---

Contents

Global Simple Types

Global Complex Types

AffectedTransactions

AllocationAmended

AllocationCancelled

AllocationCreated

AmendmentConfirmed

BankruptcyEvent

ContractCancelled

ContractCreated

ContractFullTermination

ContractIncreased

ContractNovated

ContractPartialTermination

CreditEvent

CreditEventNoticeDocument

CreditEventNotification

FailureToPayEvent

IncreaseConfirmed

Language

MimeType

NovateTrade

Novation

NovationAlleged

NovationConfirmed

NovationConsentGranted

NovationConsentRefused

NovationConsentRequest

NovationMatched

NovationNotificationMessage

NovationRequestMessage

NovationResponseMessage

ObligationAccelerationEvent

ObligationDefaultEvent

PartialTerminationAmount

RepudiationMoratoriumEvent

RequestAllocation

RequestAmendmentConfirmation

RequestIncreaseConfirmation

RequestNovationConfirmation

RequestTerminationConfirmation

Resource

ResourceId

ResourceLength

RestructuringEvent

Termination

TerminationConfirmed

TradeAmended

TradeAmendment

TradeAmendmentRequest

TradeAmendmentResponse

TradeCancelled

TradeCreated

TradeIncreaseRequest

TradeIncreaseResponse

TradeNovated

TradeTerminationRequest

TradeTerminationResponse

Global Elements

bankruptcy

creditEvent

creditEventNotice

failureToPay

obligationAcceleration

obligationDefault

repudiationMoratorium

restructuring

Groups

NovationDetails.model

NovationMessage.model

TerminationDetails.model

Schema Listing

---

Global Simple Types

The schema does not contain any global simple types.

---

Global Complex Types

AffectedTransactions

Description:

Figure:

Contents:

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

trade (exactly one occurrence; of the type Trade)

• An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains

Or

tradeReference (exactly one occurrence; of the type PartyTradeIdentifiers)

• A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.

Used by:

• CreditEventNoticeDocument/affectedTransactions

Schema Fragment:

<xsd:complexType name="AffectedTransactions">
  <xsd:group ref="TradeOrTradeReference.model" maxOccurs="unbounded"/>
</xsd:complexType>

---

AllocationAmended

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that an allocation has been modified.

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.

amendment (one or more occurrences; of the type TradeAmendment)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AllocationAmended">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that an allocation
      has been modified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="TradeAmendment" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

AllocationCancelled

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that an allocation has been cancelled.

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.

There can be one or any number of occurrences of the following structure; Choice of either

trade (exactly one occurrence; of the type Trade)

Or

partyTradeIdentifier (exactly one occurrence; of the type PartyTradeIdentifier)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AllocationCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that an allocation
      has been cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:choice maxOccurs="unbounded">
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
        </xsd:choice>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

AllocationCreated

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that a new allocation has been created.

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 (one or more occurrences; of the type Trade)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AllocationCreated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that a new allocation
      has been created.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

AmendmentConfirmed

Description:

A message generated when an Amendment 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.

amendment (exactly one occurrence; of the type Amendment)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AmendmentConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message generated when an Amendment is determined to be
      confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

BankruptcyEvent

Description:

Figure:

Contents:

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

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="BankruptcyEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

ContractCancelled

Description:

Notification that a Contract has been subject to Cancellation

Figure:

Contents:

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

• Abstract base class for Contract notification messages that require Contract Reference only

Used by:

Extension of:

• ContractReferenceMessage

Schema Fragment:

<xsd:complexType name="ContractCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been subject to Cancellation
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ContractReferenceMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

ContractCreated

Description:

Notification that a Contract has been Created

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.

tradeReference (zero or one occurrence; of the type PartyTradeIdentifiers)

contract (exactly one occurrence; of the type Contract)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="ContractCreated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been Created
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeReference" type="PartyTradeIdentifiers" minOccurs="0"/>
        <xsd:element name="contract" type="Contract"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ContractFullTermination

Description:

Notification that a Contract has been subject to Full Termination

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.

termination (exactly one occurrence; of the type ContractTermination)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="ContractFullTermination">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been subject to Full Termination
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="ContractTermination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ContractIncreased

Description:

Notification that a Contract has been Increased

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.

increase (exactly one occurrence; of the type ChangeContractSize)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="ContractIncreased">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been Increased
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="ChangeContractSize"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ContractNovated

Description:

Notification that a Contract has been Novated

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.

novation (exactly one occurrence; of the type ContractNovation)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="ContractNovated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been Novated
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="ContractNovation"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ContractPartialTermination

Description:

Notification that a Contract has been subject to Partial Termination

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.

termination (exactly one occurrence; of the type ChangeContractSize)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="ContractPartialTermination">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a Contract has been subject to Partial
      Termination
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="ChangeContractSize"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

CreditEvent

Description:

Figure:

Contents:

Used by:

Derived Types:

• BankruptcyEvent
• FailureToPayEvent
• ObligationAccelerationEvent
• ObligationDefaultEvent
• RepudiationMoratoriumEvent
• RestructuringEvent

Schema Fragment:

<xsd:complexType name="CreditEvent"/>

---

CreditEventNoticeDocument

Description:

An event type that records the occurrence of a credit event notice.

