XML Schema "fpml-business-events-5-11.xsd"
Target Namespace:
Version:
$Revision: 13737 $
Defined Components:
elements (5 global + 308 local), complexTypes (71), element groups (31)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (4):
Included in Schemas (2):
All Element Summary
Type:
Content:
complex, 10 elements
Defined:
locally within OptionExpiry complexType; see XML source
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
Date that defines the end of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
Date that defines the beginning of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
Type:
Content:
complex, 10 elements
Defined:
Type:
Content:
simple
Defined:
locally within AmountRef complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
locally within AmountRef complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
locally within TradePackage complexType; see XML source
Describes a change due to change in composition of basket underlyer
Type:
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
The computed rate(s) or price(s) used to calculate the amount of this reset.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
The set of calculations that comprise this reset value.
Type:
Content:
complex, 2 elements
Defined:
locally within ResetEvent complexType; see XML source
The calculation details used to compute the reset rate.
Type:
Content:
complex, 3 elements
Defined:
The period details for calculation/accrual periods that comprise this reset.
Type:
Content:
complex, 5 elements
Defined:
The cap rate or price, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CashflowFixing complexType; see XML source
cashSettlement (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TouchRateObservation complexType; see XML source
change (defined in ChangeEventsBase.model group)
Type:
Content:
complex, 6 elements
Defined:
Abstract substitutable place holder for specific change details.
Type:
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The change in notional amount for a prior report as a result of this event.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the fixed amount by which the Notional Amount changes.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The change in nominal amount from a prior report as a result of this event.
Type:
Content:
complex, 2 elements
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
The change in quantity(s) from a prior report as a result of this event.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
clearingInstructions (defined in OptionExercise complexType)
Type:
Content:
complex, 2 elements
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within TouchRateObservation complexType; see XML source
The status of the clearing process for the identified trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within ClearingStatusItem complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
Compression information for the trade.
Type:
Content:
complex, 5 elements
Defined:
Type:
Content:
simple, 1 attribute
Defined:
locally within CompressionActivity complexType; see XML source
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
Content:
simple, 1 attribute
Defined:
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
Describes a change due to a corporate action
Type:
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
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.
Type:
Content:
complex, 3 elements
Defined:
Type:
Content:
complex, 10 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
date (defined in ObservedPrice complexType)
The date when the rate was observed.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservedPrice complexType; see XML source
date (defined in ObservedRate complexType)
The date when the rate was observed.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
Date of observation.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservationEvent complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiryBase complexType; see XML source
date (in reset)
Date of reset.
Type:
Content:
simple, 1 attribute
Defined:
locally within ResetEvent complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within TradeMaturity complexType; see XML source
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
Type:
Content:
simple, 1 attribute
Defined:
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type:
xsd:decimal
Content:
simple
Defined:
A type used to record the details of a difference between two sides of a business event.
Type:
Content:
complex, 10 elements
Defined:
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DeClear complexType; see XML source
effectiveDate (defined in TradeChangeContent complexType)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within Withdrawal complexType; see XML source
Type:
Content:
simple, 2 attributes
Defined:
eventIdentifier (defined in AbstractEvent complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEvent complexType; see XML source
Credit limit utilization attributable to executed trades.
Type:
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
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).
Type:
Content:
simple, 1 attribute
Defined:
The date and time at which the change was agreed.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple
Defined:
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the amount by which the option should be exercised expressed as notional schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within OptionExpiry complexType; see XML source
exerciseSide (defined in OptionExercise complexType)
Type:
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
Type:
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditLimit complexType; see XML source
Type:
xsd:boolean
Content:
simple
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
Indicates the implied trade (the "fee trade") that the associated novation fee based on.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
Content:
simple, 1 attribute
Defined:
The floor rate or price, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CashflowFixing complexType; see XML source
Type:
xsd:boolean
Content:
simple
Defined:
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
Content:
simple
Defined:
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
Content:
simple
Defined:
Type:
Content:
complex, 16 elements
Defined:
Describes a change due to an index component being adjusted.
Type:
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
informationSource (defined in ObservedPrice complexType)
The source of the observation.
Type:
Content:
complex, 3 elements
Defined:
locally within ObservedPrice complexType; see XML source
informationSource (defined in ObservedRate complexType)
The source of the observation.
Type:
Content:
complex, 3 elements
Defined:
locally within ObservedRate complexType; see XML source
informationSource (defined in TriggerRateObservation complexType)
Type:
Content:
complex, 3 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
The source of the observation.
