it is included in the calculation of
          Exposure. Thus, for situation (ii), the Independent Amount
          may be transferred along with any collateral call.
          Independent Amount is a defined term in the ISDA Credit
          Support Annex. ("with respect to a party, the amount
          specified as such for that party in Paragraph 13; if no
          amount is specified, zero")
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</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:

No SVG plugin installed

Contents:

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

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


There can be one occurance of the following structure;

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

Used by:

Extension of:

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:group ref="Validation.model"/>
        <xsd:choice>
          <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:sequence>
          <xsd:sequence>
            <xsd:element ref="event" maxOccurs="unbounded">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A business event.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:choice>
        <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:

No SVG plugin installed

Contents:

Used by:

Derived Types:

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.atts"/>
</xsd:complexType>

Event

Description:

A type defining the basic structure of FpML business events; it is refined by its derived types.

Figure:

No SVG plugin installed

Contents:

eventId (zero or more occurrences; of the type EventId)

Used by:

Derived Types:

Schema Fragment: 

<xsd:complexType name="Event">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the basic structure of FpML business events; it
      is refined by its derived types.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en"/>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

EventId

Description:

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

Figure:

No SVG plugin installed

Contents:

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

Attribute: eventIdScheme (xsd:anyURI) - required

Attribute: id (xsd:ID)

Used by:

Schema Fragment: 

<xsd:complexType name="EventId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event reference identifier allocated by a party. FpML does not
      define the domain values associated with this element. Note that
      the domain values for this element are not strictly an enumerated
      list.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="eventIdScheme" use="required" type="xsd:anyURI"/>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

IndependentAmount

Description:

Figure:

No SVG plugin installed

Contents:

payerPartyReference (exactly one occurrence; of the type PartyReference)

receiverPartyReference (exactly one occurrence; of the type PartyReference)

paymentDetail (one or more occurrences; of the type PaymentDetail)

Used by:

Schema Fragment: 

<xsd:complexType name="IndependentAmount">
  <xsd:sequence>
    <xsd:element name="payerPartyReference" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A reference to the party responsible for making the payments
          defined by this structure.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="receiverPartyReference" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A reference to the party that receives the payments
          corresponding to this structure.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentDetail" type="PaymentDetail" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A container element allowing a schedule of payments
          associated with the Independent Amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

LinkId

Description:

The data type used for link identifiers.

Figure:

No SVG plugin installed

Contents:

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

Attribute: id (xsd:ID)

Attribute: linkIdScheme (xsd:anyURI) - required

Used by:

Schema Fragment: 

<xsd:complexType name="LinkId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for link identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="id" type="xsd:ID"/>
      <xsd:attribute name="linkIdScheme" type="xsd:anyURI" use="required"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

NotionalAmountReference

Description:

A pointer style reference to the associated notional amount defined elsewhere in the document.

Figure:

No SVG plugin installed

Contents:

Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment: 

<xsd:complexType name="NotionalAmountReference">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A pointer style reference to the associated notional amount
      defined elsewhere in the document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>

Party

Description:

A type defining party identifier information.

Figure:

No SVG plugin installed

Contents:

partyId (exactly one occurrence; of the type PartyId)

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

Attribute: id (xsd:ID) - required

Used by:

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" type="xsd:ID" use="required"/>
</xsd:complexType>

PartyId

Description:

The data type used for party identifiers.

Figure:

No SVG plugin installed

Contents:

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

Attribute: partyIdScheme (xsd:anyURI)

Used by:

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" type="xsd:anyURI" default="http://www.fpml.org/ext/iso9362"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

PartyPortfolioName

Description:

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

Figure:

No SVG plugin installed

Contents:

partyReference (exactly one occurrence; of the type PartyReference)

portfolioName (one or more occurrences; of the type PortfolioName)

Attribute: id (xsd:ID)

Used by:

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" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced has allocated
          the trade identifier.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="portfolioName" type="PortfolioName" maxOccurs="unbounded"/>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

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:

No SVG plugin installed

Contents:

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

linkId (zero or more occurrences; of the type LinkId)

Used by:

Extension of:

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" type="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:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

PartyTradeIdentifiers

Description:

A type containing multiple partyTradeIdentifier.

