All Element Summary |
||||||||||||
|
||||||||||||
actionType (defined in ReportingRegimeIdentifier complexType) |
Reports a regulator-specific code for the action associated with this submission.
|
|||||||||||
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
|
||||||||||||
The date on which the change was agreed.
|
||||||||||||
amendment (defined in Events.model group) |
|
|||||||||||
amendment (defined in PostTradeEventsBase.model group) |
|
|||||||||||
amount (in changeInNumberOfOptions defined in ReportingNotionalChange.model group) |
|
|||||||||||
|
||||||||||||
approvals (defined in TradePackage complexType) |
A container for approval states in the workflow.
|
|||||||||||
Describes a change due to change in composition of basket underlyer
|
||||||||||||
cashSettlement (defined in OptionExercise complexType) |
|
|||||||||||
cashSettlement (in noTouch) |
|
|||||||||||
cashSettlement (in touch in optionEvent) |
|
|||||||||||
change (defined in ChangeEventsBase.model group) |
|
|||||||||||
change (defined in Events.model group) |
|
|||||||||||
Abstract substitutable place holder for specific change details.
|
||||||||||||
|
||||||||||||
The change in notional amount for a prior report as a result of this event.
|
||||||||||||
changeInNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||
changeInNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Notional Amount changes.
|
|||||||||||
|
||||||||||||
changeInNumberOfOptions (defined in ReportingNotionalChange.model group) |
The change in nominal amount from a prior report as a result of this event.
|
|||||||||||
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||
changeInNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Options changes
|
|||||||||||
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||
changeInNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Units changes
|
|||||||||||
The change in quantity(s) from a prior report as a result of this event.
|
||||||||||||
clearingInstructions (defined in OptionExercise complexType) |
|
|||||||||||
|
||||||||||||
clearingInstructions (in touch in optionEvent) |
|
|||||||||||
The status of the clearing process for the identified trade.
|
||||||||||||
contractualDefinitions (defined in NovationTerms.model group) |
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
|
|||||||||||
contractualTermsSupplement (defined in NovationTerms.model group) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
|||||||||||
Describes a change due to a corporate action
|
||||||||||||
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.
|
||||||||||||
date (defined in ObservedPrice complexType) |
The date when the rate was observed.
|
|||||||||||
date (defined in ObservedRate complexType) |
The date when the rate was observed.
|
|||||||||||
date (defined in OptionExpiry complexType) |
|
|||||||||||
date (in optionExpiry in terminatingEventsReport) |
|
|||||||||||
date (in tradeMaturity) |
|
|||||||||||
A structure describing a declear event.
|
||||||||||||
difference (defined in ProposedMatch.model group) |
A type used to record the details of a difference between two sides of a business event.
|
|||||||||||
effectiveDate (defined in AgreementAndEffectiveDates.model group) |
The date on which the change become effective.
|
|||||||||||
effectiveDate (defined in TradeChangeContent complexType) |
The date on which the change become effective
|
|||||||||||
effectiveDate (defined in Withdrawal complexType) |
|
|||||||||||
effectiveDate (in deClear) |
|
|||||||||||
|
||||||||||||
eventIdentifier (defined in AbstractEvent complexType) |
|
|||||||||||
executionDateTime (defined in AgreementAndEffectiveDates.model group) |
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
|
|||||||||||
executionDateTime (defined in NovationDates.model group) |
The date and time at which the change was agreed.
|
|||||||||||
|
||||||||||||
|
||||||||||||
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
|
|||||||||||
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
|
||||||||||||
Specifies the amount by which the option should be exercised expressed as notional schedule.
|
||||||||||||
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised expressed as number of options.
|
|||||||||||
Specifies the fixed amount by which the option should be exercised expressed as number of options.
|
||||||||||||
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised express as number of units.
|
|||||||||||
Specifies the fixed amount by which the option should be exercised express as number of units.