Figure:

Contents:

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

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

affectedTransactions (zero or one occurrence; of the type AffectedTransactions)

• Trades affected by this event.

referenceEntity (exactly one occurrence; of the type LegalEntity)

creditEvent (exactly one occurrence; of the type CreditEvent)

publiclyAvailableInformation (zero or more occurrences; of the type Resource)

• A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.

notifyingPartyReference (exactly one occurrence; of the type PartyReference)

notifiedPartyReference (exactly one occurrence; of the type PartyReference)

creditEventNoticeDate (exactly one occurrence; of the type xsd:date)

creditEventDate (exactly one occurrence; of the type xsd:date)

Used by:

• CreditEventNotification/creditEventNotice

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="CreditEventNoticeDocument">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that records the occurrence of a credit event
      notice.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:element name="affectedTransactions" type="AffectedTransactions" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Trades affected by this event.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="referenceEntity" type="LegalEntity"/>
        <xsd:element ref="creditEvent"/>
        <xsd:element name="publiclyAvailableInformation" type="Resource" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A public information source, e.g. a particular newspaper
              or electronic news service, that may publish relevant
              information used in the determination of whether or not a
              credit event has occurred.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="notifyingPartyReference" type="PartyReference"/>
        <xsd:element name="notifiedPartyReference" type="PartyReference"/>
        <xsd:element name="creditEventNoticeDate" type="xsd:date"/>
        <xsd:element name="creditEventDate" type="xsd:date"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

CreditEventNotification

Description:

Figure:

Contents:

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

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

creditEventNotice (exactly one occurrence; of the type CreditEventNoticeDocument)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="CreditEventNotification">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="creditEventNotice" type="CreditEventNoticeDocument"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

FailureToPayEvent

Description:

Figure:

Contents:

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

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="FailureToPayEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

IncreaseConfirmed

Description:

A message generated when an Increase 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.

increase (exactly one occurrence; of the type Increase)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="IncreaseConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message generated when an Increase is determined to be
      confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Language

Description:

The data type used for indicating the language of the resource, described using the ISO 639-2/T Code

Figure:

Contents:

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

Attribute: languageScheme (xsd:anyURI)

Used by:

• Resource/language

Schema Fragment:

<xsd:complexType name="Language">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for indicating the language of the resource,
      described using the ISO 639-2/T Code
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="languageScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

MimeType

Description:

The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046.

Figure:

Contents:

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

Attribute: mimeTypeScheme (xsd:anyURI)

Used by:

• Resource/mimeType

Schema Fragment:

<xsd:complexType name="MimeType">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The type that indicates the type of media used to store the
      content. MimeType is used to determine the software product(s)
      that can read the content. MIME types are described in RFC 2046.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="mimeTypeScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

NovateTrade

Description:

Figure:

Contents:

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

• Abstract base class for all Novation Request Messages.

Used by:

Extension of:

• NovationRequestMessage

Schema Fragment:

<xsd:complexType name="NovateTrade">
  <xsd:complexContent>
    <xsd:extension base="NovationRequestMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

Novation

Description:

An event type that records the occurrence of a novation

Figure:

Contents:

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

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

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

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

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

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

• The number of options which represent the portion of the Old Transaction being novated.

remainingTrade (zero or one occurrence; of the type Trade)

• This element contains a description of the remaining portion of a partially novated trade.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

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

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• DEPRECATED - This element will be removed in the next major version of FpML. The element contractualTermsSupplement should be used instead. Definition: A contractual supplement (such as those published by ISDA) that will apply to the trade.

Or

contractualTermsSupplement (zero or more occurrences; of the type ContractualTermsSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the trade.

payment (zero or one occurrence; of the type Payment)

Used by:

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="Novation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that records the occurrence of a novation
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:group ref="NovationDetails.model"/>
        <xsd:element name="payment" type="Payment" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationAlleged

Description:

Figure:

Contents:

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

• Abstract base class for all Novation Notification Messages.

Used by:

Extension of:

• NovationNotificationMessage

Schema Fragment:

<xsd:complexType name="NovationAlleged">
  <xsd:complexContent>
    <xsd:extension base="NovationNotificationMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConfirmed

Description:

Figure:

Contents:

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

• Abstract base class for all Novation Notification Messages.

Used by:

Extension of:

• NovationNotificationMessage

Schema Fragment:

<xsd:complexType name="NovationConfirmed">
  <xsd:complexContent>
    <xsd:extension base="NovationNotificationMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConsentGranted

Description:

Response message that should be sent by the receiving parties if they agree with the novation. The transferee or transferor party may include the details of a payment representing the market value of the transaction.

Figure:

Contents:

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

• Abstract base class for all Novation Response Messages.

Used by:

Extension of:

• NovationResponseMessage

Schema Fragment:

<xsd:complexType name="NovationConsentGranted">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Response message that should be sent by the receiving parties if
      they agree with the novation. The transferee or transferor party
      may include the details of a payment representing the market
      value of the transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NovationResponseMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConsentRefused

Description:

Response message that should be sent by the transferee or remaining party if they cannot perform the requested novation.

Figure:

Contents:

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

• Abstract base class for all Novation Response Messages.

reason (zero or one occurrence; of the type Reason)

Used by:

Extension of:

• NovationResponseMessage

Schema Fragment:

<xsd:complexType name="NovationConsentRefused">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Response message that should be sent by the transferee or
      remaining party if they cannot perform the requested novation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NovationResponseMessage">
      <xsd:sequence>
        <xsd:element name="reason" type="Reason" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConsentRequest

Description:

A request message that passes details of the previously negotiated transaction that the transferor wishes to novate as well as describing the identity and roles of each party. As the same message is sent to both the transferee and remaining party it must contain the complete description of the underlying transaction (rather than just a reference) as the transferee will not have record of it.

Figure:

Contents:

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

• Abstract base class for all Novation Request Messages.

Used by:

Extension of:

• NovationRequestMessage

Schema Fragment:

<xsd:complexType name="NovationConsentRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message that passes details of the previously
      negotiated transaction that the transferor wishes to novate as
      well as describing the identity and roles of each party. As the
      same message is sent to both the transferee and remaining party
      it must contain the complete description of the underlying
      transaction (rather than just a reference) as the transferee will
      not have record of it.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NovationRequestMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

NovationMatched

Description:

Figure:

Contents:

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

• Abstract base class for all Novation Notification Messages.

Used by:

Extension of:

• NovationNotificationMessage

Schema Fragment:

<xsd:complexType name="NovationMatched">
  <xsd:complexContent>
    <xsd:extension base="NovationNotificationMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

NovationNotificationMessage

Description:

Abstract base class for all Novation Notification Messages.

