XML Schema "fpml-reg-reporting-product-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 13452 $
Defined Components:
elements (1 global + 65 local), complexTypes (13), element groups (4)
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
attachmentPoint (in creditDetails)
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingProductCreditDetails complexType; see XML source
calculationFrequency
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingNonCDECalculationTerms.model group; see XML source
callAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingProductSizes complexType; see XML source
commodityDetails (in regulatoryProductInfo)
Type:
RegulatoryReportingNonCDEProductCommodityDetails
Content:
complex, 7 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
contractExpirationDate (in dates in regulatoryProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryReportingProductDates complexType; see XML source
creditDetails
Type:
RegulatoryReportingProductCreditDetails
Content:
complex, 7 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
dates (in regulatoryProductInfo)
Type:
RegulatoryReportingProductDates
Content:
complex, 3 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
dayCountFraction (in otherCalculationTerms in regulatoryProductInfo)
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingProductCalculationTerms complexType; see XML source
deliveryCurrency
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingProductNonCDEFxDetails complexType; see XML source
deliveryCurrency2
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingProductNonCDEFxDetails complexType; see XML source
effectiveDate (in dates in regulatoryProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryReportingProductDates complexType; see XML source
exchangeRate (in priceTerms in regulatoryProductInfo)
Type:
ExchangeRate
Content:
complex, 6 elements
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
exerciseStyle (in optionDetails in regulatoryProductInfo)
For options, whether the option is a put or call option.
Type:
GenericExerciseStyle
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingNonCDEOptionDetails complexType; see XML source
exhaustionPoint (in creditDetails)
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingProductCreditDetails complexType; see XML source
feature (in optionDetails in regulatoryProductInfo)
Special features that the option may have, such as Asian averaging, Barriers, Digital payout, etc.
Type:
GenericProductFeature
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingNonCDEOptionDetails complexType; see XML source
finalContractualSettlementDate (in dates in regulatoryProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryReportingProductDates complexType; see XML source
firstExerciseDate (in optionDetails in regulatoryProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryReportingNonCDEOptionDetails complexType; see XML source
fixedPayerPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryNonCDEPartyInfo.model group; see XML source
fixedRate (in priceTerms in regulatoryProductInfo)
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
fixedRateNotation (in priceTerms in regulatoryProductInfo)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
fixedRateSchedule (in priceTerms in regulatoryProductInfo)
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
fixedReceiverPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryNonCDEPartyInfo.model group; see XML source
fixedRecoveryFinalPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingNonCDECreditDetails.model group; see XML source
floating2PayerPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryNonCDEPartyInfo.model group; see XML source
floating2ReceiverPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryNonCDEPartyInfo.model group; see XML source
floatingPayerPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryNonCDEPartyInfo.model group; see XML source
floatingReceiverPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryNonCDEPartyInfo.model group; see XML source
forwardExchangeRate
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingProductNonCDEFxDetails complexType; see XML source
fxDetails
Type:
RegulatoryReportingProductNonCDEFxDetails
Content:
complex, 4 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
fxType (in fxDetails)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryReportingProductNonCDEFxDetails complexType; see XML source
indexAnnexVersion (in creditDetails)
A CDS index series version identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RegulatoryReportingNonCDECreditDetails.model group; see XML source
indexFactor (in creditDetails)
DEPRECATED.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingNonCDECreditDetails.model group; see XML source
indexSeries (in creditDetails)
A CDS index series identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RegulatoryReportingNonCDECreditDetails.model group; see XML source
notional (in sizes in regulatoryProductInfo)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingProductSizes complexType; see XML source
notionalSchedule (in sizes in regulatoryProductInfo)
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within RegulatoryReportingProductSizes complexType; see XML source
optionDetails (in regulatoryProductInfo)
Type:
RegulatoryReportingNonCDEOptionDetails
Content:
complex, 6 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
optionExpirationDate (in optionDetails in regulatoryProductInfo)
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryReportingNonCDEOptionDetails complexType; see XML source
optionType (in optionDetails in regulatoryProductInfo)
For options, what type of option it is (e.g. butterfly).