|
||||||||||||
exerciseProcedure (defined in OptionExpiry complexType) |
|
|||||||||||
exerciseSide (defined in OptionExercise complexType) |
|
|||||||||||
exerciseSide (in noTouch) |
|
|||||||||||
exerciseSide (in touch in optionEvent) |
|
|||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
Indicates the original trade between the transferor and the remaining party.
|
||||||||||||
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
|
||||||||||||
firstPeriodStartDate (defined in NovationTerms.model group) |
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
|
|||||||||||
|
||||||||||||
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
|
||||||||||||
increase (defined in Events.model group) |
|
|||||||||||
increase (defined in PostTradeEventsBase.model group) |
|
|||||||||||
Describes a change due to an index component being adjusted.
|
||||||||||||
indexFactor (in indexChange) |
|
|||||||||||
informationSource (defined in ObservedPrice complexType) |
The source of the observation.
|
|||||||||||
informationSource (defined in ObservedRate complexType) |
The source of the observation.
|
|||||||||||
informationSource (defined in TriggerRateObservation complexType) |
|
|||||||||||
instrumentId (in priceChange) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||
isExercisable (in noTouch) |
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
|
|||||||||||
isExercisable (in touch in optionEvent) |
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
|
|||||||||||
knockIn (in optionEvent) |
A structure describing a barrier knock in event
|
|||||||||||
knockOut (in optionEvent) |
A structure describing a barrier knock out event
|
|||||||||||
|
||||||||||||
lowerBarrier (in noTouch) |
|
|||||||||||
matchId (defined in ProposedMatch.model group) |
A unique identifier assigned by the matching service to each set of matched positions.
|
|||||||||||
Numeric score to represent the quality of the match.
|
||||||||||||
The maximum value observed during the condition period
|
||||||||||||
The maximum value observed during the condition period
|
||||||||||||
The minimum value observed during the condition period
|
||||||||||||
The minimum value observed during the condition period.
|
||||||||||||
name (defined in ReportingRegimeIdentifier complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||
|
||||||||||||
Indicates the new trade between the transferee and the remaining party.
|
||||||||||||
Indicates a reference to the new trade between the transferee and the remaining party.
|
||||||||||||
nonReliance (defined in NovationTerms.model group) |
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
|
|||||||||||
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract.
|
||||||||||||
notionalReference (defined in TradeLegNotionalChange.model group) |
|
|||||||||||
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||
|
||||||||||||
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group) |
|
|||||||||||
|
||||||||||||
A structure describing the outcome of an option having no touch events
|
||||||||||||
The amount which represents the portion of the Old Contract being novated.
|
||||||||||||
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||
novation (defined in Events.model group) |
|
|||||||||||
novation (defined in PostTradeEventsBase.model group) |
|
|||||||||||
|
||||||||||||
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
|
||||||||||||
Specifies the date the parties agree to assign or novate a Contract.
|
||||||||||||
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||
|
||||||||||||
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||
|
||||||||||||
observationDate (defined in TriggerRateObservation complexType) |
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
|
|||||||||||
|
||||||||||||
|
||||||||||||
The time at which the observation occurred.
|
||||||||||||
The observed price value which triggered the barrier event.
|
||||||||||||
observedRate (defined in TriggerRateObservation complexType) |
The observed rate value which triggered the barrier event.
|
|||||||||||
oldTrade (defined in OldTrade.model group) |
Indicates the original trade between the transferor and the remaining party.
|
|||||||||||
oldTrade (defined in TradeChangeContent complexType) |
The original trade details.
|
|||||||||||
oldTradeIdentifier (defined in OldTrade.model group) |
Indicates a reference to the original trade between the transferor and the remaining party.
|
|||||||||||
oldTradeIdentifier (defined in TradeChangeContent complexType) |
The original qualified trade identifier.
|
|||||||||||
|
||||||||||||
A structure describing knock in, knock out, touch and no touch events.
|
||||||||||||
optionExercise (defined in Events.model group) |
A structure describing an option exercise event.