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.

novation (exactly one occurrence; of the type Novation)

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

Used by:

Extension of:

• NotificationMessage

Derived Types:

• NovationAlleged
• NovationConfirmed
• NovationMatched
• TradeNovated

Schema Fragment:

<xsd:complexType name="NovationNotificationMessage" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Abstract base class for all Novation Notification Messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:group ref="NovationMessage.model"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationRequestMessage

Description:

Abstract base class for all Novation Request Messages.

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.

novation (exactly one occurrence; of the type Novation)

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

Used by:

Extension of:

• RequestMessage

Derived Types:

• NovateTrade
• NovationConsentRequest
• RequestNovationConfirmation

Schema Fragment:

<xsd:complexType name="NovationRequestMessage" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Abstract base class for all Novation Request Messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:group ref="NovationMessage.model"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationResponseMessage

Description:

Abstract base class for all Novation Response Messages.

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.

novation (exactly one occurrence; of the type Novation)

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

Used by:

Extension of:

• ResponseMessage

Derived Types:

• NovationConsentGranted
• NovationConsentRefused

Schema Fragment:

<xsd:complexType name="NovationResponseMessage" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Abstract base class for all Novation Response Messages.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:sequence minOccurs="0">
          <xsd:group ref="NovationMessage.model"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ObligationAccelerationEvent

Description:

Figure:

Contents:

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

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="ObligationAccelerationEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

ObligationDefaultEvent

Description:

Figure:

Contents:

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

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="ObligationDefaultEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

PartialTerminationAmount

Description:

Figure:

Contents:

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

Used by:

Schema Fragment:

<xsd:complexType name="PartialTerminationAmount">
  <xsd:sequence>
    <xsd:choice minOccurs="0">
      <xsd:sequence>
        <xsd:element name="decreaseInNotionalAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the fixed amount by which the Notional
              decreases due to the Partial Termination transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="outstandingNotionalAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the Notional amount after the Partial
              Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:sequence>
        <xsd:element name="decreaseInNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the fixed amount by which the Number of Options
              decreases due to the Partial Termination transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the Number of Options after the Partial
              Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

RepudiationMoratoriumEvent

Description:

Figure:

Contents:

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

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="RepudiationMoratoriumEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

RequestAllocation

Description:

Message used in order to initiate the allocation process.

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.

blockTradeIdentifier (exactly one occurrence; of the type BlockTradeIdentifier)

allocations (exactly one occurrence; of the type Allocations)

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

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestAllocation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Message used in order to initiate the allocation process.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="blockTradeIdentifier" type="BlockTradeIdentifier"/>
        <xsd:element name="allocations" type="Allocations"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestAmendmentConfirmation

Description:

A message for requesting that the contained amendment 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.

amendment (exactly one occurrence; of the type Amendment)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestAmendmentConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message for requesting that the contained amendment be put
      forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestIncreaseConfirmation

Description:

A message for requesting that the contained increase 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.

increase (exactly one occurrence; of the type Increase)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestIncreaseConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message for requesting that the contained increase be put
      forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestNovationConfirmation

Description:

Figure:

Contents:

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

• Abstract base class for all Novation Request Messages.

Used by:

Extension of:

• NovationRequestMessage

Schema Fragment:

<xsd:complexType name="RequestNovationConfirmation">
  <xsd:complexContent>
    <xsd:extension base="NovationRequestMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

RequestTerminationConfirmation

Description:

A message for requesting that the contained termination 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.

termination (exactly one occurrence; of the type Termination)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestTerminationConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message for requesting that the contained termination be put
      forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Resource

Description:

Describes the resource that contains the media representation of a business event. For example, can describe a file or a URL that represents the event.

Figure:

Contents:

resourceId (exactly one occurrence; of the type ResourceId)

• The unique identifier of the resource within the event.

language (zero or one occurrence; of the type Language)

• Indicates the language of the resource, described using the ISO 639-2/T Code.

sizeInBytes (zero or one occurrence; of the type xsd:decimal)

• Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs.

length (zero or one occurrence; of the type ResourceLength)

• Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages.

mimeType (exactly one occurrence; of the type MimeType)

• Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.

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

• The name of the resource.

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

• Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?

url (zero or one occurrence; of the type xsd:anyURI)

• Indicates the URL at which the resource can be found.

Used by:

• CreditEventNoticeDocument/publiclyAvailableInformation

Schema Fragment:

<xsd:complexType name="Resource">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Describes the resource that contains the media representation of
      a business event. For example, can describe a file or a URL that
      represents the event.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="resourceId" type="ResourceId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The unique identifier of the resource within the event.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="language" type="Language" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the language of the resource, described using the
          ISO 639-2/T Code.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="sizeInBytes" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the size of the resource in bytes. It could be used
          by the end user to estimate the download time and storage
          needs.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="length" type="ResourceLength" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the length of the resource. For example, if the
          resource were a PDF file, the length would be in pages.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="mimeType" type="MimeType">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the type of media used to store the content.
          mimeType is used to determine the software product(s) that
          can read the content. MIME Types are described in RFC 2046.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="name" type="xsd:normalizedString" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The name of the resource.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="comments" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Any additional comments that are deemed necessary. For
          example, which software version is required to open the
          document? Or, how does this resource relate to the others for
          this event?
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="url" type="xsd:anyURI" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the URL at which the resource can be found.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

ResourceId

Description:

The data type used for resource identifiers.

Figure:

Contents:

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

Attribute: resourceIdScheme (xsd:anyURI)

Used by:

• Resource/resourceId

Schema Fragment:

<xsd:complexType name="ResourceId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for resource identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="resourceIdScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

ResourceLength

Description:

The type that indicates the length of the resource.

Figure:

Contents:

lengthUnit (exactly one occurrence; of the type LengthUnitEnum)

• The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files).

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

• The length value of the resource.