Type:
Content:
complex, 3 elements
Defined:
locally within ObservationSource complexType; see XML source
Identification of the underlying asset, using public and/or private identifiers.
Type:
Content:
simple, 1 attribute
Defined:
locally within TradeLegPriceChange complexType; see XML source
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
A structure describing a barrier knock in event
Type:
Content:
complex, 9 elements
Defined:
locally within OptionEvent complexType; see XML source
A structure describing a barrier knock out event
Type:
Content:
complex, 10 elements
Defined:
locally within OptionEvent complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Version aware identification of this leg.
Type:
Content:
complex, 3 elements
Defined:
locally within ResetEvent complexType; see XML source
Type:
Content:
complex, 7 elements
Defined:
locally within CreditLimit complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
Type:
Content:
simple
Defined:
locally within CreditLimitInformation complexType; see XML source
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
Credit limit utilization attributable to long positions.
Type:
Content:
simple
Defined:
Type:
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
A unique identifier assigned by the matching service to each set of matched positions.
Type:
Content:
simple, 1 attribute
Defined:
Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
The maximum value observed during the condition period
Type:
Content:
complex, 4 elements
Defined:
The maximum value observed during the condition period
Type:
Content:
complex, 4 elements
Defined:
The minimum value observed during the condition period
Type:
Content:
complex, 4 elements
Defined:
The minimum value observed during the condition period.
Type:
Content:
complex, 4 elements
Defined:
A rate multiplier to apply to the floating rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
Flag to indicate if negative interest rate is applied.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
Indicates the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Content:
empty
Defined:
Identifies the notional in effect for this calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract.
Type:
Content:
simple
Defined:
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within MoneyRef complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
A structure describing the outcome of an option having no touch events
Type:
Content:
complex, 12 elements
Defined:
locally within OptionEvent complexType; see XML source
The amount which represents the portion of the Old Contract being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
Content:
complex, 34 elements
Defined:
Type:
Content:
complex, 15 elements
Defined:
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 6 elements
Defined:
The underlyer rate or price observation(s) used to compute the amount of this cashflow component.
Type:
Content:
complex, 2 elements
Defined:
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
Type:
xsd:date
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
Reference to the observation details of a particular rate observation.
Type:
Content:
empty, 1 attribute
Defined:
locally within CashflowFixing complexType; see XML source
Type:
Content:
complex, 1 element
Defined:
locally within Observation complexType; see XML source
Type:
xsd:date
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
The time at which the observation occurred.
Type:
Content:
complex, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
The observed price value which triggered the barrier event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
observedRate (defined in TriggerRateObservation complexType)
The observed rate value which triggered the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
The observation value.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservationEvent complexType; see XML source
oldTrade (defined in TradeChangeContent complexType)
The original trade details.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType; see XML source
Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
oldTradeIdentifier (defined in TradeChangeContent complexType)
The original qualified trade identifier.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeContent complexType; see XML source
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
A structure describing knock in, knock out, touch and no touch events.
Type:
Content:
complex, 7 elements
Defined:
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
Type:
Content:
complex, 7 elements
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
complex, 1 element
Defined:
locally within PackageHeader complexType; see XML source
originalTrade (defined in OptionExercise complexType)
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExercise complexType; see XML source
originalTrade (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType; see XML source
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionEvent complexType; see XML source
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExpiry complexType; see XML source
This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
This may be used to describe why a package was created.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType; see XML source
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Specifies the Notional schedule after the Change
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType; see XML source
Type:
Content:
complex, 6 elements
Defined:
locally within TradePackage complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
complex, 9 elements
Defined:
locally within PackageHeader complexType; see XML source
Classification of the package.
Type:
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
complex, 38 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Identifiers of the trade that is being withdrawn.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within Withdrawal complexType; see XML source
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
Content:
complex, 38 elements
Defined:
Holds party-specific information about the trade that is being withdrawn from.
Type:
Content:
complex, 4 elements
Defined:
locally within Withdrawal complexType; see XML source
payment (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType; see XML source
Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (defined in TradeChangeContent complexType)
Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeChangeContent complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Describes a payment made in settlement of the novation.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeNovationContent complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TouchRateObservation complexType; see XML source
Credit limit utilization attributable to pending unexecuted orders.