|
|||||||||||
optionExercise (defined in OptionsEventsBase.model group) |
A structure describing an option exercise event.
|
|||||||||||
optionExpiry (defined in Events.model group) |
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
|
|||||||||||
optionExpiry (defined in OptionsEventsBase.model group) |
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
|
|||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
originalTrade (defined in OptionExercise complexType) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||
originalTrade (defined in OptionExpiry complexType) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||
originalTrade (defined in TradeChangeBase complexType) |
|
|||||||||||
originalTrade (in optionEvent) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||
originatingEvent (defined in Events.model group) |
|
|||||||||||
This may be used to describe why a package was created.
|
||||||||||||
This may be used to describe why a trade was created.
|
||||||||||||
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||
|
||||||||||||
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||
|
||||||||||||
|
||||||||||||
outstandingNotionalAmount (defined in OptionExerciseAmount.model group) |
Specifies the Notional amount after the Change
|
|||||||||||
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||
outstandingNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the Notional amount after the Change
|
|||||||||||
Specifies the Notional amount after the Change
|
||||||||||||
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group) |
|
|||||||||||
Specifies the Notional schedule after the Change
|
||||||||||||
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||
outstandingNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||
Specifies the Number of Options after the Change.
|
||||||||||||
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group) |
Specifies the Number of Units
|
|||||||||||
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||
outstandingNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the Number of Units
|
|||||||||||
Specifies the Number of Units
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
packageType (in packageHeader) |
Classification of the package.
|
|||||||||||
partyTradeIdentifier (defined in Withdrawal complexType) |
Identifiers of the trade that is being withdrawn.
|
|||||||||||
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
|
||||||||||||
partyTradeInformation (defined in Withdrawal complexType) |
Holds party-specific information about the trade that is being withdrawn from.
|
|||||||||||
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
|
||||||||||||
payment (defined in OptionExercise complexType) |
|
|||||||||||
payment (defined in TradeAlterationPayment.model group) |
Describes a payment made in settlement of the change.
|
|||||||||||
payment (defined in TradeChangeContent complexType) |
Describes a payment made in settlement of the change.
|
|||||||||||
payment (defined in TradeNovationContent complexType) |
Describes a payment made in settlement of the novation.
|
|||||||||||
|
||||||||||||
payment (in touch in optionEvent) |
|
|||||||||||
physicalSettlement (defined in OptionExercise complexType) |
|
|||||||||||
|
||||||||||||
physicalSettlement (in touch in optionEvent) |
|
|||||||||||
price (defined in ObservedPrice complexType) |
The observed rate value which triggered the barrier event.
|
|||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
Pricing information for the trade.
|
||||||||||||
quotedCurrencyPair (defined in NoTouchUpperBarrierObservation complexType) |
Defines the currency pair and quote basis for an FX rate.
|
|||||||||||
quotedCurrencyPair (defined in TriggerRateObservation complexType) |
Defines the currency pair and quote basis for an FX rate.
|
|||||||||||
quotedCurrencyPair (in lowerBarrier in noTouch) |
Defines the currency pair and quote basis for an FX rate.
|
|||||||||||
rate (defined in ObservedRate complexType) |
The observed rate value which triggered the barrier event.
|
|||||||||||
reason (defined in Withdrawal complexType) |
|
|||||||||||
reason (in clearingStatusItem) |
Supporting information which may be produced to explain the clearing process status.
|
|||||||||||
|
||||||||||||
Any rebate payable as a result of the knock out
|
||||||||||||
relatedParty (in partyTradeInformation defined in Withdrawal complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||
The amount which represents the portion of the Old Contract not being novated.
|
||||||||||||
The number of options which represent the portion of the Old Contract not being novated.
|
||||||||||||
The number of options which represent the portion of the Old Contract not being novated.
|
||||||||||||
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||
|
||||||||||||
reportingRegime (defined in Withdrawal complexType) |
DEPRECATED.