Used by:

• Resource/length

Schema Fragment:

<xsd:complexType name="ResourceLength">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The type that indicates the length of the resource.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="lengthUnit" type="LengthUnitEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The length unit of the resource. For example, pages (pdf,
          text documents) or time (audio, video files).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="lengthValue" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The length value of the resource.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

RestructuringEvent

Description:

Figure:

Contents:

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

partialExerciseAmount (zero or one occurrence; of the type Money)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="RestructuringEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent">
      <xsd:sequence>
        <xsd:element name="partialExerciseAmount" type="Money" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Termination

Description:

An event type that defines the content of a Termination transaction.

Figure:

Contents:

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

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

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

trade (exactly one occurrence; of the type Trade)

• An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains

Or

tradeReference (exactly one occurrence; of the type PartyTradeIdentifiers)

• A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.

terminationTradeDate (exactly one occurrence; of the type xsd:date)

• The date on which the the parties enter into the Termination transaction.

terminationEffectiveDate (exactly one occurrence; of the type xsd:date)

• The date on which the Termination becomes effective.

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

full (exactly one occurrence; of the type Empty)

• The use of the Full element indicates that this is a Full Termination.

Or

partial (exactly one occurrence; of the type PartialTerminationAmount)

• The use of the Partial element indicates that this is a Partial Termination.

payment (zero or one occurrence; of the type Payment)

• A payment for the right to terminate the trade.

Used by:

• RequestTerminationConfirmation/termination
• TerminationConfirmed/termination
• TradeTerminationRequest/termination
• TradeTerminationResponse/termination

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="Termination">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that defines the content of a Termination
      transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:group ref="TradeOrTradeReference.model"/>
        <xsd:group ref="TerminationDetails.model"/>
        <xsd:element name="payment" type="Payment" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A payment for the right to terminate the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TerminationConfirmed

Description:

A message generated when a Termination 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.

termination (exactly one occurrence; of the type Termination)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TerminationConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message generated when a Termination is determined to be
      confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAmended

Description:

This message is DEPRECATED and should not be used in new implementations. See ContractCreated. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been modified.

Figure:

Contents:

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

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

trade (exactly one occurrence; of the type Trade)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeAmended">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      This message is DEPRECATED and should not be used in new
      implementations. See ContractCreated. A notification to inform
      downstream systems when a system that acts as source of trade
      information detects that a trade has been modified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAmendment

Description:

A type describing the original trade and the amended trade.

Figure:

Contents:

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

originalTrade (exactly one occurrence; of the type Trade)

• The entire original trade details.

Or

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

• The trade id of the original trade details.

amendedTrade (exactly one occurrence; of the type Trade)

• The representation of the amended trade.

Used by:

• AllocationAmended/amendment

Schema Fragment:

<xsd:complexType name="TradeAmendment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the original trade and the amended trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice minOccurs="0">
      <xsd:element name="originalTrade" type="Trade">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The entire original trade details.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="originalTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade id of the original trade details.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="amendedTrade" type="Trade">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The representation of the amended trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

TradeAmendmentRequest

Description:

A request message for requesting an Amendment.

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.

amendment (exactly one occurrence; of the type Amendment)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="TradeAmendmentRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message for requesting an Amendment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAmendmentResponse

Description:

A response to the request for an Amendment.

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.

amendment (exactly one occurrence; of the type Amendment)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeAmendmentResponse">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A response to the request for an Amendment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeCancelled

Description:

This message is DEPRECATED and should not be used in new implementations. See ContractCancelled. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been cancelled.

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.

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

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

Or

trade (exactly one occurrence; of the type Trade)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      This message is DEPRECATED and should not be used in new
      implementations. See ContractCancelled. A notification to inform
      downstream systems when a system that acts as source of trade
      information detects that a trade has been cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
          <xsd:element name="trade" type="Trade"/>
        </xsd:choice>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeCreated

Description:

This message is DEPRECATED and should not be used in new implementations. See ContractCreated. A notification to inform downstream systems when a system that acts as source of trade information detects that a new trade has been created.

Figure:

Contents:

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

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

trade (exactly one occurrence; of the type Trade)

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

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeCreated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      This message is DEPRECATED and should not be used in new
      implementations. See ContractCreated. A notification to inform
      downstream systems when a system that acts as source of trade
      information detects that a new trade has been created.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeIncreaseRequest

Description:

A request message for requesting an Increase.

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.

increase (exactly one occurrence; of the type Increase)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="TradeIncreaseRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message for requesting an Increase.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeIncreaseResponse

Description:

A response to the request for an Increase.

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.

increase (exactly one occurrence; of the type Increase)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeIncreaseResponse">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A response to the request for an Increase.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeNovated

Description:

Figure:

Contents:

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

• Abstract base class for all Novation Notification Messages.

Used by:

Extension of:

• NovationNotificationMessage

Schema Fragment:

<xsd:complexType name="TradeNovated">
  <xsd:complexContent>
    <xsd:extension base="NovationNotificationMessage"/>
  </xsd:complexContent>
</xsd:complexType>

---

TradeTerminationRequest

Description:

A request message for requesting a Termination.

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.

termination (exactly one occurrence; of the type Termination)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="TradeTerminationRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message for requesting a Termination.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeTerminationResponse

Description:

A response to the request for Termination.