Type:
OptionTypeEnum
Content:
simple
Defined:
locally within RegulatoryReportingNonCDEOptionDetails complexType; see XML source
otherCalculationTerms (in regulatoryProductInfo)
Type:
RegulatoryReportingProductCalculationTerms
Content:
complex, 4 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
otherPayment (in regulatoryProductInfo)
Type:
RegReportingPayment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
parties
Type:
RegulatoryReportingProductParties
Content:
complex, 8 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
paymentFrequency (in otherCalculationTerms in regulatoryProductInfo)
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingProductCalculationTerms complexType; see XML source
paymentType (in otherPayment in regulatoryProductInfo)
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 RegReportingPayment complexType; see XML source
priceTerms (in regulatoryProductInfo)
Type:
RegulatoryReportingProductPriceTerms
Content:
complex, 10 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
putAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingProductSizes complexType; see XML source
quantity (in sizes in regulatoryProductInfo)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within RegulatoryReportingNonCDESizeFields group; see XML source
quantityFrequency (in sizes in regulatoryProductInfo)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within RegulatoryReportingNonCDESizeFields group; see XML source
quantitySchedule
Type:
CommodityPhysicalQuantitySchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within RegulatoryReportingNonCDESizeFields group; see XML source
regulatoryProductInfo
Data fields required for regulatory reporting purposes.
Type:
RegulatoryReportingProduct
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
resetFrequency (in otherCalculationTerms in regulatoryProductInfo)
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingNonCDECalculationTerms.model group; see XML source
seniority (in creditDetails)
DEPRECATED.
Type:
CreditSeniority
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingNonCDECreditDetails.model group; see XML source
settlementCurrency (in settlementDetails in regulatoryProductInfo)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingProductSettlementDetails complexType; see XML source
settlementDetails (in regulatoryProductInfo)
Type:
RegulatoryReportingProductSettlementDetails
Content:
complex, 3 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
settlementLocation
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within RegulatoryReportingProductSettlementDetails complexType; see XML source
settlementMethod (in settlementDetails in regulatoryProductInfo)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within RegulatoryReportingProductSettlementDetails complexType; see XML source
sizes (in regulatoryProductInfo)
Type:
RegulatoryReportingProductSizes
Content:
complex, 8 elements
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
spread (in priceTerms in regulatoryProductInfo)
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
spreadCurrency (in priceTerms in regulatoryProductInfo)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
spreadNotation (in priceTerms in regulatoryProductInfo)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
strikePrice (in priceTerms in regulatoryProductInfo)
Type:
xsd:decimal
Content:
simple
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
strikePriceNotation (in priceTerms in regulatoryProductInfo)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
strikePriceSchedule
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RegulatoryReportingProductPriceTerms complexType; see XML source
totalNotionalQuantity (in sizes in regulatoryProductInfo)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within RegulatoryReportingNonCDESizeFields group; see XML source
underlyer (in underlyers in regulatoryProductInfo)
Type:
TradeUnderlyer2
Content:
complex, 1 attribute, 21 elements
Defined:
locally within RegulatoryReportingProductUnderlyers complexType; see XML source
underlyerMaturityDate
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryReportingNonCDEOptionDetails complexType; see XML source
underlyers (in regulatoryProductInfo)
Type:
RegulatoryReportingProductUnderlyers
Content:
complex, 1 element
Defined:
locally within RegulatoryReportingProduct complexType; see XML source
Complex Type Summary
RegReportingPayment
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
RegulatoryReportingNonCDEOptionDetails
This defines data elements not defined in CDE that describe option characteristics.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
RegulatoryReportingNonCDEProductCommodityDetails
Commodity product data fields not called out in CPMI-IOSCO CDE.
