XML Schema "fpml-public-reporting-product-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 13452 $
Defined Components:
elements (1 global + 34 local), complexTypes (9), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (1):
fpml-generic-5-11.xsd [src]
Included in Schemas (1):
fpml-main-5-11.xsd [src]
Annotation
Regulatory Reporting Product Info - for use in regulatory reporting to define the economic data fields about a transaction for regulatory reporting purposes. This can be used in place of a full FpML product representaiton.
All Element Summary
contractExpirationDate (in dates in publicProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingProductDates complexType; see XML source
dates (in publicProductInfo)
Type:
PublicReportingProductDates
Content:
complex, 3 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
dayCountFraction (in otherCalculationTerms in publicProductInfo)
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within PublicReportingProductCalculationTerms complexType; see XML source
effectiveDate (in dates in publicProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingProductDates complexType; see XML source
exchangeRate (in priceTerms in publicProductInfo)
Type:
ExchangeRate
Content:
complex, 6 elements
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
exerciseStyle (in optionDetails in publicProductInfo)
For options, whether the option is a put or call option.
Type:
GenericExerciseStyle
Content:
simple, 1 attribute
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
finalContractualSettlementDate (in dates in publicProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingProductDates complexType; see XML source
firstExerciseDate (in optionDetails in publicProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
fixedRate (in priceTerms in publicProductInfo)
Type:
xsd:decimal
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
fixedRateNotation (in priceTerms in publicProductInfo)
Type:
xsd:token
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
notional (in sizes in publicProductInfo)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingProductSizes complexType; see XML source
optionDetails (in publicProductInfo)
Type:
PublicReportingNonCDEOptionDetails
Content:
complex, 4 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
optionExpirationDate (in optionDetails in publicProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
optionType (in optionDetails in publicProductInfo)
For options, what type of option it is (e.g. butterfly).
Type:
OptionTypeEnum
Content:
simple
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
otherCalculationTerms (in publicProductInfo)
Type:
PublicReportingProductCalculationTerms
Content:
complex, 3 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
otherPayment (in publicProductInfo)
Type:
PublicReportingPayment
Content:
complex, 2 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
paymentAmount (in otherPayment in publicProductInfo)
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingPayment complexType; see XML source
paymentFrequency (in otherCalculationTerms in publicProductInfo)
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingProductCalculationTerms complexType; see XML source
paymentType (in otherPayment in publicProductInfo)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within PublicReportingPayment complexType; see XML source
priceTerms (in publicProductInfo)
Type:
PublicReportingProductPriceTerms
Content:
complex, 8 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
publicProductInfo
Data fields required for regulatory reporting purposes.
Type:
PublicReportingProduct
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
quantity (in sizes in publicProductInfo)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PublicReportingNonCDESizeFields group; see XML source
quantityFrequency (in sizes in publicProductInfo)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PublicReportingNonCDESizeFields group; see XML source
resetFrequency (in otherCalculationTerms in publicProductInfo)
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingNonCDECalculationTerms.model group; see XML source
settlementCurrency (in settlementDetails in publicProductInfo)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PublicReportingProductSettlementDetails complexType; see XML source
settlementDetails (in publicProductInfo)
Type:
PublicReportingProductSettlementDetails
Content:
complex, 1 element
Defined:
locally within PublicReportingProduct complexType; see XML source
sizes (in publicProductInfo)
Type:
PublicReportingProductSizes
Content:
complex, 4 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
spread (in priceTerms in publicProductInfo)
Type:
xsd:decimal
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
spreadCurrency (in priceTerms in publicProductInfo)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
spreadNotation (in priceTerms in publicProductInfo)
Type:
xsd:token
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
strikePrice (in priceTerms in publicProductInfo)
Type:
xsd:decimal
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
strikePriceNotation (in priceTerms in publicProductInfo)
Type:
xsd:token
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
totalNotionalQuantity (in sizes in publicProductInfo)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PublicReportingNonCDESizeFields group; see XML source
underlyer (in underlyers in publicProductInfo)
Type:
TradeUnderlyer2
Content:
complex, 1 attribute, 21 elements
Defined:
locally within PublicReportingProductUnderlyers complexType; see XML source
underlyers (in publicProductInfo)
Type:
PublicReportingProductUnderlyers
Content:
complex, 1 element
Defined:
locally within PublicReportingProduct complexType; see XML source
Complex Type Summary
PublicReportingNonCDEOptionDetails
This defines data elements not defined in CDE that describe option characteristics.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PublicReportingPayment
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PublicReportingProduct
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
PublicReportingProductCalculationTerms
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PublicReportingProductDates
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PublicReportingProductPriceTerms
All price term information is defined by CPMI-IOSCO CDE.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
PublicReportingProductSettlementDetails
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PublicReportingProductSizes
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PublicReportingProductUnderlyers
At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
PublicReportingNonCDECalculationTerms.model
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PublicReportingNonCDESizeFields
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2019 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="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 13452 $" xmlns="http://www.fpml.org/FpML-5/confirmation" 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:annotation>
<xsd:documentation xml:lang="en">
Regulatory Reporting Product Info - for use in regulatory reporting to define the economic data fields about a transaction for regulatory reporting purposes. This can be used in place of a full FpML product representaiton.