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.

termination (exactly one occurrence; of the type Termination)

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

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeTerminationResponse">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A response to the request for Termination.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Global Elements

bankruptcy

Description:

Figure:

Contents:

Element bankruptcy is defined by the complex type BankruptcyEvent

Used by:

Schema Fragment:

<xsd:element name="bankruptcy" type="BankruptcyEvent" substitutionGroup="creditEvent"/>

---

creditEvent

Description:

Figure:

Contents:

Element creditEvent is defined by the complex type CreditEvent

Used by:

• CreditEventNoticeDocument

Substituted by:

• bankruptcy
• failureToPay
• obligationAcceleration
• obligationDefault
• repudiationMoratorium
• restructuring

Schema Fragment:

<xsd:element name="creditEvent" type="CreditEvent" abstract="true"/>

---

creditEventNotice

Description:

A global element used to hold CENs

Figure:

Contents:

Element creditEventNotice is defined by the complex type CreditEventNoticeDocument

Used by:

Schema Fragment:

<xsd:element name="creditEventNotice" type="CreditEventNoticeDocument" substitutionGroup="event">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A global element used to hold CENs
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

failureToPay

Description:

Figure:

Contents:

Element failureToPay is defined by the complex type FailureToPayEvent

Used by:

Schema Fragment:

<xsd:element name="failureToPay" type="FailureToPayEvent" substitutionGroup="creditEvent"/>

---

obligationAcceleration

Description:

Figure:

Contents:

Element obligationAcceleration is defined by the complex type ObligationAccelerationEvent

Used by:

Schema Fragment:

<xsd:element name="obligationAcceleration" type="ObligationAccelerationEvent" substitutionGroup="creditEvent"/>

---

obligationDefault

Description:

Figure:

Contents:

Element obligationDefault is defined by the complex type ObligationDefaultEvent

Used by:

Schema Fragment:

<xsd:element name="obligationDefault" type="ObligationDefaultEvent" substitutionGroup="creditEvent"/>

---

repudiationMoratorium

Description:

Figure:

Contents:

Element repudiationMoratorium is defined by the complex type RepudiationMoratoriumEvent

Used by:

Schema Fragment:

<xsd:element name="repudiationMoratorium" type="RepudiationMoratoriumEvent" substitutionGroup="creditEvent"/>

---

restructuring

Description:

Figure:

Contents:

Element restructuring is defined by the complex type RestructuringEvent

Used by:

Schema Fragment:

<xsd:element name="restructuring" type="RestructuringEvent" substitutionGroup="creditEvent"/>

---

Groups

NovationDetails.model

Description:

Figure:

Contents:

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type PartyReference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

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

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

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

• The number of options which represent the portion of the Old Transaction being novated.

remainingTrade (zero or one occurrence; of the type Trade)

• This element contains a description of the remaining portion of a partially novated trade.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

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

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• DEPRECATED - This element will be removed in the next major version of FpML. The element contractualTermsSupplement should be used instead. Definition: A contractual supplement (such as those published by ISDA) that will apply to the trade.

Or

contractualTermsSupplement (zero or more occurrences; of the type ContractualTermsSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the trade.

Used by:

• Novation

Schema Fragment:

<xsd:group name="NovationDetails.model">
  <xsd:sequence>
    <xsd:choice>
      <xsd:choice>
        <xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Indicates a reference to the new transaction between the
              transferee and the remaining party.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="newTransaction" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Indicates the new transaction between the transferee and
              the remaining party.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="oldTransactionReference" type="PartyTradeIdentifiers">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates a reference to the original trade between the
                transferor and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="oldTransaction" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates the original trade between the transferor and
                the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:choice minOccurs="0">
          <xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates a reference to the new transaction between
                the transferee and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="newTransaction" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates the new transaction between the transferee
                and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
      </xsd:sequence>
    </xsd:choice>
    <xsd:element name="transferor" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. In a three-way novation the party
          referenced is the Transferor (outgoing party) in the
          novation. The Transferor means a party which transfers by
          novation to a Transferee all of its rights, liabilities,
          duties and obligations with respect to a Remaining Party. In
          a four-way novation the party referenced is Transferor 1
          which transfers by novation to Transferee 1 all of its
          rights, liabilities, duties and obligations with respect to
          Transferor 2. ISDA 2004 Novation Term: Transferor (three-way
          novation) or Transferor 1 (four-way novation).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="transferee" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. In a three-way novation the party
          referenced is the Transferee (incoming party) in the
          novation. Transferee means a party which accepts by way of
          novation all rights, liabilities, duties and obligations of a
          Transferor with respect to a Remaining Party. In a four-way
          novation the party referenced is Transferee 1 which accepts
          by way of novation the rights, liabilities, duties and
          obligations of Transferor 1. ISDA 2004 Novation Term:
          Transferee (three-way novation) or Transferee 1 (four-way
          novation).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="remainingParty" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. In a three-way novation the party
          referenced is the Remaining Party in the novation. Remaining
          Party means a party which consents to a Transferor's transfer
          by novation and the acceptance thereof by the Transferee of
          all of the Transferor's rights, liabilities, duties and
          obligations with respect to such Remaining Party under and
          with respect of the Novated Amount of a transaction. In a
          four-way novation the party referenced is Transferor 2 per
          the ISDA definition and acts in the role of a Transferor.
          Transferor 2 transfers by novation to Transferee 2 all of its
          rights, liabilities, duties and obligations with respect to
          Transferor 1. ISDA 2004 Novation Term: Remaining Party
          (three-way novation) or Transferor 2 (four-way novation).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="otherRemainingParty" type="PartyReference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. This element is not applicable in
          a three-way novation and should be omitted. In a four-way
          novation the party referenced is Transferee 2. Transferee 2
          means a party which accepts by way of novation the rights,
          liabilities, duties and obligations of Transferor 2. ISDA
          2004 Novation Term: Transferee 2 (four-way novation).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="novationDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the date that one party's legal obligations with
          regard to a trade are transferred to another party. It
          corresponds to the Novation Date section of the 2004 ISDA
          Novation Definitions, section 1.16.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="novationTradeDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the date the parties agree to assign or novate a
          trade. If this element is not specified, the
          novationTradeDate will be deemed to be the novationDate. It
          corresponds to the Novation Trade Date section of the 2004
          ISDA Novation Definitions, section 1.17.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:choice minOccurs="0">
      <xsd:element name="novatedAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The amount which represents the portion of the Old
            Transaction being novated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The number of options which represent the portion of the
            Old Transaction being novated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="remainingTrade" type="Trade" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element contains a description of the remaining portion
          of a partially novated trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fullFirstCalculationPeriod" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element corresponds to the applicability of the Full
          First Calculation Period as defined in the 2004 ISDA Novation
          Definitions, section 1.20.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="firstPeriodStartDate" type="FirstPeriodStartDate" minOccurs="0" maxOccurs="2">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Element that is used to be able to make sense of the “new
          transaction” without requiring reference back to the “old
          transaction”. In the case of interest rate products there are
          potentially 2 “first period start dates” to reference – one
          with respect to each party to the new transaction. For Credit
          Default Swaps there is just the one with respect to the party
          that is the fixed rate payer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="nonReliance" type="Empty" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element corresponds to the non-Reliance section in the
          2004 ISDA Novation Definitions, section 2.1 (c) (i). The
          element appears in the instance document when non-Reliance is
          applicable.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="creditDerivativesNotices" type="CreditDerivativesNotices" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element should be specified if one or more of either a
          Credit Event Notice, Notice of Publicly Available
          Information, Notice of Physical Settlement or Notice of
          Intended Physical Settlement, as applicable, has been
          delivered by or to the Transferor or the Remaining Party. The
          type of notice or notices that have been delivered should be
          indicated by setting the relevant boolean element value(s) to
          true. The absence of the element means that no Credit Event
          Notice, Notice of Publicly Available Information, Notice of
          Physical Settlement or Notice of Intended Physical
          Settlement, as applicable, has been delivered by or to the
          Transferor or the Remaining Party.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The definitions (such as those published by ISDA) that will
          define the terms of the novation transaction.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:choice>
      <xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            DEPRECATED - This element will be removed in the next major
            version of FpML. The element contractualTermsSupplement
            should be used instead. Definition: A contractual
            supplement (such as those published by ISDA) that will
            apply to the trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="contractualTermsSupplement" type="ContractualTermsSupplement" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A contractual supplement (such as those published by ISDA)
            that will apply to the trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:sequence>
</xsd:group>