Figure:

No SVG plugin installed

Contents:

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

Used by:

Schema Fragment: 

<xsd:complexType name="PartyTradeIdentifiers">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type containing multiple partyTradeIdentifier.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

PartyTradeInformation

Description:

Figure:

No SVG plugin installed

Contents:

partyReference (exactly one occurrence; of the type PartyReference)

trader (zero or more occurrences; of the type Trader)

Used by:

Schema Fragment: 

<xsd:complexType name="PartyTradeInformation">
  <xsd:annotation>
    <xsd:documentation>
      A type defining additional information that may be recorded
      against a trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyReference" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation>
          Identifies that party that has ownership of this information.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="trader" type="Trader" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Identifies the person or persons who assumed the role of
          trader for this trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

PaymentDetail

Description:

Figure:

No SVG plugin installed

Contents:


There can be zero or one occurance of the following structure; Choice of either

Or



There can be one occurance of the following structure; Choice of either

Used by:

Schema Fragment: 

<xsd:complexType name="PaymentDetail">
  <xsd:sequence>
    <xsd:choice minOccurs="0">
      <xsd:element name="adjustablePaymentDate" type="AdjustableDate2">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A fixed amount payment date that shall be subject to
            adjustment in accordance with the applicable business day
            convention if it would otherwise fall on a day that is not
            a business day. The applicable business day convention and
            business day are those specified in the dateAdjustments
            element within the generalTerms component. ISDA 2003 Term:
            Fixed Rate Payer Payment Date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="adjustedPaymentDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The adjusted payment date. This date should already be
            adjusted for any applicable business day convention. This
            component is not intended for use in trade confirmation but
            may be specified to allow the fee structure to also serve
            as a cashflow type component.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:choice>
      <xsd:element name="paymentAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A fixed payment amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:sequence>
        <xsd:element name="paymentRule" type="PaymentRule">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A type defining the calculation rule.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="paymentAmount" type="Money" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A fixed payment amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

PaymentRule

Description:

The abstract base type from which all calculation rules of the independent amount must be derived.

Figure:

No SVG plugin installed

Contents:

Used by:

Derived Types:

Schema Fragment: 

<xsd:complexType name="PaymentRule" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The abstract base type from which all calculation rules of the
      independent amount must be derived.
    </xsd:documentation>
  </xsd:annotation>
</xsd:complexType>

PercentageRule

Description:

A type defining a content model for a calculation rule defined as percentage of the notional amount.

Figure:

No SVG plugin installed

Contents:

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

paymentPercent (exactly one occurrence; of the type xsd:decimal)

notionalAmountReference (exactly one occurrence; of the type NotionalAmountReference)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="PercentageRule">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a content model for a calculation rule defined as
      percentage of the notional amount.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="PaymentRule">
      <xsd:sequence>
        <xsd:element name="paymentPercent" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A percentage of the notional amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="notionalAmountReference" type="NotionalAmountReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A reference to the notional amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Portfolio

Description:

A type representing an arbitary grouping of trade references.

Figure:

No SVG plugin installed

Contents:

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

tradeId (zero or more occurrences; of the type TradeId)

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

Attribute: id (xsd:ID)

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" type="TradeId" minOccurs="0" maxOccurs="unbounded"/>
    <xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An arbitary grouping of trade references (and possibly other
          portfolios).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

PortfolioName

Description:

The data type used for portfolio names.

Figure:

No SVG plugin installed

Contents:

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

Attribute: id (xsd:ID)

Attribute: portfolioNameScheme (xsd:anyURI)

Used by:

Schema Fragment: 

<xsd:complexType name="PortfolioName">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for portfolio names.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="id" type="xsd:ID"/>
      <xsd:attribute name="portfolioNameScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

QueryParameter

Description:

A type representing criteria for defining a query portfolio. The criteria are made up of a QueryParameterId, QueryParameterValue and QueryParameterOperator.

