group "TradeInformation.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
25 elements
Defined:
globally in fpml-doc-5-3.xsd; see XML source
Includes:
definitions of 25 elements
Used:
at 2 locations
Content Model Diagram
Complex Content Model
relatedParty*, reportingRole?, unit*, relatedBusinessUnit*, relatedPerson*, isAccountingHedge?, category*, trader*, executionDateTime?, timestamps?, intentToAllocate?, allocationStatus?, intentToClear?, clearingStatus?, collateralizationType?, reportingRegime*, (endUserException? | endUserExceptionDeclaration?), nonStandardTerms?, offMarketPrice?, largeSizeTrade?, executionType?, executionVenueType?, verificationMethod?, confirmationMethod?
Content Model Elements (25):
allocationStatus,
category (defined in TradeInformation.model group),
clearingStatus (defined in TradeInformation.model group),
collateralizationType,
confirmationMethod,
endUserException,
endUserExceptionDeclaration,
executionDateTime (defined in TradeInformation.model group),
executionType,
executionVenueType,
intentToAllocate,
intentToClear,
isAccountingHedge,
largeSizeTrade,
nonStandardTerms,
offMarketPrice,
relatedBusinessUnit,
relatedParty (defined in TradeInformation.model group),
relatedPerson,
reportingRegime,
reportingRole (defined in TradeInformation.model group),
timestamps,
trader,
unit (defined in TradeInformation.model group),
verificationMethod
Known Usage Locations
Annotation
A model group defining additional information that may be recorded against a trade.
XML Source (w/o annotations (26); see within schema source)
<xsd:group name="TradeInformation.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty"/>
<!-- RPTWG 2009-09-04 begin-->
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="unit" type="Unit"/>
<!-- BAL 2011-10 - work on modeling people and org units -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedBusinessUnit" type="RelatedBusinessUnit"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedPerson" type="RelatedPerson"/>
<xsd:element minOccurs="0" name="isAccountingHedge" type="xsd:boolean"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="category" type="TradeCategory"/>
<!-- RPTWG 2009-09-04 end -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trader" type="Trader"/>
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime"/>
<xsd:element minOccurs="0" name="timestamps" type="TradeProcessingTimestamps"/>
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus"/>
<xsd:element minOccurs="0" name="intentToClear" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue"/>
<!-- added BAL 2011-10-18 for DTCC gap analysis -->
<!-- modified BAL 2012-01-23 for CFTC final rules -->
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType"/>
<!-- added BAL 2012-01-23 for CFTC final rules -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegime"/>
<!-- end BAL 2011-10-18 additions for DTCC gap analysis -->
<xsd:choice>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="endUserExceptionDeclaration" type="EndUserExceptionDeclaration"/>
</xsd:choice>
<!-- end BAL 2011-10-18 additions for DTCC gap analysis -->
<xsd:element minOccurs="0" name="nonStandardTerms" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="offMarketPrice" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="executionType" type="ExecutionType"/>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType"/>
<!-- added BAL 2011-10-18 for DTCC gap analysis -->
<xsd:element minOccurs="0" name="verificationMethod" type="VerificationMethod"/>
<!-- end BAL 2011-10-18 additions for DTCC gap analysis -->
<xsd:element minOccurs="0" name="confirmationMethod" type="ConfirmationMethod"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 25/25)
allocationStatus
Type:
AllocationReportingStatus, simple content
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus"/>
category
Type:
TradeCategory, simple content
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="category" type="TradeCategory"/>
clearingStatus
Type:
ClearingStatusValue, simple content
Describes the status with respect to clearing (e.g. Submitted, Pending, Cleared, RejectedForClearing, etc.)