|
|||||||||||
reportingRegime (in partyTradeInformation defined in Withdrawal complexType) |
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
|||||||||||
reportingRole (defined in ReportingRegimeIdentifier complexType) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
resultingTrade (defined in PhysicalSettlement complexType) |
The trade that resulted from the physical settlement.
|
|||||||||||
resultingTrade (defined in TradeChangeBase complexType) |
|
|||||||||||
The ID of the trade that resulted from the physical settlement.
|
||||||||||||
settlementType (defined in OptionExercise complexType) |
|
|||||||||||
settlementType (in noTouch) |
|
|||||||||||
settlementType (in touch in optionEvent) |
|
|||||||||||
size (in packageHeader) |
|
|||||||||||
|
||||||||||||
Specifies the Number of Units
|
||||||||||||
Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
|
||||||||||||
supervisorRegistration (defined in ReportingRegimeIdentifier complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||
supervisorRegistration (defined in ReportingRegimeIdentifier complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||
terminatingEvent (defined in Events.model group) |
This may be used to describe why a trade was terminated.
|
|||||||||||
terminatingEvent (defined in PostTradeEventsBase.model group) |
This may be used to describe why a trade was terminated.
|
|||||||||||
This may be used to describe why a trade was terminated.
|
||||||||||||
termination (defined in Events.model group) |
|
|||||||||||
termination (defined in PostTradeEventsBase.model group) |
|
|||||||||||
time (defined in ObservedPrice complexType) |
The time when the rate ws observed.
|
|||||||||||
time (defined in ObservedRate complexType) |
The time when the rate ws observed.
|
|||||||||||
time (defined in OptionExpiry complexType) |
|
|||||||||||
time (in optionExpiry in terminatingEventsReport) |
|
|||||||||||
touch (in optionEvent) |
A structure describing a touch event
|
|||||||||||
trade (defined in Events.model group) |
|
|||||||||||
trade (defined in TradeAmendmentContent complexType) |
A full description of the amended trade (i.e. the trade after the amendment).
|
|||||||||||
trade (defined in TradeChangeContent complexType) |
A full description of the amended trade.
|
|||||||||||
trade (defined in TradePackage complexType) |
|
|||||||||||
trade (defined in Withdrawal complexType) |
The full trade representation that is being withdrawn.
|
|||||||||||
trade (in clearingStatusItem) |
Complete economics of the trade
|
|||||||||||
tradeIdentifier (defined in OptionExercise complexType) |
|
|||||||||||
tradeIdentifier (defined in OptionExpiry complexType) |
|
|||||||||||
tradeIdentifier (defined in TradeChangeBase complexType) |
|
|||||||||||
tradeIdentifier (defined in TradePackage complexType) |
|
|||||||||||
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
|
||||||||||||
tradeIdentifier (in deClear) |
|
|||||||||||
Identified the trade to which the option event applies.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
tradePackage (defined in Events.model group) |
|
|||||||||||
|
||||||||||||
Information about a trade.
|
||||||||||||
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||
|
||||||||||||
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||
|
||||||||||||
triggerCondition (defined in TriggerRateObservation complexType) |
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
|
|||||||||||
triggerPrice (defined in NoTouchUpperBarrierObservation complexType) |
The price value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||
triggerPrice (defined in TriggerRateObservation complexType) |
The price value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||
triggerPrice (in lowerBarrier in noTouch) |
The price value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||
triggerRate (defined in NoTouchUpperBarrierObservation complexType) |
The rate value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||
triggerRate (defined in TriggerRateObservation complexType) |
The rate value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||
triggerRate (in lowerBarrier in noTouch) |
The rate value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||
type (in corporateAction) |
|
|||||||||||
When the clearing status changed to the current value.
|
||||||||||||
upperBarrier (in noTouch) |
|
|||||||||||
upperBarrier (in noTouch) |
|
|||||||||||
withdrawal (defined in Events.model group) |
|
|||||||||||
withdrawal (defined in PostTradeEventsBase.model group) |
|
Complex Type Summary |
||||||||||||
Abstract base type for all events.
