XML Schema "fpml-business-events-5-7.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 10803 $
Defined Components:
elements (5 global + 76 local), complexTypes (22), element groups (18)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-business-events-5-7.xsd; see XML source
Includes Schemas (3):
fpml-asset-5-7.xsd [src], fpml-com-5-7.xsd [src], fpml-msg-5-7.xsd [src]
Included in Schemas (1):
fpml-transparency-processes-5-7.xsd [src]
All Element Summary
additionalEvent
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
AdditionalEvent
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
never
agreementDate
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
amendment
Type:
TradeAmendmentContent
Content:
complex, 6 elements
Defined:
locally within Events.model group; see XML source
basketChange
Describes a change due to change in composition of basket underlyer
Type:
BasketChangeEvent
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
change
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within Events.model group; see XML source
changeEvent
Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 4 locations
changeInKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
changeInNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
changeInNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Notional Amount changes.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
changeInNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
changeInNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
corporateAction
Describes a change due to a corporate action
Type:
CorporateActionEvent
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
effectiveDate (defined in AgreementAndEffectiveDates.model group)
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DeClear complexType; see XML source
effectiveDate (in change)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType; see XML source
eventId
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AbstractEvent complexType; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group)
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
executionDateTime (in novation)
The date and time at which the change was agreed.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within NovationDates.model group; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
feeTrade
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FeeTrade.model group; see XML source
feeTradeIdentifier
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FeeTrade.model group; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within Events.model group; see XML source
indexChange
Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally; see XML source
Used:
never
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
knownAmountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NewTrade.model group; see XML source
newTradeIdentifier
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within NewTrade.model group; see XML source
notionalReference (defined in TradeLegNotionalChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalChange.model group; see XML source
notionalScheduleReference
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
novatedAmount
The amount which represents the portion of the Old Contract being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfOptions
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfUnits
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 18 elements
Defined:
locally within Events.model group; see XML source
novationAmount
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within NovationAmounts.model group; see XML source
novationDate
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:
locally within NovationDates.model group; see XML source
novationTradeDate
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
numberOfOptionsReference
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
numberOfUnitsReference
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
oldTrade (in change)
The original trade details.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeContent complexType; see XML source
oldTrade (in novation)
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OldTrade.model group; see XML source
oldTradeIdentifier (in change)
The original qualified trade identifier.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within TradeChangeContent complexType; see XML source
oldTradeIdentifier (in novation)
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within OldTrade.model group; see XML source
originalTrade
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeBase complexType; see XML source
originatingEvent (defined in Events.model group)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within Events.model group; see XML source
outstandingKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the Notional amount after the Change
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
payment (defined in TradeAlterationPayment.model group)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeAlterationPayment.model group; see XML source
payment (in change)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeChangeContent complexType; see XML source
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeNovationContent complexType; see XML source
priceChange
Type:
TradeLegPriceChange
Content:
complex, 2 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
quote (in publicExecutionReport)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group; see XML source
reason (defined in DeClear complexType)
Type:
DeclearReason
Content:
simple, 1 attribute
Defined:
locally within DeClear complexType; see XML source
remainingAmount
The amount which represents the portion of the Old Contract not being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfOptions
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfUnits
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
requestedClearingAction
Type:
RequestedClearingAction
Content:
simple, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
requestedClearingOrganizationPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ClearingInstructions complexType; see XML source
resultingTrade (defined in PhysicalSettlement complexType)
The trade that resulted from the physical settlement.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
resultingTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeBase complexType; see XML source
resultingTradeIdentifier
The ID of the trade that resulted from the physical settlement.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within PhysicalSettlement complexType; see XML source
sizeChange
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
terminatingEvent
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within Events.model group; see XML source
termination
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within Events.model group; see XML source
trade (defined in Events.model group)
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Events.model group; see XML source
trade (in amendment)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeAmendmentContent complexType; see XML source
trade (in change)
A full description of the amended trade.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeContent complexType; see XML source
tradeIdentifier (defined in DeClear complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within DeClear complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within TradeChangeBase complexType; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
Complex Type Summary
AbstractEvent
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 5 locations
AdditionalEvent
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:
at 1 location
BasketChangeEvent
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:
at 1 location
BusinessEventIdentifier
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
ChangeEvent
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:
at 4 locations
ClearingInstructions
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
CorporateActionEvent
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:
at 1 location
CorporateActionType
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:
at 1 location
DeClear
A structure describing an de-clear event.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
never
DeclearReason
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:
at 1 location
EventId
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:
at 1 location
IndexChange
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:
at 1 location
PhysicalSettlement
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:
never
RequestedClearingAction
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:
at 1 location
TerminatingEvent
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TradeAmendmentContent
A structure describing a negotiated amendment.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeChangeBase
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeChangeContent
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:
at 1 location
TradeLegPriceChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeLegSizeChange
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:
at 2 locations
TradeNotionalChange
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:
at 2 locations
TradeNovationContent
A structure describing a novation.