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue"/>
collateralizationType
Type:
CollateralizationType, simple content
Specifies whether this party posts collateral. For Recordkeeping, the collateralization type refers to collateral that is posted by this firm, and One-Way is not meaningful. In other words, if the collateralization type is Full, this trade is fully collateralized by this party. For Transparency view, the options include Full, Partial, Uncollateralized, and One-Way.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType"/>
confirmationMethod
Type:
ConfirmationMethod, simple content
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation. This affects the process flow for confirmation messages. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="confirmationMethod" type="ConfirmationMethod"/>
endUserException
Type:
xsd:boolean, predefined, simple content
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean"/>
endUserExceptionDeclaration
Type:
EndUserExceptionDeclaration, complex content
Claims an end user exception and provides supporting evidence.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="endUserExceptionDeclaration" type="EndUserExceptionDeclaration"/>
executionDateTime
Type:
ExecutionDateTime, simple content
Trade execution date time, for example as provided by a central execution facility. Normally this refers to the original execution time of the trade, not the execution time of any post-trade events that may have affeted it. However, in the case of a post trade event that reports the new version of the trade (for example, the novation trade in an novation event, or the amended trade in an amendment event), the execution date time may contain the time that the newly created or modified trade was created or modified.
Simple Content
xsd:dateTime
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="executionDateTime" type="ExecutionDateTime"/>
executionType
Type:
ExecutionType, simple content
Used to describe how the trade was executed, e.g. via voice or electronically.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="executionType" type="ExecutionType"/>
executionVenueType
Type:
ExecutionVenueType, simple content
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType"/>
intentToAllocate
Type:
xsd:boolean, predefined, simple content
Specifies whether the trade is anticipated to be allocated.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean"/>
intentToClear
Type:
xsd:boolean, predefined, simple content
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="intentToClear" type="xsd:boolean"/>
isAccountingHedge
Type:
xsd:boolean, predefined, simple content
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party. (TODO: do we need to distinguish between asset and liability hedges?)
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="isAccountingHedge" type="xsd:boolean"/>
largeSizeTrade
Type:
xsd:boolean, predefined, simple content
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting. Normally this will only be applicable for off-facility trades.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean"/>
nonStandardTerms
Type:
xsd:boolean, predefined, simple content
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms. The flag indicates that the price for this trade is not to be construed as being indicative of the market for standardised trades with otherwise identical reportable terms.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="nonStandardTerms" type="xsd:boolean"/>
offMarketPrice
Type:
xsd:boolean, predefined, simple content
Indicates that the price does not reflect the current market. For example, in a credit trade where the two counterparties are not of equal credit standing, there is no initial margin and one party pays collateral to the other in the form of an add-on to the price (say a price that would otherwise be 100 at the market is struck at 105 to include the collateral, resulting in a very off-market looking price.)
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="offMarketPrice" type="xsd:boolean"/>
relatedBusinessUnit
Type:
RelatedBusinessUnit, complex content
Provides information about a unit/division/desk etc. that executed or supports this trade
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedBusinessUnit" type="RelatedBusinessUnit"/>
relatedParty
Type:
RelatedParty, complex content
Identifies a related party performing a role within the transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty"/>
relatedPerson
Type:
RelatedPerson, complex content
Provides information about a person that executed or supports this trade
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedPerson" type="RelatedPerson"/>
reportingRegime
Type:
ReportingRegime, complex content
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegime"/>
reportingRole
Type:
ReportingRole, simple content
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole"/>
timestamps
Type:
TradeProcessingTimestamps, complex content
Allows timing information about a trade to be recorded.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="timestamps" type="TradeProcessingTimestamps"/>
trader
Type:
Trader, simple content
Identifies the person or persons who assumed the role of trader for this trade.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="trader" type="Trader"/>
unit
Type:
Unit, simple content
Identifies the unit/division/desk etc. that executed or supports this trade
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="unit" type="Unit"/>
verificationMethod
Type:
VerificationMethod, simple content
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation. This affect the timing of real-time reporting requirements. This field is provisional pending detailed confirmation of the data requirements, and may not be included in subsequent working drafts.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="verificationMethod" type="VerificationMethod"/>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.