Type:
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
Type:
Content:
simple
Defined:
locally within Velocity complexType; see XML source
Type:
xsd:integer
Content:
simple
Defined:
locally within Velocity complexType; see XML source
physicalSettlement (defined in OptionExercise complexType)
Type:
Content:
complex, 3 elements
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
complex, 3 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Type:
Content:
complex, 3 elements
Defined:
locally within TouchRateObservation complexType; see XML source
price (defined in ObservedPrice complexType)
The observed rate value which triggered the barrier event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ObservedPrice complexType; see XML source
Type:
Content:
complex, 4 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
Type:
Content:
empty
Defined:
locally within TradeLegPriceChange complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within UnitQuantityRef complexType; see XML source
quote (defined in EventValuation.model group)
Pricing information for the trade.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
Defines the currency pair and quote basis for an FX rate.
Type:
Content:
complex, 3 elements
Defined:
Defines the currency pair and quote basis for an FX rate.
Type:
Content:
complex, 3 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
Defines the currency pair and quote basis for an FX rate.
Type:
Content:
complex, 3 elements
Defined:
rate (defined in ObservedRate complexType)
The observed rate value which triggered the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
reason (defined in DeClear complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within DeClear complexType; see XML source
Supporting information which may be produced to explain the clearing process status.
Type:
Content:
complex, 5 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
Any rebate payable as a result of the knock out
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
This may be used to identify one or more parties that perform a role within the transaction.
Type:
Content:
complex, 4 elements
Defined:
The amount which represents the portion of the Old Contract not being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType; see XML source
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType; see XML source
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
Content:
complex, 5 elements
Defined:
DEPRECATED.
Type:
Content:
complex, 5 elements
Defined:
locally within Withdrawal complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
Type:
Content:
empty, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
Type:
Content:
complex, 6 elements
Defined:
Value of reset.
Type:
Content:
simple, 1 attribute
Defined:
locally within ResetEvent complexType; see XML source
resultingTrade (defined in PhysicalSettlement complexType)
The trade that resulted from the physical settlement.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
resultingTrade (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType; see XML source
The ID of the trade that resulted from the physical settlement.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
Rounding direction and precision for price values.
Type:
Content:
complex, 2 elements
Defined:
locally within CashflowFixing complexType; see XML source
settlementType (defined in OptionExercise complexType)
Type:
Content:
simple
Defined:
locally within OptionExercise complexType; see XML source
Type:
Content:
simple
Defined:
locally within NoTouchRateObservation complexType; see XML source
Type:
Content:
simple
Defined:
locally within TouchRateObservation complexType; see XML source
Credit limit utilization attributable to short positions.
Type:
Content:
simple
Defined:
The side (bid/mid/ask) of the observation, when applicable.
Type:
Content:
simple
Defined:
locally within ObservationEvent complexType; see XML source
Type:
Content:
simple
Defined:
locally within PackageHeader complexType; see XML source
Type:
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
The observation source.
Type:
Content:
complex, 2 elements
Defined:
locally within ObservationEvent complexType; see XML source
Specifies the Number of Units
Type:
Content:
complex, 12 elements
Defined:
The ISDA Spread, if any, which applies for the calculation period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowFixing complexType; see XML source
Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
Type:
Content:
empty, 1 attribute
Defined:
locally within ClearingStatusItem complexType; see XML source
The maximum allowed tenor for a trade under this limit.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditLimitBase complexType; see XML source
This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
complex, 16 elements
Defined:
time (defined in ObservedPrice complexType)
The time when the rate ws observed.
Type:
xsd:time
Content:
simple
Defined:
locally within ObservedPrice complexType; see XML source
time (defined in ObservedRate complexType)
The time when the rate ws observed.
Type:
xsd:time
Content:
simple
Defined:
locally within ObservedRate complexType; see XML source
The observation time, with a possible indication of the timezone dimension.