Content:
complex, 18 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
AgreementAndEffectiveDates.model
A model group defining agreement and effective dates.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
Events.model
Choice between a trade and a post-trade event.
Content:
8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 2 locations
EventValuation.model
A model group holding valuation information for an event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FeeTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NewTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NovationAmounts.model
Content:
7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NovationAmountsOld.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
NovationDates.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NovationRoles.model
The roles of the parties involved in the novation.
Defined:
globally; see XML source
Used:
never
NovationTerms.model
Documentation and other terms (such as date terms) specific to this novation event.
Defined:
globally; see XML source
Used:
at 1 location
OldTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeAlterationPayment.model
A model group defining a payment structure.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradeLegFixedAmountChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalScheduleChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfOptionsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfUnitsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeNotionalChange.model
DEPRECATED.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!-- edited with XMLSpy v2013 rel. 2 (x64) (http://www.altova.com) by Lyteck Lynhiavu (ISDA) -->
<!--
== Copyright (c) 2002-2014 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="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 10803 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-msg-5-7.xsd"/>
<xsd:include schemaLocation="fpml-asset-5-7.xsd"/>
<xsd:include schemaLocation="fpml-com-5-7.xsd"/>
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation>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>
<!--View Generation: SKIPPED ActionOnExpiration - Unsupported-->
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation>
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="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation>
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">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</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 abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation>
Abstract base type for non-negotiated trade change descriptions
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED ClearingStatusItem - PartySpecific-->
<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>
<!--View Generation: SKIPPED CompressionActivity - Unsupported-->
<!--View Generation: SKIPPED CompressionType - Unsupported-->
<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation>
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>
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="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CreditLimit - Unsupported -->
<!--View Generation: SKIPPED CreditLimitInformation - Unsupported -->
<!--View Generation: SKIPPED CreditLimitReference - Unsupported -->
<xsd:complexType name="DeClear">
<xsd:annotation>
<xsd:documentation>A structure describing an de-clear event.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element minOccurs="0" 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>
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="xsd:anyURI"/>
</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="Scheme">
<xsd:attribute name="eventIdScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED EventsChoice - Unsupported-->
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation>
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 minOccurs="0" name="indexFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED LimitApplicable - Unsupported -->
<!--View Generation: SKIPPED LimitId - Unsupported -->
<!--View Generation: SKIPPED LimitType - Unsupported -->
<!--View Generation: SKIPPED OptionExercise - Unsupported-->
<!--View Generation: SKIPPED OptionExerciseAmounts - Unsupported-->
<!--View Generation: SKIPPED OptionExpiry - Unsupported-->
<!--View Generation: SKIPPED OptionExpiryBase - Unsupported-->
<xsd:complexType name="PhysicalSettlement">
<xsd:annotation>
<xsd:documentation>
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>
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>
The trade that resulted from the physical settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product"/>
</xsd:choice>
</xsd:complexType>
<!--View Generation: SKIPPED ReportingRegimeIdentifier - Unsupported-->
<xsd:complexType name="RequestedClearingAction">
<xsd:annotation>
<xsd:documentation>
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="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED RequestedWithdrawalAction - Unsupported-->
<!--View Generation: SKIPPED SupervisorRegistrationIdentification - Unsupported-->
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation>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="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation>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>
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation>A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<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>