---

NovationMessage.model

Description:

Figure:

Contents:

novation (exactly one occurrence; of the type Novation)

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

Used by:

• NovationNotificationMessage
• NovationRequestMessage
• NovationResponseMessage

Schema Fragment:

<xsd:group name="NovationMessage.model">
  <xsd:sequence>
    <xsd:element name="novation" type="Novation"/>
    <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:group>

---

TerminationDetails.model

Description:

Figure:

Contents:

terminationTradeDate (exactly one occurrence; of the type xsd:date)

• The date on which the the parties enter into the Termination transaction.

terminationEffectiveDate (exactly one occurrence; of the type xsd:date)

• The date on which the Termination becomes effective.

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

full (exactly one occurrence; of the type Empty)

• The use of the Full element indicates that this is a Full Termination.

Or

partial (exactly one occurrence; of the type PartialTerminationAmount)

• The use of the Partial element indicates that this is a Partial Termination.

Used by:

• Termination

Schema Fragment:

<xsd:group name="TerminationDetails.model">
  <xsd:sequence>
    <xsd:element name="terminationTradeDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date on which the the parties enter into the Termination
          transaction.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="terminationEffectiveDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date on which the Termination becomes effective.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:choice>
      <xsd:element name="full" type="Empty">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The use of the Full element indicates that this is a Full
            Termination.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="partial" type="PartialTerminationAmount">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The use of the Partial element indicates that this is a
            Partial Termination.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:sequence>
</xsd:group>

