http://www.fpml.org/spec/2005/wd-fpml-4-2-2005-10-12
http://www.fpml.org/spec/2005/wd-fpml-4-2-2005-10-12
http://www.fpml.org/spec/2005/wd-fpml-4-2-2005-05-04/
http://www.fpml.org/spec/errata/wd-fpml-4-2-2005-10-12-errata.html
Document built: Tue 10/11/2005 12:44:49.21
Copyright (c) 1999 - 2005 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.
Global portfolio element used as a basis for a substitution group.
Element portfolio is defined by the complex type Portfolio
<xsd:element name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global portfolio element used as a basis for a substitution
group.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Global element used to substitute for "portfolio".
Element queryPortfolio is defined by the complex type QueryPortfolio
<xsd:element name="queryPortfolio" type="QueryPortfolio" substitutionGroup="portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global element used to substitute for "portfolio".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A type used in valuation enquiry messages which relates a portfolio to its trades and current value.
Portfolio identifier portfolio (exactly one occurrence; of the type Portfolio)
tradeValuationItem (zero or more occurrences; of the type TradeValuationItem)
The portfolio valuation. valuationSet (zero or one occurrence; of the type ValuationSet)
<xsd:complexType name="PortfolioValuationItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used in valuation enquiry messages which relates a
portfolio to its trades and current value.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Portfolio identifier
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Zero or more trade valuation items.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="valuationSet" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The portfolio valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining the content model for a message allowing one party to send a report consisting of positions.
Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)
asOfDate (zero or one occurrence; of the type IdentifiedDate)
dataSetName (zero or one occurrence; of the type xsd:string)
quotationCharacteristics (zero or one occurrence; of the type QuotationCharacteristics)
Market information, e.g. curves, surfaces, quotes, etc., used to generate the values in this report. market (zero or one occurrence; of the type Market)
valuationScenario (zero or more occurrences; of the type ValuationScenario)
position (one or more occurrences; of the type Position)
party (one or more occurrences; of the type Party)
<xsd:complexType name="PositionReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the content model for a message allowing one
party to send a report consisting of positions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="asOfDate" type="IdentifiedDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date for which this document reports positions and
valuations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dataSetName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the data set (portfolio, product type, etc.)
that this report corresponds to. Used to help document
the contents of the report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotationCharacteristics" type="QuotationCharacteristics" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The default quotation characteristics for this document
(e.g. currency, location). Currency must be specified;
other fields may be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="market" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Market information, e.g. curves, surfaces, quotes, etc.,
used to generate the values in this report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationScenario" type="ValuationScenario" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Valuation scenarios used (requested/reported) in this
valuation set. E.g., the EOD valuation scenario for a
particular value date. Used for the first occurrence of a
valuation scenario in a document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="position" type="Position" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The swap positions included in the position report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="party" type="Party" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties whose trades are included included in this
position report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades.
Inherited element(s): (This definition inherits the content defined by the type RequestMessage)
party (one or more occurrences; of the type Party)
market (zero or one occurrence; of the type Market)
portfolioValuationItem (zero or more occurrences; of the type PortfolioValuationItem)
tradeValuationItem (zero or more occurrences; of the type TradeValuationItem)
<xsd:complexType name="RequestValuationReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the content model for a message allowing one
party a report containing valuations of one or many existing
trades.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
<xsd:element ref="market" minOccurs="0"/>
<xsd:element name="portfolioValuationItem" type="PortfolioValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An instance of a unique portfolio valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An instance of a unique trade valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type used in trade valuation enquiry messages which relates a trade identifier to its current value.
partyTradeIdentifier (zero or more occurrences; of the type PartyTradeIdentifier)
trade (zero or more occurrences; of the type Trade)
The trade valuation. valuationSet (exactly one occurrence; of the type ValuationSet)
<xsd:complexType name="TradeValuationItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used in trade valuation enquiry messages which relates a
trade identifier to its current value.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One or more trade identifiers needed to uniquely identify a
trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully-described trades whose values are reported.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="valuationSet">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining the content model for a message normally generated in response to a RequestValuationReport request.
Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)
party (one or more occurrences; of the type Party)
market (zero or one occurrence; of the type Market)
portfolioValuationItem (zero or more occurrences; of the type PortfolioValuationItem)
tradeValuationItem (zero or more occurrences; of the type TradeValuationItem)
<xsd:complexType name="ValuationReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the content model for a message normally
generated in response to a RequestValuationReport request.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
<xsd:element ref="market" minOccurs="0"/>
<xsd:element name="portfolioValuationItem" type="PortfolioValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An instance of a unique portfolio valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" 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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:include schemaLocation="fpml-msg-4-2.xsd"/>
<xsd:include schemaLocation="fpml-valuation-4-2.xsd"/>
<xsd:complexType name="PositionReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the content model for a message allowing one
party to send a report consisting of positions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="asOfDate" type="IdentifiedDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date for which this document reports positions and
valuations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dataSetName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the data set (portfolio, product type,
etc.) that this report corresponds to. Used to help
document the contents of the report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotationCharacteristics" type="QuotationCharacteristics" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The default quotation characteristics for this document
(e.g. currency, location). Currency must be specified;
other fields may be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="market" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Market information, e.g. curves, surfaces, quotes,
etc., used to generate the values in this report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationScenario" type="ValuationScenario" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Valuation scenarios used (requested/reported) in this
valuation set. E.g., the EOD valuation scenario for a
particular value date. Used for the first occurrence of
a valuation scenario in a document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="position" type="Position" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The swap positions included in the position report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="party" type="Party" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties whose trades are included included in this
position report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PortfolioValuationItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used in valuation enquiry messages which relates a
portfolio to its trades and current value.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Portfolio identifier
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Zero or more trade valuation items.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="valuationSet" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The portfolio valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RequestValuationReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the content model for a message allowing one
party a report containing valuations of one or many existing
trades.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
<xsd:element ref="market" minOccurs="0"/>
<xsd:element name="portfolioValuationItem" type="PortfolioValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An instance of a unique portfolio valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An instance of a unique trade valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeValuationItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used in trade valuation enquiry messages which relates a
trade identifier to its current value.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One or more trade identifiers needed to uniquely identify a
trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully-described trades whose values are reported.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="valuationSet">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ValuationReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the content model for a message normally
generated in response to a RequestValuationReport request.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
<xsd:element ref="market" minOccurs="0"/>
<xsd:element name="portfolioValuationItem" type="PortfolioValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An instance of a unique portfolio valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" 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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global portfolio element used as a basis for a substitution
group.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="queryPortfolio" type="QueryPortfolio" substitutionGroup="portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global element used to substitute for "portfolio".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>