Figure:

No SVG plugin installed

Contents:

queryParameterId (exactly one occurrence; of the type QueryParameterId)

queryParameterValue (zero or one occurrence; of the type xsd:normalizedString)

queryParameterOperator (zero or one occurrence; of the type QueryParameterOperator)

Used by:

Schema Fragment: 

<xsd:complexType name="QueryParameter">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type representing criteria for defining a query portfolio. The
      criteria are made up of a QueryParameterId, QueryParameterValue
      and QueryParameterOperator.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="queryParameterId" type="QueryParameterId"/>
    <xsd:element name="queryParameterValue" type="xsd:normalizedString" minOccurs="0"/>
    <xsd:element name="queryParameterOperator" type="QueryParameterOperator" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

QueryParameterId

Description:

A type representing an identifier for a parameter describing a query portfolio. An identifier can be anything from a product name like swap to a termination date.

Figure:

No SVG plugin installed

Contents:

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

Attribute: queryParameterIdScheme (xsd:anyURI) - required

Attribute: id (xsd:ID)

Used by:

Schema Fragment: 

<xsd:complexType name="QueryParameterId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type representing an identifier for a parameter describing a
      query portfolio. An identifier can be anything from a product
      name like swap to a termination date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="queryParameterIdScheme" type="xsd:anyURI" use="required"/>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

QueryParameterOperator

Description:

A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio. Possible relationships include equals, not equals, less than, greater than. Possible operators are listed in the queryParameterOperatorScheme.

Figure:

No SVG plugin installed

Contents:

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

Attribute: queryParameterOperatorScheme (xsd:anyURI)

Attribute: id (xsd:ID)

Used by:

Schema Fragment: 

<xsd:complexType name="QueryParameterOperator">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type representing an operator describing the relationship of a
      value to its corresponding identifier for a parameter describing
      a query portfolio. Possible relationships include equals, not
      equals, less than, greater than. Possible operators are listed in
      the queryParameterOperatorScheme.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="queryParameterOperatorScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2004/query-parameter-operator-1-0"/>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

QueryPortfolio

Description:

A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.

Figure:

No SVG plugin installed

Contents:

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

queryParameter (one or more occurrences; of the type QueryParameter)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="QueryPortfolio">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type representing a portfolio obtained by querying the set of
      trades held in a repository. It contains trades matching the
      intersection of all criteria specified using one or more
      queryParameters or trades matching the union of two or more child
      queryPortfolios.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Portfolio">
      <xsd:sequence>
        <xsd:element name="queryParameter" type="QueryParameter" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Strategy

Description:

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

Figure:

No SVG plugin installed

Contents:

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

premiumProductReference (zero or one occurrence; of the type ProductReference)

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

Used by:

Extension of:

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" type="ProductReference" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Indicates which product within a strategy represents the
              premium payment.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="product" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Trade

Description:

A type definiting an FpML trade.

Figure:

No SVG plugin installed

Contents:

tradeHeader (exactly one occurrence; of the type TradeHeader)

product (exactly one occurrence; of the type Product)

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

brokerPartyReference (zero or more occurrences; of the type PartyReference)

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

calculationAgentBusinessCenter (zero or one occurrence; of the type BusinessCenter)

collateral (zero or one occurrence; of the type Collateral)

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

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

Attribute: id (xsd:ID)

Used by:

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="brokerPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Identifies that party (or parties) that brokered this trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="calculationAgent" type="CalculationAgent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The ISDA Calculation Agent responsible for performing duties
          associated with an optional early termination.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="calculationAgentBusinessCenter" type="BusinessCenter" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The city in which the office through which ISDA Calculation
          Agent is acting for purposes of the transaction is located.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="collateral" type="Collateral" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Defines collateral obiligations of a Party
        </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>

TradeDate

Description:

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

Figure:

No SVG plugin installed

Contents:

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

Attribute: id (xsd:ID)

Used by:

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:

No SVG plugin installed

Contents:

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

partyTradeInformation (zero or more occurrences; of the type PartyTradeInformation)

tradeDate (exactly one occurrence; of the type TradeDate)

Used by:

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="partyTradeInformation" type="PartyTradeInformation" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Additional trade information that may be provided by each
          involved party.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="tradeDate" type="TradeDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The trade date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

TradeId

Description:

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.