---

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1092 $">
  <xsd:include schemaLocation="fpml-msg-4-2.xsd"/>
  <xsd:include schemaLocation="fpml-doc-4-2.xsd"/>
  <xsd:include schemaLocation="fpml-shared-4-2.xsd"/>
  <xsd:complexType name="AffectedTransactions">
    <xsd:group ref="TradeOrTradeReference.model" maxOccurs="unbounded"/>
  </xsd:complexType>
  <xsd:complexType name="AllocationCreated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that a new
        allocation has been created.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AllocationAmended">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that an allocation
        has been modified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="TradeAmendment" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AllocationCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that an allocation
        has been cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:choice maxOccurs="unbounded">
            <xsd:element name="trade" type="Trade"/>
            <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
          </xsd:choice>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AmendmentConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message generated when an Amendment is determined to be
        confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="BankruptcyEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been subject to Cancellation
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ContractReferenceMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractCreated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been Created
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeReference" type="PartyTradeIdentifiers" minOccurs="0"/>
          <xsd:element name="contract" type="Contract"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractFullTermination">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been subject to Full
        Termination
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="ContractTermination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractIncreased">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been Increased
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="ChangeContractSize"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractNovated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been Novated
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="ContractNovation"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ContractPartialTermination">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a Contract has been subject to Partial
        Termination
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="ChangeContractSize"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="CreditEvent"/>
  <xsd:complexType name="CreditEventNoticeDocument">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that records the occurrence of a credit event
        notice.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:element name="affectedTransactions" type="AffectedTransactions" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Trades affected by this event.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="referenceEntity" type="LegalEntity"/>
          <xsd:element ref="creditEvent"/>
          <xsd:element name="publiclyAvailableInformation" type="Resource" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A public information source, e.g. a particular
                newspaper or electronic news service, that may publish
                relevant information used in the determination of
                whether or not a credit event has occurred.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="notifyingPartyReference" type="PartyReference"/>
          <xsd:element name="notifiedPartyReference" type="PartyReference"/>
          <xsd:element name="creditEventNoticeDate" type="xsd:date"/>
          <xsd:element name="creditEventDate" type="xsd:date"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="CreditEventNotification">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="creditEventNotice" type="CreditEventNoticeDocument"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FailureToPayEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="IncreaseConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message generated when an Increase is determined to be
        confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Language">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for indicating the language of the resource,
        described using the ISO 639-2/T Code
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="languageScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="MimeType">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type that indicates the type of media used to store the
        content. MimeType is used to determine the software product(s)
        that can read the content. MIME types are described in RFC
        2046.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="mimeTypeScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="NovateTrade">
    <xsd:complexContent>
      <xsd:extension base="NovationRequestMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Novation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that records the occurrence of a novation
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationAlleged">
    <xsd:complexContent>
      <xsd:extension base="NovationNotificationMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConfirmed">
    <xsd:complexContent>
      <xsd:extension base="NovationNotificationMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConsentGranted">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Response message that should be sent by the receiving parties
        if they agree with the novation. The transferee or transferor
        party may include the details of a payment representing the
        market value of the transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NovationResponseMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConsentRefused">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Response message that should be sent by the transferee or
        remaining party if they cannot perform the requested novation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NovationResponseMessage">
        <xsd:sequence>
          <xsd:element name="reason" type="Reason" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConsentRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message that passes details of the previously
        negotiated transaction that the transferor wishes to novate as
        well as describing the identity and roles of each party. As the
        same message is sent to both the transferee and remaining party
        it must contain the complete description of the underlying
        transaction (rather than just a reference) as the transferee
        will not have record of it.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NovationRequestMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationMatched">
    <xsd:complexContent>
      <xsd:extension base="NovationNotificationMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationNotificationMessage" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Abstract base class for all Novation Notification Messages.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:group ref="NovationMessage.model"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationRequestMessage" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Abstract base class for all Novation Request Messages.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:group ref="NovationMessage.model"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationResponseMessage" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Abstract base class for all Novation Response Messages.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:sequence minOccurs="0">
            <xsd:group ref="NovationMessage.model"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ObligationAccelerationEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ObligationDefaultEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="PartialTerminationAmount">
    <xsd:sequence>
      <xsd:choice minOccurs="0">
        <xsd:sequence>
          <xsd:element name="decreaseInNotionalAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the fixed amount by which the Notional
                decreases due to the Partial Termination transaction.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="outstandingNotionalAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the Notional amount after the Partial
                Termination.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:element name="decreaseInNumberOfOptions" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the fixed amount by which the Number of
                Options decreases due to the Partial Termination
                transaction.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the Number of Options after the Partial
                Termination.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RepudiationMoratoriumEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestAllocation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Message used in order to initiate the allocation process.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="blockTradeIdentifier" type="BlockTradeIdentifier"/>
          <xsd:element name="allocations" type="Allocations"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestAmendmentConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message for requesting that the contained amendment be put
        forward for matching and confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestIncreaseConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message for requesting that the contained increase be put
        forward for matching and confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestNovationConfirmation">
    <xsd:complexContent>
      <xsd:extension base="NovationRequestMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestTerminationConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message for requesting that the contained termination be put
        forward for matching and confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Resource">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Describes the resource that contains the media representation
        of a business event. For example, can describe a file or a URL
        that represents the event.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="resourceId" type="ResourceId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The unique identifier of the resource within the event.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="language" type="Language" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the language of the resource, described using the
            ISO 639-2/T Code.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="sizeInBytes" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the size of the resource in bytes. It could be
            used by the end user to estimate the download time and
            storage needs.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="length" type="ResourceLength" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the length of the resource. For example, if the
            resource were a PDF file, the length would be in pages.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="mimeType" type="MimeType">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the type of media used to store the content.
            mimeType is used to determine the software product(s) that
            can read the content. MIME Types are described in RFC 2046.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="name" type="xsd:normalizedString" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the resource.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="comments" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Any additional comments that are deemed necessary. For
            example, which software version is required to open the
            document? Or, how does this resource relate to the others
            for this event?
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="url" type="xsd:anyURI" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the URL at which the resource can be found.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ResourceId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for resource identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="resourceIdScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ResourceLength">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type that indicates the length of the resource.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="lengthUnit" type="LengthUnitEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The length unit of the resource. For example, pages (pdf,
            text documents) or time (audio, video files).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="lengthValue" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The length value of the resource.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RestructuringEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent">
        <xsd:sequence>
          <xsd:element name="partialExerciseAmount" type="Money" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Termination">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that defines the content of a Termination
        transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:group ref="TradeOrTradeReference.model"/>
          <xsd:group ref="TerminationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A payment for the right to terminate the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TerminationConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message generated when a Termination is determined to be
        confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmended">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        This message is DEPRECATED and should not be used in new
        implementations. See ContractCreated. A notification to inform
        downstream systems when a system that acts as source of trade
        information detects that a trade has been modified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmendment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the original trade and the amended trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice minOccurs="0">
        <xsd:element name="originalTrade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The entire original trade details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="originalTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trade id of the original trade details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="amendedTrade" type="Trade">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The representation of the amended trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeAmendmentRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message for requesting an Amendment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmendmentResponse">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A response to the request for an Amendment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        This message is DEPRECATED and should not be used in new
        implementations. See ContractCancelled. A notification to
        inform downstream systems when a system that acts as source of
        trade information detects that a trade has been cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
            <xsd:element name="trade" type="Trade"/>
          </xsd:choice>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCreated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        This message is DEPRECATED and should not be used in new
        implementations. See ContractCreated. A notification to inform
        downstream systems when a system that acts as source of trade
        information detects that a new trade has been created.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeIncreaseRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message for requesting an Increase.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeIncreaseResponse">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A response to the request for an Increase.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeNovated">
    <xsd:complexContent>
      <xsd:extension base="NovationNotificationMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeTerminationRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message for requesting a Termination.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeTerminationResponse">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A response to the request for Termination.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:element name="bankruptcy" type="BankruptcyEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="creditEvent" type="CreditEvent" abstract="true"/>
  <xsd:element name="creditEventNotice" type="CreditEventNoticeDocument" substitutionGroup="event">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A global element used to hold CENs
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="failureToPay" type="FailureToPayEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="obligationAcceleration" type="ObligationAccelerationEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="obligationDefault" type="ObligationDefaultEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="repudiationMoratorium" type="RepudiationMoratoriumEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="restructuring" type="RestructuringEvent" substitutionGroup="creditEvent"/>
  <xsd:group name="NovationDetails.model">
    <xsd:sequence>
      <xsd:choice>
        <xsd:choice>
          <xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates a reference to the new transaction between
                the transferee and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="newTransaction" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates the new transaction between the transferee
                and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="oldTransactionReference" type="PartyTradeIdentifiers">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Indicates a reference to the original trade between
                  the transferor and the remaining party.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="oldTransaction" type="Trade">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Indicates the original trade between the transferor
                  and the remaining party.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:choice minOccurs="0">
            <xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Indicates a reference to the new transaction between
                  the transferee and the remaining party.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="newTransaction" type="Trade">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Indicates the new transaction between the transferee
                  and the remaining party.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
        </xsd:sequence>
      </xsd:choice>
      <xsd:element name="transferor" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. In a three-way novation the
            party referenced is the Transferor (outgoing party) in the
            novation. The Transferor means a party which transfers by
            novation to a Transferee all of its rights, liabilities,
            duties and obligations with respect to a Remaining Party.
            In a four-way novation the party referenced is Transferor 1
            which transfers by novation to Transferee 1 all of its
            rights, liabilities, duties and obligations with respect to
            Transferor 2. ISDA 2004 Novation Term: Transferor
            (three-way novation) or Transferor 1 (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="transferee" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. In a three-way novation the
            party referenced is the Transferee (incoming party) in the
            novation. Transferee means a party which accepts by way of
            novation all rights, liabilities, duties and obligations of
            a Transferor with respect to a Remaining Party. In a
            four-way novation the party referenced is Transferee 1
            which accepts by way of novation the rights, liabilities,
            duties and obligations of Transferor 1. ISDA 2004 Novation
            Term: Transferee (three-way novation) or Transferee 1
            (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="remainingParty" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. In a three-way novation the
            party referenced is the Remaining Party in the novation.
            Remaining Party means a party which consents to a
            Transferor's transfer by novation and the acceptance
            thereof by the Transferee of all of the Transferor's
            rights, liabilities, duties and obligations with respect to
            such Remaining Party under and with respect of the Novated
            Amount of a transaction. In a four-way novation the party
            referenced is Transferor 2 per the ISDA definition and acts
            in the role of a Transferor. Transferor 2 transfers by
            novation to Transferee 2 all of its rights, liabilities,
            duties and obligations with respect to Transferor 1. ISDA
            2004 Novation Term: Remaining Party (three-way novation) or
            Transferor 2 (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="otherRemainingParty" type="PartyReference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. This element is not applicable
            in a three-way novation and should be omitted. In a
            four-way novation the party referenced is Transferee 2.
            Transferee 2 means a party which accepts by way of novation
            the rights, liabilities, duties and obligations of
            Transferor 2. ISDA 2004 Novation Term: Transferee 2
            (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="novationDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the date that one party's legal obligations with
            regard to a trade are transferred to another party. It
            corresponds to the Novation Date section of the 2004 ISDA
            Novation Definitions, section 1.16.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="novationTradeDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the date the parties agree to assign or novate a
            trade. If this element is not specified, the
            novationTradeDate will be deemed to be the novationDate. It
            corresponds to the Novation Trade Date section of the 2004
            ISDA Novation Definitions, section 1.17.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:element name="novatedAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The amount which represents the portion of the Old
              Transaction being novated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The number of options which represent the portion of the
              Old Transaction being novated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="remainingTrade" type="Trade" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element contains a description of the remaining
            portion of a partially novated trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="fullFirstCalculationPeriod" type="xsd:boolean" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the applicability of the Full
            First Calculation Period as defined in the 2004 ISDA
            Novation Definitions, section 1.20.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="firstPeriodStartDate" type="FirstPeriodStartDate" minOccurs="0" maxOccurs="2">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Element that is used to be able to make sense of the “new
            transaction” without requiring reference back to the “old
            transaction”. In the case of interest rate products there
            are potentially 2 “first period start dates” to reference –
            one with respect to each party to the new transaction. For
            Credit Default Swaps there is just the one with respect to
            the party that is the fixed rate payer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="nonReliance" type="Empty" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the non-Reliance section in the
            2004 ISDA Novation Definitions, section 2.1 (c) (i). The
            element appears in the instance document when non-Reliance
            is applicable.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="creditDerivativesNotices" type="CreditDerivativesNotices" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element should be specified if one or more of either a
            Credit Event Notice, Notice of Publicly Available
            Information, Notice of Physical Settlement or Notice of
            Intended Physical Settlement, as applicable, has been
            delivered by or to the Transferor or the Remaining Party.
            The type of notice or notices that have been delivered
            should be indicated by setting the relevant boolean element
            value(s) to true. The absence of the element means that no
            Credit Event Notice, Notice of Publicly Available
            Information, Notice of Physical Settlement or Notice of
            Intended Physical Settlement, as applicable, has been
            delivered by or to the Transferor or the Remaining Party.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The definitions (such as those published by ISDA) that will
            define the terms of the novation transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice>
        <xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              DEPRECATED - This element will be removed in the next
              major version of FpML. The element
              contractualTermsSupplement should be used instead.
              Definition: A contractual supplement (such as those
              published by ISDA) that will apply to the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="contractualTermsSupplement" type="ContractualTermsSupplement" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A contractual supplement (such as those published by
              ISDA) that will apply to the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="NovationMessage.model">
    <xsd:sequence>
      <xsd:element name="novation" type="Novation"/>
      <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="TerminationDetails.model">
    <xsd:sequence>
      <xsd:element name="terminationTradeDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the the parties enter into the
            Termination transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="terminationEffectiveDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the Termination becomes effective.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice>
        <xsd:element name="full" type="Empty">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The use of the Full element indicates that this is a Full
              Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="partial" type="PartialTerminationAmount">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The use of the Partial element indicates that this is a
              Partial Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:group>
</xsd:schema>