|
||||||||||||
|
||||||||||||
Abstract base type for an extension/substitution point to customize FpML and add additional events.
|
||||||||||||
A type defining a nominal amount with a reference.
|
||||||||||||
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
|
||||||||||||
A type defining an event identifier issued by the indicated party.
|
||||||||||||
Abstract base type for non-negotiated trade change descriptions
|
||||||||||||
|
||||||||||||
A component of a clearing status report.
|
||||||||||||
A structure indicating that a trade has changed due to a corporate action
|
||||||||||||
A type that describes what type of corporate action occurred.
|
||||||||||||
A structure describing a declear event.
|
||||||||||||
A type that describes why a trade was removed from clearing.
|
||||||||||||
A post-trade event reference identifier allocated by a party.
|
||||||||||||
A structure describing the effect of a change to an index.
|
||||||||||||
Describes an observation that caused a barrier knock out to trigger
|
||||||||||||
A type defining a currency amount with a reference.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
A structure describing an option exercise.
|
||||||||||||
|
||||||||||||
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
|
||||||||||||
A structure describing an option expiring.
|
||||||||||||
Identifying information for a tradePackage (a bundle of trades).
|
||||||||||||
A structure that describes how an option settles into a physical trade.
|
||||||||||||
A type that provides identification for reporting regimes.
|
||||||||||||
A type that describes whether a trade is to be cleared.
|
||||||||||||
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
|
||||||||||||
A type that describes why a trade terminated.
|
||||||||||||
|
||||||||||||
A structure describing a negotiated amendment.
|
||||||||||||
A structure describing a trade change.
|
||||||||||||
A structure describing a non-negotiated trade resulting from a market event.
|
||||||||||||
A structure describing a change to the size of a single leg or stream of a trade.
|
||||||||||||
A structure describing a change to the size of a single leg or stream of a trade.
|
||||||||||||
A structure describing a trade maturing.
|
||||||||||||
A structure describing a change to the size of a trade.
|
||||||||||||
A structure describing a novation.
|
||||||||||||
A bundle of trades collected together into a single unit for reporting.
|
||||||||||||
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
|
||||||||||||
|
||||||||||||
A type defining a quantity and unit with a reference.
|
||||||||||||
A structure describing the removal of a trade from a service, such as a reporting service.
|
||||||||||||
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
|
||||||||||||
A type that describes why a trade was withdrawn.
|
Element Group Summary |
||||||||||
A model group defining agreement and effective dates.
|
||||||||||
Choice between change-related events.
|
||||||||||
Choice between a trade and a post-trade event.
|
||||||||||
A model group holding valuation information for an event.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
The roles of the parties involved in the novation.
|
||||||||||
Documentation and other terms (such as date terms) specific to this novation event.
|
||||||||||
|
||||||||||
|
||||||||||
Choice between options related events.
|
||||||||||
Choice between amendment, increase, termination, and novation events.
|
||||||||||
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
|
||||||||||
|
||||||||||
A model group defining a payment structure.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
DEPRECATED.
|
||||||||||
Defines a model group that allows information about a trade to be represented.
|
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="rpt" ecore:package="org.fpml.reporting" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/reporting" version="$Revision: 13171 $" xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-msg-5-10.xsd"/>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a nominal amount with a reference.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A component of a clearing status report. This provides the clearing status for a single trade.
</xsd:documentation>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifying information for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The status of the clearing process for the identified trade. For example, Received, Pending (Approval), Registered (i.e. cleared), Rejected, etc.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the clearing status changed to the current value. This is mostly useful if the clearing status messages could be delayed from when the status actually changes; this could be important if the status date is used as the basis of any settlement calculations.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Supporting information which may be produced to explain the clearing process status. This may be a business reason e.g. failed eligibility criteria for a trade in Rejected status.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to parties currently in this status, e.g. parties for which we are awaiting approval. For example, if a trade is in "Pending" status, this would identify which parties' approval the trade was pending.