Content:
complex, 7 elements
Defined:
globally; see XML source
Used:
at 1 location
RegulatoryReportingProduct
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
Content:
complex, 1 attribute, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
RegulatoryReportingProductCalculationTerms
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryReportingProductCreditDetails
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryReportingProductDates
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
RegulatoryReportingProductNonCDEFxDetails
FX-related data elements not called out in CPMI-IOSCO CDE.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RegulatoryReportingProductParties
Content:
complex, 8 elements
Defined:
globally; see XML source
Used:
at 1 location
RegulatoryReportingProductPriceTerms
All price term information is defined by CPMI-IOSCO CDE.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 1 location
RegulatoryReportingProductSettlementDetails
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
RegulatoryReportingProductSizes
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RegulatoryReportingProductUnderlyers
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
RegulatoryNonCDEPartyInfo.model
Data fields related to parties participating in the trade economics that are not specifically called out in the CPMI-IOSCO Critical Data ELements.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
RegulatoryReportingNonCDECalculationTerms.model
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryReportingNonCDECreditDetails.model
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
RegulatoryReportingNonCDESizeFields
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 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="RegulatoryReportingProduct">
<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="parties" type="RegulatoryReportingProductParties"/>
<xsd:element name="dates" type="RegulatoryReportingProductDates"/>
<xsd:element name="sizes" type="RegulatoryReportingProductSizes"/>
<xsd:element minOccurs="0" name="priceTerms" type="RegulatoryReportingProductPriceTerms"/>
<xsd:element minOccurs="0" name="otherCalculationTerms" type="RegulatoryReportingProductCalculationTerms"/>
<xsd:element minOccurs="0" name="optionDetails" type="RegulatoryReportingNonCDEOptionDetails"/>
<xsd:element minOccurs="0" name="settlementDetails" type="RegulatoryReportingProductSettlementDetails"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otherPayment" type="RegReportingPayment"/>
<xsd:element minOccurs="0" name="creditDetails" type="RegulatoryReportingProductCreditDetails"/>
<xsd:element minOccurs="0" name="fxDetails" type="RegulatoryReportingProductNonCDEFxDetails"/>
<xsd:element minOccurs="0" name="commodityDetails" type="RegulatoryReportingNonCDEProductCommodityDetails"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryReportingProductParties">
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="RegulatoryBuyerAndSeller.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Buyer is defined as follows: For options on underlying assets or underlyings swaps, the option holder. For products with bought and sold options (e.g. collars), the buyer of the underlying asset, if any. Otherwise, seek regulatory guidance. For swaps with a fixed payment stream, the payer of the fixed stream (even if the swap has an embedded option). For swaps with multiple floating payment stream, the payer of the most "base" floating index, e.g. libor (vs. a basis index like Prime) or crude oil (vs. heating oil). Where this is undefined, seek regulatory guidance.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Data fields related to parties participating in the trade economics that are not specifically called out in the CPMI-IOSCO Critical Data ELements.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="fixedPayerPartyReference" type="PartyReference"/>
<xsd:element name="fixedReceiverPartyReference" type="PartyReference"/>
<xsd:element name="floatingPayerPartyReference" type="PartyReference"/>
<xsd:element name="floatingReceiverPartyReference" type="PartyReference"/>
<xsd:element name="floating2PayerPartyReference" type="PartyReference"/>
<xsd:element name="floating2ReceiverPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="RegulatoryReportingProductDates">
<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="RegulatoryReportingProductSizes">
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="notional" type="NonNegativeMoney"/>
<xsd:element name="callAmount" type="NonNegativeMoney"/>
<xsd:element name="putAmount" type="NonNegativeMoney"/>
<xsd:element maxOccurs="unbounded" name="notionalSchedule" type="NonNegativeAmountSchedule"/>
<xsd:group minOccurs="0" ref="RegulatoryReportingNonCDESizeFields"/>
</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="RegulatoryReportingProductUnderlyers">
<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="RegulatoryReportingProductPriceTerms">
<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="fixedRateSchedule" type="Schedule"/>
<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="strikePriceSchedule" type="Schedule"/>
<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="calculationFrequency" type="Frequency"/>
<xsd:element maxOccurs="unbounded" name="resetFrequency" type="Frequency"/>
</xsd:sequence>
</xsd:group>
<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 maxOccurs="unbounded" minOccurs="0" name="underlyerMaturityDate" 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:element maxOccurs="unbounded" minOccurs="0" name="feature" type="GenericProductFeature">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Special features that the option may have, such as Asian averaging, Barriers, Digital payout, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementMethod" type="SettlementTypeEnum"/>
<xsd:element name="settlementCurrency" type="Currency"/>
<xsd:element name="settlementLocation" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="attachmentPoint" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exhaustionPoint" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:sequence>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Use instead the field within credit products: indexReferenceInformation/seniority" minOccurs="0" name="seniority" type="CreditSeniority">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/seniority (RPTWG decision 2017-09)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Use instead the field within credit products: indexReferenceInformation/indexFactor" minOccurs="0" name="indexFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/indexFactor (RPTWG decision 2017-09)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="indexSeries" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">A CDS index series identifier, e.g. 1, 2, 3 etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="indexAnnexVersion" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A CDS index series version identifier, e.g. 1, 2, 3 etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedRecoveryFinalPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
FX-related data elements not called out in CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="fxType" type="xsd:token"/>
<xsd:element name="deliveryCurrency" type="Currency"/>
<xsd:element name="deliveryCurrency2" type="Currency"/>
<xsd:element name="forwardExchangeRate" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Commodity product data fields not called out in CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="GenericCommodityAttributes.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegReportingPayment">
<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="NonNegativePayment">
<xsd:sequence>
<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:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="regulatoryProductInfo" substitutionGroup="product" type="RegulatoryReportingProduct">
<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.