</xsd:documentation>
</xsd:annotation>
<xsd:include schemaLocation="fpml-generic-5-11.xsd"/>
<xsd:complexType name="PublicReportingProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="dates" type="PublicReportingProductDates"/>
<xsd:element name="sizes" type="PublicReportingProductSizes"/>
<xsd:element name="underlyers" type="PublicReportingProductUnderlyers"/>
<xsd:element minOccurs="0" name="priceTerms" type="PublicReportingProductPriceTerms"/>
<xsd:element minOccurs="0" name="otherCalculationTerms" type="PublicReportingProductCalculationTerms"/>
<xsd:element minOccurs="0" name="optionDetails" type="PublicReportingNonCDEOptionDetails"/>
<xsd:element minOccurs="0" name="settlementDetails" type="PublicReportingProductSettlementDetails"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otherPayment" type="PublicReportingPayment"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductDates">
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="effectiveDate" type="xsd:date"/>
<xsd:element maxOccurs="unbounded" name="contractExpirationDate" type="xsd:date"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="finalContractualSettlementDate" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductSizes">
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="notional" type="NonNegativeMoney"/>
<xsd:group minOccurs="0" ref="PublicReportingNonCDESizeFields"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quantity" type="NonNegativeDecimal"/>
<xsd:element maxOccurs="unbounded" name="quantityFrequency" type="NonNegativeDecimal"/>
<xsd:element maxOccurs="unbounded" name="totalNotionalQuantity" type="NonNegativeDecimal"/>
<!-- notional quantity schedule - quantity frequency -->
<!-- .... (omit numerous fields) ... -->
<!-- notional quantity schedule - quantity frequency -->
</xsd:sequence>
</xsd:group>
<xsd:complexType name="PublicReportingProductUnderlyers">
<xsd:annotation>
<xsd:documentation xml:lang="en">
At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information. Instead, it relies on the UPI to convey this information.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="underlyer" type="TradeUnderlyer2"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductPriceTerms">
<xsd:annotation>
<xsd:documentation xml:lang="en">
All price term information is defined by CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fixedRate" type="xsd:decimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fixedRateNotation" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spread" type="xsd:decimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadCurrency" type="Currency"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadNotation" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strikePrice" type="xsd:decimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strikePriceNotation" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="exchangeRate" type="ExchangeRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="dayCountFraction" type="DayCountFraction"/>
<xsd:element maxOccurs="unbounded" name="paymentFrequency" type="Frequency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="resetFrequency" type="Frequency"/>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="PublicReportingNonCDEOptionDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This defines data elements not defined in CDE that describe option characteristics.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="optionType" type="OptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For options, what type of option it is (e.g. butterfly).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="firstExerciseDate" type="xsd:date"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="optionExpirationDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseStyle" type="GenericExerciseStyle">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For options, whether the option is a put or call option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentAmount" type="Money"/>
<xsd:element minOccurs="0" name="paymentType" type="PaymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="publicProductInfo" substitutionGroup="product" type="PublicReportingProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Data fields required for regulatory reporting purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>
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.