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="requestedClearingAction" type="RequestedClearingAction"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="requestedClearingOrganizationPartyReference" type="PartyReference"/>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure indicating that a trade has changed due to a corporate action
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes what type of corporate action occurred.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing a declear event. The deClear event allows a firm to request that a trade be removed from clearing, or a clearing service to request consent for this, or to report that is has been done.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes why a trade was removed from clearing.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/declear-reason" name="declearReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing the effect of a change to an index.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
</xsd:extension>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes an observation that caused a barrier knock out to trigger
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="rebatePayment" type="NonNegativePayment">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Any rebate payable as a result of the knock out</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a currency amount with a reference.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PositiveMoney">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
<xsd:choice>
</xsd:complexType>
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="triggerRate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The minimum value observed during the condition period.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerPrice" type="PositiveMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The minimum value observed during the condition period
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="observationStartDate" type="xsd:date"/>
</xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:sequence>
</xsd:sequence>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:sequence>
</xsd:choice>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
</xsd:documentation>
<xsd:choice>
</xsd:complexType>
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="triggerRate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerPrice" type="PositiveMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="price" type="NonNegativeMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The observed rate value which triggered the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="rate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The observed rate value which triggered the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="AbstractEvent">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:element name="originalTrade" type="Trade">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identified the trade to which the option event applies.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="knockIn" type="TriggerRateObservation">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A structure describing a barrier knock in event</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A structure describing a barrier knock out event</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing the outcome of an option having no touch events
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing an option exercise. The OptionExercise type supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="optionSeller" type="PartyReference"/>
</xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:choice>
</xsd:complexType>
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the amount by which the option should be exercised expressed as notional schedule.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Specifies the Notional schedule after the Change</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:element name="originalTrade" type="Trade">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifying information for a tradePackage (a bundle of trades).
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Classification of the package. FpML has defined a list of coding scheme values. Different organizations might have different naming schemes for the packages so the multiplicity of unbounded is meant to support synonyms but it does not mean that a trade has multiple package types.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to describe why a package was created. This can be used to provide context for a newly created package that is not part of a post-trade event. For example, it can report that the package was created as a result of netting activity, or due to a transfer, an allocation process, etc.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure that describes how an option settles into a physical trade.
</xsd:documentation>
<xsd:choice>
<xsd:element name="resultingTradeIdentifier" type="PartyTradeIdentifier">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ID of the trade that resulted from the physical settlement.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade that resulted from the physical settlement.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that provides identification for reporting regimes.
</xsd:documentation>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:element name="name" type="ReportingRegimeName">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisorRegistration" type="SupervisorRegistration">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reports a regulator-specific code for the action associated with this submission. Used, for example, to report the ESMA action type.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes whether a trade is to be cleared.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-clearing-action" name="requestedClearingActionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="trade" type="Trade">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice minOccurs="0">
</xsd:choice>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing a non-negotiated trade resulting from a market event.
</xsd:documentation>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes a payment made in settlement of the change.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:element name="priceReference" type="Reference"/>
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
<xsd:choice>
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing a change to the size of a trade.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don’t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." ref="TradeNotionalChange.model"/>
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:group ref="NewTrade.model"/>
</xsd:choice>
<xsd:sequence>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice between identification and representation of the old contract.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The dates and times associated with the novation event.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Documentation and other terms relating to the novation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes a payment made in settlement of the novation.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A bundle of trades collected together into a single unit for reporting.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageHeader" type="PackageHeader"/>
</xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
</xsd:documentation>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:element name="originatingEvent" type="OriginatingEvent">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to describe why a trade was created. This can be used to provide context for a newly created trade that is not part of a post-trade event. For example, it can report that the trade was created as a result of netting activity, or due to a transfer, an allocation process, etc. Omitting this implies that the trade record was created as a result of a negotiated new trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to describe why a trade was terminated.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="TriggerRateObservation">
</xsd:complexContent>
<xsd:choice minOccurs="0">
</xsd:extension>
<xsd:sequence>
</xsd:choice>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="observationDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="triggerRate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The observed rate value which triggered the barrier event.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="triggerPrice" type="PositiveMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The observed price value which triggered the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing the removal of a trade from a service, such as a reporting service.