Type:
Content:
complex, 2 elements
Defined:
locally within ObservationEvent complexType; see XML source
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiry complexType; see XML source
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExpiryBase complexType; see XML source
A structure describing a touch event
Type:
Content:
complex, 16 elements
Defined:
locally within OptionEvent complexType; see XML source
trade (defined in TradeAmendmentContent complexType)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeAmendmentContent complexType; see XML source
trade (defined in TradeChangeContent complexType)
A full description of the amended trade.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType; see XML source
trade (defined in TradeOrInfo.model group)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
trade (defined in TradePackage complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradePackage complexType; see XML source
trade (defined in TradingEventsBase.model group)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
Complete economics of the trade
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
The full trade representation that is being withdrawn.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within Withdrawal complexType; see XML source
tradeIdentifier (defined in DeClear complexType)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within DeClear complexType; see XML source
tradeIdentifier (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExercise complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeChangeBase complexType; see XML source
tradeIdentifier (defined in TradePackage complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TradePackage complexType; see XML source
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
Identified the trade to which the option event applies.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionEvent complexType; see XML source
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExpiry complexType; see XML source
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within OptionExpiryBase complexType; see XML source
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeMaturity complexType; see XML source
tradePackage (defined in TradeOrInfo.model group)
Type:
Content:
complex, 5 elements
Defined:
Type:
Content:
complex, 5 elements
Defined:
Type:
Content:
complex, 5 elements
Defined:
locally within ClearingStatusItem complexType; see XML source
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Type:
Content:
complex, 1 element
Defined:
locally within ResetEvent complexType; see XML source
Information about a trade.
Type:
Content:
complex, 6 elements
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
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.
Type:
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
triggerPrice (defined in TriggerRateObservation complexType)
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TriggerRateObservation complexType; see XML source
The price value (level) which was attained/breached, in order to trigger the barrier event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
triggerRate (defined in TriggerRateObservation complexType)
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TriggerRateObservation complexType; see XML source
The rate value (level) which was attained/breached, in order to trigger the barrier event.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
Type:
Content:
complex, 1 attribute, 21 elements
Defined:
locally within ObservationSource complexType; see XML source
When the clearing status changed to the current value.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within ClearingStatusItem complexType; see XML source
Type:
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Type:
Content:
complex, 5 elements
Defined:
locally within NoTouchRateObservation complexType; see XML source
Credit limit utilization breakdown by executed trades and pending orders.
Type:
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
Type:
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
Type:
xsd:decimal
Content:
simple
Defined:
locally within Observation complexType; see XML source
Type:
Content:
complex, 7 elements
Defined:
Complex Type Summary
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 11 locations
Content:
complex, 10 elements
Defined:
globally; see XML source
Used:
Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
A type defining a nominal amount with a reference.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
Details of the computation of a computed rate or price used to calculate the amount of a cashflow component.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
Reference to a cash flow observation component.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A component of a clearing status report.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
A type that shows how multiple trades have been combined into a result.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A structure indicating that a trade has changed due to a corporate action
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type that describes what type of corporate action occurred.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A structure describing a credit limit with applicability constraints.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing a basic credit limit.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing a declear event.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type that describes why a trade was removed from clearing.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A structure that describes a proposed match between trades or post-trade event reports.
Content:
complex, 19 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Describes an observation that caused a barrier knock out to trigger
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a currency amount with a reference.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Reference to the observation details of a particular rate observation.
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
The observation source can be composed of an curve and/or and information source.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure describing an option exercise.
Content:
complex, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 13 elements
Used:
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure describing an option expiring.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Identifying information for a tradePackage (a bundle of trades).
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type that describes whether a trade is to be cleared.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A cashflow component with optional calculation details that explain how the reset value was computed.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The period calculation details for a calculation/accrual period.
Content:
complex, 5 elements
Defined:
globally; see XML source
Used:
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
A structure describing a negotiated amendment.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 15 elements
Defined:
globally; see XML source
Used:
A structure describing a trade maturing.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing a change to the size of a trade.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing a novation.
Content:
complex, 34 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A bundle of trades collected together into a single unit for reporting.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
A type defining a quantity and unit with a reference.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A structure describing the removal of a trade from a service, such as a reporting service.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that describes why a trade was withdrawn.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Element Group Summary
A model group defining agreement and effective dates.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Choice between change-related events.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A model group holding information about compressions affecting this trade/event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A model group holding valuation information for an event.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The roles of the parties involved in the novation.
Content:
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
Documentation and other terms (such as date terms) specific to this novation event.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
Choice between options related events.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Choice between amendment, increase, termination, and novation events.
Content:
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A model group defining a payment structure.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
DEPRECATED.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Defines a model group that allows either details of an event or information about a trade to be provided.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Defines a model group that allows information about a trade to be represented.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Choice between a trading, a post-trade event, and the extension point additional event
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Information about a trading event that represent a new trading activity (on a newly-created trade), or in some cases the a representation of the trade's current state.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Information about a trading event that represents a new trading activity (on a newly-created trade or package of trades), or in some cases the a representation of the trade's current state..