Figure:

No SVG plugin installed

Contents:

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

Attribute: tradeIdScheme (xsd:anyURI) - required

Attribute: id (xsd:ID)

Used by:

Schema Fragment: 

<xsd:complexType name="TradeId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A trade reference identifier allocated by a party. FpML does not
      define the domain values associated with this element. Note that
      the domain values for this element are not strictly an enumerated
      list.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="tradeIdScheme" type="xsd:anyURI" use="required"/>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

TradeIdentifier

Description:

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

Figure:

No SVG plugin installed

Contents:

partyReference (exactly one occurrence; of the type PartyReference)

tradeId (one or more occurrences; of the type TradeId)

Attribute: id (xsd:ID)

Used by:

Derived Types:

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" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced has allocated
          the trade identifier.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="tradeId" type="TradeId" maxOccurs="unbounded"/>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

Trader

Description:

Figure:

No SVG plugin installed

Contents:

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

Attribute: traderScheme (xsd:anyURI) - optional

Used by:

Schema Fragment: 

<xsd:complexType name="Trader">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="traderScheme" type="xsd:anyURI" use="optional"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

Validation

Description:

Figure:

No SVG plugin installed

Contents:

Attribute: validationScheme (xsd:anyURI) - required

Used by:

Schema Fragment: 

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

Global Simple Types

QueryParameterValue

Description:

A type representing a value corresponding to an identifier for a parameter describing a query portfolio.

Contents:

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

Used by:

Schema Fragment: 

<xsd:simpleType name="QueryParameterValue">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type representing a value corresponding to an identifier for a
      parameter describing a query portfolio.
    </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:

Schema Fragment: 