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>The original qualified trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation>The original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation>A full description of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>The date on which the change become effective</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" ref="changeEvent">
<xsd:annotation>
<xsd:documentation>Substitution point for types of change</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation>
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>
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!-- there should be a price reference, but there are no IDs yet on the target price elements -->
<xsd:element minOccurs="0" name="priceChangeAmount" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="newPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation>
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradeLegNotionalChange.model"/>
</xsd:choice>
</xsd:complexType>
<!--View Generation: SKIPPED TradeMaturity - Unsupported-->
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation>
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 minOccurs="0">
<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>A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<!--View Generation: Removed a degenerate 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>
<!--View Generation: SKIPPED - PartySpecific-->
<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 minOccurs="0" 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>
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED TradeReferenceInformation - PartySpecific-->
<!--View Generation: SKIPPED Velocity - Unsupported -->
<!--View Generation: SKIPPED Withdrawal - Unsupported-->
<!--View Generation: SKIPPED WithdrawalReason - Unsupported-->
<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>
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>
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>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>
Describes a change due to an index component being adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation>
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 minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED Compression.model - Unsupported-->
<xsd:group name="Events.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between a trade and a post-trade event.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
<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="change" type="TradeChangeContent"/>
<!--View Generation: SKIPPED optionExercise - Unsupported-->
<!--View Generation: SKIPPED optionExpiry - Unsupported-->
<!--View Generation: SKIPPED deClear - Unsupported-->
<!--View Generation: SKIPPED withdrawal - Unsupported-->
<!--View Generation: SKIPPED - Unsupported-->
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation>
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" 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.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" 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="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 minOccurs="0" 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 name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation>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>
<!--View Generation: SKIPPED transferor - PartySpecific-->
<!--View Generation: SKIPPED transferorAccount - PartySpecific-->
<!--View Generation: SKIPPED transferee - PartySpecific-->
<!--View Generation: SKIPPED otherTransferee - PartySpecific-->
<!--View Generation: SKIPPED transfereeAccount - PartySpecific-->
<!--View Generation: SKIPPED otherTransfereeAccount - PartySpecific-->
<!--View Generation: SKIPPED remainingParty - PartySpecific-->
<!--View Generation: SKIPPED remainingPartyAccount - PartySpecific-->
<!--View Generation: SKIPPED otherRemainingParty - PartySpecific-->
<!--View Generation: SKIPPED otherRemainingPartyAccount - PartySpecific-->
</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>
<!--View Generation: SKIPPED fullFirstCalculationPeriod - Documentation-->
<!--View Generation: SKIPPED firstPeriodStartDate - Documentation-->
<!--View Generation: SKIPPED nonReliance - Documentation-->
<!--View Generation: SKIPPED creditDerivativesNotices - Documentation-->
<!--View Generation: SKIPPED contractualDefinitions - Documentation-->
<!--View Generation: SKIPPED contractualTermsSupplement - Documentation-->
</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>
<!--View Generation: SKIPPED OptionExerciseAmount.model - Unsupported-->
<!--View Generation: SKIPPED ProposedMatch.model - Unsupported-->
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation>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>
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"/>
<!-- in the future perhaps this should allow a notional schedule to be put in here instead of a single value -->
</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>
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" minOccurs="0" 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 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 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 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:group>
<!--View Generation: SKIPPED TradeReferenceInformation.model - PartySpecific-->
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.