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
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: 13737 $" 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:include schemaLocation="fpml-doc-5-11.xsd"/>
<!-- <xsd:include schemaLocation="fpml-msg.xsd"/>-->
<xsd:include schemaLocation="fpml-asset-5-11.xsd"/>
<xsd:include schemaLocation="fpml-generic-5-11.xsd"/>
<xsd:include schemaLocation="fpml-com-5-11.xsd"/>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ActionOnExpiration">
<xsd:sequence>
<xsd:group ref="OptionExerciseAmount.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a nominal amount with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="amount" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="amountReference" type="AmountReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:group>
<xsd:element name="eventId" type="EventId"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ResetCalculationDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A cashflow component with optional calculation details that explain how the reset value was computed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="observation" type="Observation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The underlyer rate or price observation(s) used to compute the amount of this cashflow component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationElements" type="ResetCalculationElements">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation details used to compute the reset rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResetCalculationElements">
<xsd:sequence>
<xsd:element minOccurs="0" name="notional" type="CashflowNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the notional in effect for this calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculatedRate" type="CashflowFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The computed rate(s) or price(s) used to calculate the amount of this reset. These computed rates or prices may include averaging and/or various types of rate treatment rules.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationPeriod" type="ResetCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The period details for calculation/accrual periods that comprise this reset.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResetCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The period calculation details for a calculation/accrual period. This will include information about the dates and duration of the accrual period, the rate fixing(s), the notional in effect, and the amount of the accrual.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CashflowFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Details of the computation of a computed rate or price used to calculate the amount of a cashflow component. This computed rate or price may include averaging and/or various types of rate treatment rules. The details include all of the observations, the calculation parameters, and the resulting value.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="observationReference" type="CashflowObservationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the observation details of a particular rate observation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculatedValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multiplier" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spread" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Spread, if any, which applies for the calculation period. It also defines spread as price. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="capValue" type="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cap rate or price, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="floorValue" type="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floor rate or price, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="negativeInterestRate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Flag to indicate if negative interest rate is applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rounding" type="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Rounding direction and precision for price values.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CashflowObservationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a cash flow observation component.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="CashflowObservation" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ClearingStatusItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component of a clearing status report. This provides the clearing status for a single trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifying information for the trade which is the subject of the clearing request to which this status relates.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Complete economics of the trade</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
<xsd:element name="clearingStatusValue" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="updatedDateTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="reason" type="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="2" minOccurs="0" name="statusAppliesTo" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ClearingInstructions">
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedClearingAction" type="RequestedClearingAction"/>
<xsd:element minOccurs="0" name="requestedClearingOrganizationPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that shows how multiple trades have been combined into a result.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="compressionType" type="CompressionType"/>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="replacementTradeIdentifier" type="TradeIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="originatingTradeIdentifier" type="TradeIdentifier"/>
</xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
This option is deprecated in favour of the first choice.
</xsd:documentation>
</xsd:annotation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of replacementTradeIdentifier" minOccurs="0" name="replacementTradeId" type="TradeId"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of originatingTradeIdentifier" maxOccurs="unbounded" minOccurs="0" name="originatingTradeId" type="TradeId"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompressionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/compression-type" name="compressionTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a corporate action
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="CorporateActionType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what type of corporate action occurred.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="corporateActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a basic credit limit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="limitId" type="LimitId"/>
<xsd:group ref="Product.model"/>
<xsd:element name="currency" type="Currency"/>
<xsd:element name="tenor" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum allowed tenor for a trade under this limit. When this structure is used as part of a suspendCredit message, this tenor imposes a temporary tenor limit on allowed trade types.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a credit limit with applicability constraints.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CreditLimitBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="limitApplicable" type="LimitApplicable"/>
<xsd:element minOccurs="0" name="expirationDate" type="xsd:dateTime"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitInformation">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyInformation" type="PartyTradeInformation"/>
<xsd:element name="limitModel" type="LimitModelEnum"/>
<xsd:element maxOccurs="unbounded" name="creditLimit" type="CreditLimit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="executed" type="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to executed trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pending" type="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to pending unexecuted orders.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitUtilizationPosition">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="short" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to short positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="long" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization attributable to long positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="global" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global credit limit utilization amount, agnostic of long/short position direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="global" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global credit limit utilization amount, agnostic of long/short position direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="DeClear">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="reason" type="DeclearReason"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DeclearReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes why a trade was removed from clearing.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/declear-reason" name="declearReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="eventIdScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EventProposedMatch">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes a proposed match between trades or post-trade event reports.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