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

Full XML Schema 

<xsd:schema targetNamespace="http://www.fpml.org/2004/FpML-4-1" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-shared-4-1.xsd"/>
  <xsd:simpleType name="QueryParameterValue">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing a value corresponding to an identifier for
        a parameter describing a query portfolio.
      </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="Collateral">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining the obligations of the counterparty subject
        to credit support requirements
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="independentAmount" type="IndependentAmount">
        <xsd:annotation>
          <xsd:documentation>
            Independent Amount is an amount that usually less
            creditworthy counterparties are asked to provide. It can
            either be a fixed amount or a percentage of the
            Transaction's value. The Independent Amount can be: (i)
            transferred before any trading between the parties occurs
            (as a deposit at a third party's account or with the
            counterparty) or (ii) callable after trading has occurred
            (typically because a downgrade has occurred). In situation
            (i), the Independent Amount is not included in the
            calculation of Exposure, but in situation (ii), it is
            included in the calculation of Exposure. Thus, for
            situation (ii), the Independent Amount may be transferred
            along with any collateral call. Independent Amount is a
            defined term in the ISDA Credit Support Annex. ("with
            respect to a party, the amount specified as such for that
            party in Paragraph 13; if no amount is specified, zero")
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </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:group ref="Validation.model"/>
          <xsd:choice>
            <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:sequence>
            <xsd:sequence>
              <xsd:element ref="event" maxOccurs="unbounded">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    A business event.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:choice>
          <xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The parties obligated to make payments from time to
                time during the term of the trade. This will include,
                at a minimum, the principal parties involved in the
                swap or forward rate agreement. Other parties paying or
                receiving fees, commissions etc. must also be specified
                if referenced in other party payments.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Document" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The abstract base type from which all FpML compliant messages
        and documents must be derived.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attributeGroup ref="StandardAttributes.atts"/>
  </xsd:complexType>
  <xsd:complexType name="Event">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the basic structure of FpML business events; it
        is refined by its derived types.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en"/>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EventId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event reference identifier allocated by a party. FpML does
        not define the domain values associated with this element. Note
        that the domain values for this element are not strictly an
        enumerated list.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="eventIdScheme" use="required" type="xsd:anyURI"/>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="IndependentAmount">
    <xsd:sequence>
      <xsd:element name="payerPartyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to the party responsible for making the
            payments defined by this structure.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="receiverPartyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to the party that receives the payments
            corresponding to this structure.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="paymentDetail" type="PaymentDetail" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A container element allowing a schedule of payments
            associated with the Independent Amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="LinkId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for link identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="id" type="xsd:ID"/>
        <xsd:attribute name="linkIdScheme" type="xsd:anyURI" use="required"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="NotionalAmountReference">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A pointer style reference to the associated notional amount
        defined elsewhere in the document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
  </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" type="xsd:ID" use="required"/>
  </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" type="xsd:anyURI" default="http://www.fpml.org/ext/iso9362"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="PartyPortfolioName">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type to represent a portfolio name for a particular party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced has
            allocated the trade identifier.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="portfolioName" type="PortfolioName" maxOccurs="unbounded"/>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="PartyTradeIdentifier">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining one or more trade identifiers allocated to the
        trade by a party. A link identifier allows the trade to be
        associated with other related trades, e.g. trades forming part
        of a larger structured transaction. It is expected that for
        external communication of trade there will be only one tradeId
        sent in the document per party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="TradeIdentifier">
        <xsd:sequence>
          <xsd:element name="linkId" type="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:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="PartyTradeIdentifiers">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type containing multiple partyTradeIdentifier.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PartyTradeInformation">
    <xsd:annotation>
      <xsd:documentation>
        A type defining additional information that may be recorded
        against a trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation>
            Identifies that party that has ownership of this
            information.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="trader" type="Trader" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Identifies the person or persons who assumed the role of
            trader for this trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PaymentDetail">
    <xsd:sequence>
      <xsd:choice minOccurs="0">
        <xsd:element name="adjustablePaymentDate" type="AdjustableDate2">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A fixed amount payment date that shall be subject to
              adjustment in accordance with the applicable business day
              convention if it would otherwise fall on a day that is
              not a business day. The applicable business day
              convention and business day are those specified in the
              dateAdjustments element within the generalTerms
              component. ISDA 2003 Term: Fixed Rate Payer Payment Date
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="adjustedPaymentDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The adjusted payment date. This date should already be
              adjusted for any applicable business day convention. This
              component is not intended for use in trade confirmation
              but may be specified to allow the fee structure to also
              serve as a cashflow type component.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:choice>
        <xsd:element name="paymentAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A fixed payment amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:sequence>
          <xsd:element name="paymentRule" type="PaymentRule">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A type defining the calculation rule.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="paymentAmount" type="Money" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A fixed payment amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PaymentRule" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The abstract base type from which all calculation rules of the