</xsd:documentation>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Identifiers of the trade that is being withdrawn.</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="WithdrawalPartyTradeInformation">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Holds party-specific information about the trade that is being withdrawn from.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The full trade representation that is being withdrawn.
</xsd:documentation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of partyTradeInformation" maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
DEPRECATED. The supervisor/regulator to which this withdrawal applies
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies that party that has ownership of this information. For shared trade information, this will reference the originator of the date (for example, an execution facility or clearinghouse).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A type that describes why a trade was withdrawn.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/withdrawal-reason" name="withdrawalReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abstract substitutable place holder for specific change details.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes a change due to an index component being adjusted.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A model group defining agreement and effective dates.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="agreementDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
<xsd:sequence>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to describe why a trade was terminated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing an option exercise event. The optionExercise event supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing a declear event. The deClear event allows a firm to request that a trade be removed from clearing, or a clearing service to request consent for this, or to report that it has been done.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="optionExercise" type="OptionExercise">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing an option exercise event. The optionExercise event supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure describing knock in, knock out, touch and no touch events.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice between amendment, increase, termination, and novation events.
</xsd:documentation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
</xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This may be used to describe why a trade was terminated.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A model group holding valuation information for an event.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
</xsd:group>
</xsd:group>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
<xsd:choice>
</xsd:group>
</xsd:group>
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice between identification and representation of the new contract.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
<xsd:choice>
</xsd:group>
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="novatedAmount" type="Money">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="novatedNumberOfOptions" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="novatedNumberOfUnits" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="novationDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate 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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The roles of the parties involved in the novation.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="transferor" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier defined elsewhere in the document. In a five-way novation the party referenced is the Transferee's legal entity that is involved in the settlement of the fee leg of the novation transaction (this might be a different legal entity than the one that assumes the novation trade). NB: this element has been added pending confirmation of the business need/context in which it would be used, and might not appear in a subsequent draft of this schema.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="fullFirstCalculationPeriod" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
<xsd:choice>
</xsd:group>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
<xsd:choice>
</xsd:group>
<xsd:element name="exerciseAction" type="ExerciseActionEnum"/>
</xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNotionalAmount" type="Money">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNumberOfOptions" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseInNumberOfUnits" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="matchId" type="MatchId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A unique identifier assigned by the matching service to each set of matched positions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to record the details of a difference between two sides of a business event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Numeric score to represent the quality of the match.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="notionalChange" type="NotionalChangeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation>
</xsd:annotation>
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract. Only applies when there is change in notional for a derivative contract
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNotional" type="MoneyRef">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The change in notional amount for a prior report as a result of this event. The current notional will be reported in the trade itself. This corresponds to MiFIR Nominal or Monetary amount values; these can be distinguished by the esmaNotionalType indicator.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The change in nominal amount from a prior report as a result of this event. The current number of options will be reported in the trade itself. This corresponds to the MiFIR "units" value.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The change in quantity(s) from a prior report as a result of this event. The current quantity will be reported in the trade itself. This corresponds to the MiFIR "units" value.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="Payment">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don’t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." name="TradeNotionalChange.model">
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
DEPRECATED. A structure describing a change to the trade notional.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNotionalAmount" type="NonNegativeMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination => reduction, Increase => greater.)
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element minOccurs="0" name="changeInNumberOfOptions" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="changeInNumberOfUnits" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a model group that allows information about a trade to be represented.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="tradeReferenceInformation" type="TradeReferenceInformation">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a quantity and unit with a reference.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
</xsd:schema>
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XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
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