<xsd:group ref="ProposedMatch.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EventsChoice">
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the effect of a change to an index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element name="indexFactor" type="xsd:decimal"/>
<xsd:element name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="KnockOutRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes an observation that caused a barrier knock out to trigger
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
<xsd:sequence>
<xsd:element minOccurs="0" name="rebatePayment" type="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">Any rebate payable as a result of the knock out</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="MoneyRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PositiveMoney">
<xsd:sequence>
<xsd:element name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NoTouchLowerBarrierObservation">
<xsd:choice>
<xsd:sequence>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumObservedRate" type="ObservedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum value observed during the condition period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumObservedPrice" type="ObservedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="NoTouchRateObservation">
<xsd:sequence>
<xsd:element name="observationStartDate" type="xsd:date"/>
<xsd:element name="observationEndDate" type="xsd:date"/>
<xsd:choice>
<xsd:sequence>
<xsd:element name="lowerBarrier" type="NoTouchLowerBarrierObservation"/>
<xsd:element minOccurs="0" name="upperBarrier" type="NoTouchUpperBarrierObservation"/>
</xsd:sequence>
<xsd:element name="upperBarrier" type="NoTouchUpperBarrierObservation"/>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
</xsd:annotation>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice>
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
<xsd:element name="isExercisable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NoTouchUpperBarrierObservation">
<xsd:choice>
<xsd:sequence>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation>
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumObservedRate" type="ObservedRate">
<xsd:annotation>
<xsd:documentation>
The maximum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation>
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumObservedPrice" type="ObservedPrice">
<xsd:annotation>
<xsd:documentation>
The maximum value observed during the condition period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="LimitApplicable">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="limitType" type="LimitType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Standard code to indicate which type of credit line is being referred to - i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="clipSize" type="xsd:integer"/>
<xsd:choice minOccurs="0">
<xsd:element name="amountUtilized" type="xsd:integer"/>
<xsd:element name="utilization" type="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Credit limit utilization breakdown by executed trades and pending orders.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="amountRemaining" type="xsd:integer"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="velocity" type="Velocity"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="LimitId">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="creditLimitIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LimitType">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-limit-type" name="creditLimitTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Observation">
<xsd:sequence>
<xsd:element minOccurs="0" name="observationReference" type="ObservationReference"/>
<xsd:element minOccurs="0" name="weight" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date of observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="TimeZone">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observation time, with a possible indication of the timezone dimension.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="side" type="QuotationRateTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The side (bid/mid/ask) of the observation, when applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observedValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The observation value.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="source" type="ObservationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The observation source.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObservationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observation source can be composed of an curve and/or and information source.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="underlyer" type="TradeUnderlyer2"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservedPrice">
<xsd:sequence>
<xsd:element name="price" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the rate was observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time when the rate ws observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservedRate">
<xsd:sequence>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date when the rate was observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="time" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time when the rate ws observed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">The source of the observation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the observation details of a particular rate observation.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identified the trade to which the option event applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:element name="knockIn" type="TriggerRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a barrier knock in event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knockOut" type="KnockOutRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a barrier knock out event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="touch" type="TouchRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a touch event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="noTouch" type="NoTouchRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the outcome of an option having no touch events
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="optionSeller" type="PartyReference"/>
<xsd:element minOccurs="0" name="optionBuyer" type="PartyReference"/>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseTime" type="xsd:time"/>
</xsd:sequence>
<xsd:element name="exerciseTiming" type="ExerciseTimingEnum"/>
</xsd:choice>
<xsd:group ref="OptionExerciseAmount.model"/>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExerciseAmounts">
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount by which the option should be exercised expressed as notional schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNotionalSchedule" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional schedule after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="time" type="xsd:time"/>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedureOption"/>
<xsd:element minOccurs="0" name="actionOnExpiration" type="ActionOnExpiration"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionExpiryBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing an option expiring.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="time" type="xsd:time"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageHeader">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifying information for a tradePackage (a bundle of trades).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId"/>
<xsd:element minOccurs="0" name="orderIdentifier" type="OrderIdentifier"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="packageType" type="PackageType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="size" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element minOccurs="0" name="packageInformation" type="PackageInformation"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PhysicalSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes how an option settles into a physical trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="resultingTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ID of the trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resultingTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