        independent amount must be derived.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:complexType>
  <xsd:complexType name="PercentageRule">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a content model for a calculation rule defined
        as percentage of the notional amount.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="PaymentRule">
        <xsd:sequence>
          <xsd:element name="paymentPercent" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A percentage of the notional amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="notionalAmountReference" type="NotionalAmountReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A reference to the notional amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Portfolio">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing an arbitary grouping of trade references.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyPortfolioName" type="PartyPortfolioName" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the portfolio together with the party that gave
            the name.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tradeId" type="TradeId" minOccurs="0" maxOccurs="unbounded"/>
      <xsd:element name="portfolio" type="Portfolio" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An arbitary grouping of trade references (and possibly
            other portfolios).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="PortfolioName">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for portfolio names.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="id" type="xsd:ID"/>
        <xsd:attribute name="portfolioNameScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="QueryParameter">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing criteria for defining a query portfolio.
        The criteria are made up of a QueryParameterId,
        QueryParameterValue and QueryParameterOperator.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="queryParameterId" type="QueryParameterId"/>
      <xsd:element name="queryParameterValue" type="xsd:normalizedString" minOccurs="0"/>
      <xsd:element name="queryParameterOperator" type="QueryParameterOperator" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="QueryParameterId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing an identifier for a parameter describing a
        query portfolio. An identifier can be anything from a product
        name like swap to a termination date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="queryParameterIdScheme" type="xsd:anyURI" use="required"/>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="QueryParameterOperator">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing an operator describing the relationship of
        a value to its corresponding identifier for a parameter
        describing a query portfolio. Possible relationships include
        equals, not equals, less than, greater than. Possible operators
        are listed in the queryParameterOperatorScheme.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="queryParameterOperatorScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2004/query-parameter-operator-1-0"/>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="QueryPortfolio">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type representing a portfolio obtained by querying the set of
        trades held in a repository. It contains trades matching the
        intersection of all criteria specified using one or more
        queryParameters or trades matching the union of two or more
        child queryPortfolios.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Portfolio">
        <xsd:sequence>
          <xsd:element name="queryParameter" type="QueryParameter" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </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" type="ProductReference" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates which product within a strategy represents
                the premium payment.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="product" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Trade">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type definiting an FpML trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="tradeHeader" type="TradeHeader">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The information on the trade which is not product specific,
            e.g. trade date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="product"/>
      <xsd:element name="otherPartyPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Other fees or additional payments associated with the
            trade, e.g. broker commissions, where one or more of the
            parties involved are not principal parties involved in the
            trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="brokerPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Identifies that party (or parties) that brokered this
            trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="calculationAgent" type="CalculationAgent" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The ISDA Calculation Agent responsible for performing
            duties associated with an optional early termination.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="calculationAgentBusinessCenter" type="BusinessCenter" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The city in which the office through which ISDA Calculation
            Agent is acting for purposes of the transaction is located.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="collateral" type="Collateral" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines collateral obiligations of a Party
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="documentation" type="Documentation" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines the definitions that govern the document and should
            include the year and type of definitions referenced, along
            with any relevant documentation (such as master agreement)
            and the date it was signed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="governingLaw" type="GoverningLaw" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            TBA
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="TradeDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type used to define the trade date for a transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:date">
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="TradeHeader">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining trade related information which is not product
        specific.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade reference identifier(s) allocated to the trade by
            the parties involved.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="partyTradeInformation" type="PartyTradeInformation" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Additional trade information that may be provided by each
            involved party.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tradeDate" type="TradeDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A trade reference identifier allocated by a party. FpML does
        not define the domain values associated with this element. Note
        that the domain values for this element are not strictly an
        enumerated list.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="tradeIdScheme" type="xsd:anyURI" use="required"/>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="TradeIdentifier">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a trade identifier issued by the indicated
        party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced has
            allocated the trade identifier.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tradeId" type="TradeId" maxOccurs="unbounded"/>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="Trader">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="traderScheme" type="xsd:anyURI" use="optional"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="Validation">
    <xsd:attribute name="validationScheme" type="xsd:anyURI" use="required"/>
  </xsd:complexType>
  <xsd:attributeGroup name="StandardAttributes.atts">
    <xsd:attribute name="version" use="required">
      <xsd:simpleType>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="4-0"/>
          <xsd:enumeration value="4-1"/>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:attribute>
  </xsd:attributeGroup>
  <xsd:element name="event" type="Event" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An abstract global element used as a basis for substition of
        event types
      </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:group name="Validation.model">
    <xsd:sequence>
      <xsd:element name="validation" type="Validation" minOccurs="0" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:group>
</xsd:schema>