</xsd:choice>
</xsd:complexType>
<!-- <xsd:complexType name="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that provides identification for reporting regimes.</xsd:documentation>
<xsd:appinfo>
<view:skip view="pretrade" rationale="Unsupported"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="confirmation" minOccurs="1"/>
<view:override view="legal" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:sequence>
<xsd:annotation>
<xsd:appinfo>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="reporting" minOccurs="1"/>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:element name="name" type="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF</xsd:documentation>
<xsd:appinfo>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="reporting" minOccurs="1"/>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
<xsd:element name="supervisorRegistration" type="SupervisorRegistration" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">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:sequence>
<xsd:element name="supervisorRegistration" type="SupervisorRegistration" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">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:appinfo>
<view:override view="recordkeeping" minOccurs="1"/>
<view:override view="reporting" minOccurs="1"/>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="reportingRole" type="ReportingRole" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">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:element name="actionType" type="ActionType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">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:element>
</xsd:sequence>
</xsd:complexType>
-->
<xsd:complexType name="RequestedClearingAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes whether a trade is to be cleared.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-clearing-action" name="requestedClearingActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequestedWithdrawalAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResetEvent">
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="tradeReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="date" type="RequiredIdentifierDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date of reset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resetValue" type="IdentifiedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Value of reset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationDetails" type="ResetCalculationDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of calculations that comprise this reset value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="ReportingNotionalChange.model"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="originalTrade" type="Trade"/>
</xsd:choice>
<xsd:element minOccurs="0" name="resultingTrade" type="Trade"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a non-negotiated trade resulting from a market event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original qualified trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A full description of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Substitution point for types of change</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegPriceChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="priceReference" type="Reference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="instrumentId" type="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="priceChangeAmount" type="xsd:decimal"/>
<xsd:element name="newPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="TradeMaturity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade maturing.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="date" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:sequence>
<xsd:choice>
<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&#8217;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:element maxOccurs="unbounded" name="sizeChange" type="TradeLegSizeChange"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="priceChange" type="TradeLegPriceChange"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice>
<xsd:group ref="NewTrade.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the old contract.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model"/>
<xsd:group minOccurs="0" ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
</xsd:choice>
<xsd:group ref="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The roles of the participants in the novation</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times associated with the novation event.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms relating to the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradePackage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A bundle of trades collected together into a single unit for reporting.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageHeader" type="PackageHeader"/>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="trade" type="Trade"/>
<xsd:group maxOccurs="unbounded" ref="TradeReferenceInformation.model"/>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier"/>
</xsd:choice>
<xsd:element minOccurs="0" name="approvals" type="Approvals">
<xsd:annotation>
<xsd:documentation xml:lang="en">A container for approval states in the workflow.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="PartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="productType" type="ProductType"/>
<xsd:element minOccurs="0" name="productId" type="ProductId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TouchRateObservation">
<xsd:complexContent>
<xsd:extension base="TriggerRateObservation">
<xsd:choice>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cloned from exercise but looks like some bits are extraneous like payment
</xsd:documentation>
</xsd:annotation>
<xsd:element minOccurs="0" name="exerciseSide" type="ExerciseSideEnum"/>
<xsd:choice>
<xsd:element name="settlementType" type="SettlementTypeEnum"/>
<xsd:element name="cashSettlement" type="SimplePayment"/>
<xsd:element name="physicalSettlement" type="PhysicalSettlement"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payment" type="NonNegativePayment"/>
<xsd:element minOccurs="0" name="clearingInstructions" type="ClearingInstructions"/>
</xsd:sequence>
<xsd:element name="isExercisable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:choice>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TriggerRateObservation">
<xsd:sequence>
<xsd:element name="observationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time at which the observation occurred.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="informationSource" type="InformationSource"/>
<xsd:choice>
<xsd:sequence>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the currency pair and quote basis for an FX rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="triggerPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price value (level) which was attained/breached, in order to trigger the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedPrice" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed price value which triggered the barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element name="triggerCondition" type="TriggerConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Velocity">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer"/>
<xsd:element name="period" type="PeriodTimeEnum"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Withdrawal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the removal of a trade from a service, such as a reporting service.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifiers of the trade that is being withdrawn.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Holds party-specific information about the trade that is being withdrawn from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The full trade representation that is being withdrawn.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="requestedAction" type="RequestedWithdrawalAction"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="WithdrawalReason"/>
<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:documentation xml:lang="en">
DEPRECATED. The supervisor/regulator to which this withdrawal applies
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalReason">
<xsd:annotation>
<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:attribute default="http://www.fpml.org/coding-scheme/withdrawal-reason" name="withdrawalReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" substitutionGroup="changeEvent" type="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="corporateAction" substitutionGroup="changeEvent" type="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a corporate action</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" substitutionGroup="changeEvent" type="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="adjustedStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date that defines the beginning of the calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="adjustedEndDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date that defines the end of the calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="numberOfDays" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="ChangeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between change-related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="change" type="TradeChangeContent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="Compression.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding information about compressions affecting this trade/event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="compressionActivity" type="CompressionActivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Compression information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayCountYearFraction" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OptionsEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between options related events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="optionExercise" type="OptionExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" name="optionExpiry" type="OptionExpiry">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionEvent" type="OptionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing knock in, knock out, touch and no touch events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="PostTradeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between amendment, increase, termination, and novation events.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
<xsd:element name="increase" type="TradeNotionalChange"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange"/>
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent"/>
<xsd:element name="withdrawal" type="Withdrawal"/>
<xsd:element name="observation" type="ObservationEvent"/>
<xsd:element name="reset" type="ResetEvent"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between a trading, a post-trade event, and the extension point additional event
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about a trading event that represent a new trading activity (on a newly-created trade), or in some cases the a representation of the trade's current state. Also allows the "additionEvent" extension point.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about a trading event that represents a new trading activity (on a newly-created trade or package of trades), or in some cases the a representation of the trade's current state..
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="tradePackage" type="TradePackage"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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. A reference to the Fee Trade supports regulatory reporting of novations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates 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. Fee Trade supports regulatory reporting of novations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the new contract.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="newTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:group ref="NovationAmountsOld.model"/>
<xsd:element maxOccurs="unbounded" name="novationAmount" type="TradeLegSizeChange"/>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmountsOld.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="novatedAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="remainingAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element name="novationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="novationTradeDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationRoles.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The roles of the parties involved in the novation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="transferor" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transferorAccount" type="AccountReference"/>
<xsd:element name="transferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherTransferee" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="transfereeAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherTransfereeAccount" type="AccountReference"/>
<xsd:element name="remainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingPartyAccount" type="AccountReference"/>
<xsd:element minOccurs="0" name="otherRemainingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="otherRemainingPartyAccount" type="AccountReference"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="fullFirstCalculationPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="firstPeriodStartDate" type="FirstPeriodStartDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element that is used to be able to make sense of the &#8220;new transaction&#8221; without requiring reference back to the &#8220;old transaction&#8221;. In the case of interest rate products there are potentially 2 &#8220;first period start dates&#8221; to reference &#8211; one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonReliance" type="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditDerivativesNotices" type="CreditDerivativesNotices">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="OptionExerciseAmount.model">
<xsd:choice>
<xsd:element name="exerciseAction" type="ExerciseActionEnum"/>
<xsd:element name="expiry" type="xsd:boolean"/>
<xsd:element name="fullExercise" type="xsd:boolean"/>
<xsd:sequence>
<xsd:element name="exerciseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="exerciseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="exerciseInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the option should be exercised express as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="specifiedExercise" type="OptionExerciseAmounts">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="ProposedMatch.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="matchId" type="MatchId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier assigned by the matching service to each set of matched positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="difference" type="TradeDifference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record the details of a difference between two sides of a business event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="matchScore" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Numeric score to represent the quality of the match.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalChange" type="NotionalChangeEnum">
<xsd:annotation>
<xsd:documentation>
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:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNotional" type="MoneyRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="changeInNumberOfOptions" type="AmountRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="changeInQuantity" type="UnitQuantityRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="knownAmountReference" type="AmountReference"/>
<xsd:element name="changeInKnownAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingKnownAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalChange.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal"/>
</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&#8217;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:documentation xml:lang="en">
DEPRECATED. A structure describing a change to the trade notional.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="changeInNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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 =&gt; reduction, Increase =&gt; greater.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="TradeOrInfo.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a model group that allows either details of an event or information about a trade to be provided. Typically this will be used in a response to a request.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="trade" type="Trade"/>
</xsd:sequence>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a model group that allows information about a trade to be represented.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="tradeReferenceInformation" type="TradeReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Information about a trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="UnitQuantityRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a quantity and unit with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnitQuantity">
<xsd:sequence>
<xsd:element minOccurs="0" name="quantityReference" type="NotionalReference"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</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.