XML Schema "fpml-business-events-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 14642 $
Defined Components:
elements (6 global + 60 local), complexTypes (26), simpleTypes (1), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\pretrade\fpml-business-events-5-13.xsd; see XML source
Includes Schemas (1):
fpml-doc-5-13.xsd [src]
Included in Schemas (1):
fpml-msg-5-13.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:
at 1 location
allocations (defined in TradePackage complexType)
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within TradePackage complexType; see XML source
amountRemaining
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
amountUtilized
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
approvalId (defined in CreditLimitReference complexType)
Type:
ApprovalId
Content:
simple, 2 attributes
Defined:
locally within CreditLimitReference complexType; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within TradePackage complexType; see XML source
approvingPartyReference (defined in CreditLimitReference complexType)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CreditLimitReference complexType; see XML source
auctionDate
The date on which the auction is scheduled to occur.
Type:
xsd:date
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
basketChange
Describes a change due to change in composition of basket underlyer
Type:
BasketChangeEvent
Content:
complex, 1 element
Subst.Gr:
substitutes for changeEvent
Defined:
globally; see XML source
Used:
never
changeEvent
Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
substituted with basketChange, corporateAction, creditChangeEvent, indexChange
Defined:
globally; see XML source
Used:
at 4 locations
clipSize
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType; see XML source
corporateAction
Describes a change due to a corporate action
Type:
CorporateActionEvent
Content:
complex, 2 elements
Subst.Gr:
substitutes for changeEvent
Defined:
globally; see XML source
Used:
never
creditChangeEvent
Describes a change due to a credit event.
Type:
CreditChangeEvent
Content:
complex, 11 elements
Subst.Gr:
substitutes for changeEvent
Defined:
globally; see XML source
Used:
never
creditEventType
Specifies the type of credit event taking place.
Type:
CreditEventType
Content:
simple, 1 attribute
Defined:
locally within CreditChangeEventBase complexType; see XML source
creditLimit (in creditLimitInformation in creditLimitReport)
Type:
CreditLimit
Content:
complex, 9 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
currency (defined in CreditLimitBase complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
currency (in limitApplicable)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
eventDeterminationDate
The date at which a Credit Event Resolution Request Date (CERD) or Notice Delivery Date occurs.
Type:
xsd:date
Content:
simple
Defined:
locally within CreditChangeEventBase 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, 3 elements
Defined:
locally within AbstractEvent complexType; see XML source
excludedReferenceEntity (in creditChangeEvent)
The corporate or sovereign entity (and, optionally, associated obligations) in a basket impacted by the credit event.
Type:
ReferenceInformation
Content:
complex, 8 elements
Defined:
locally within CreditChangeEvent complexType; see XML source
executed
Credit limit utilization attributable to executed trades.
Type:
CreditLimitUtilizationPosition
Content:
complex, 3 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
expirationDate (defined in CreditLimit complexType)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditLimit complexType; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
finalPrice
The final price resulting from the auction.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
global
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
indexChange
Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
substitutes for changeEvent
Defined:
globally; see XML source
Used:
never
indexFactor (in indexChange)
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType; see XML source
indexReferenceInformation (in creditChangeEvent)
A type defining the Credit Default Swap Index impacted by the credit event.
Type:
CreditEventIndexReferenceInformation
Content:
complex, 1 attribute, 13 elements
Defined:
locally within CreditChangeEvent complexType; see XML source
limitApplicable
Type:
LimitApplicable
Content:
complex, 7 elements
Defined:
locally within CreditLimit complexType; see XML source
limitId
Type:
LimitId
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType; see XML source
limitModel (in creditLimitInformation in creditLimitReport)
Type:
LimitModelEnum
Content:
simple
Defined:
locally within CreditLimitInformation complexType; see XML source
limitType
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
LimitType
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType; see XML source
long
Credit limit utilization attributable to long positions.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
orderIdentifier (in packageHeader)
Type:
OrderIdentifier
Content:
complex, 1 element
Defined:
locally within PackageHeader complexType; see XML source
originatingEvent (in packageHeader)
This may be used to describe why a package was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
originatingEvent (in tradeReferenceInformation)
This may be used to describe why a trade was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
packageHeader
Type:
PackageHeader
Content:
complex, 6 elements
Defined:
locally within TradePackage complexType; see XML source
packageIdentifier (in packageHeader)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within PackageHeader complexType; see XML source
packageInformation
Type:
PackageInformation
Content:
complex, 9 elements
Defined:
locally within PackageHeader complexType; see XML source
packageType (in packageHeader)
Classification of the package.
Type:
PackageType
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType; see XML source
partyInformation (in creditLimitInformation in creditLimitReport)
Type:
PartyTradeInformation
Content:
complex, 41 elements
Defined:
locally within CreditLimitInformation complexType; see XML source
partyTradeIdentifier (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within TradeReferenceInformation complexType; see XML source
partyTradeInformation (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
PartyTradeInformation
Content:
complex, 41 elements
Defined:
locally within TradeReferenceInformation complexType; see XML source
pending
Credit limit utilization attributable to pending unexecuted orders.
Type:
CreditLimitUtilizationPosition
Content:
complex, 3 elements
Defined:
locally within CreditLimitUtilization complexType; see XML source
period (in velocity)
Type:
PeriodTimeEnum
Content:
simple
Defined:
locally within Velocity complexType; see XML source
periodMultiplier (in velocity)
Type:
xsd:integer
Content:
simple
Defined:
locally within Velocity complexType; see XML source
productId (in tradeReferenceInformation)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
productType (in tradeReferenceInformation)
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType; see XML source
publiclyAvailableInformation (in creditChangeEvent)
A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
Type:
Resource
Content:
complex, 12 elements
Defined:
locally within CreditChangeEventBase complexType; see XML source
quote (in marginQuoteRefused)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group; see XML source
recoveryPercent
The percentage of the original value of the asset affected by the credit event that can be recovered.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
settlementDate (in creditChangeEvent)
The date on which settlement is scheduled to occur.
Type:
xsd:date
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
settlementMethod (in creditChangeEvent)
Specifies whether the process is to be physically settled or cash settled.
Type:
CashOrPhysicalSettlementEnum
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
short
Credit limit utilization attributable to short positions.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType; see XML source
size (in packageHeader)
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PackageHeader complexType; see XML source
tenor
The maximum allowed tenor for a trade under this limit.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditLimitBase 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 TradeReferenceInformation complexType; see XML source
trade (defined in TradePackage complexType)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradePackage complexType; see XML source
trade (defined in TradingEventsBase.model group)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradingEventsBase.model group; see XML source
tradeIdentifier (defined in TradePackage complexType)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TradePackage complexType; see XML source
tradePackage (defined in TradingEventsBase.model group)
Type:
TradePackage
Content:
complex, 6 elements
Defined:
locally within TradingEventsBase.model group; see XML source
tradeReferenceInformation
Information about a trade.
Type:
TradeReferenceInformation
Content:
complex, 6 elements
Defined:
locally within TradeReferenceInformation.model group; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
utilization
Credit limit utilization breakdown by executed trades and pending orders.
Type:
CreditLimitUtilization
Content:
complex, 2 elements
Defined:
locally within LimitApplicable complexType; see XML source
velocity
Type:
Velocity
Content:
complex, 2 elements
Defined:
locally within LimitApplicable 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 2 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, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
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 5 locations
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
CreditChangeEvent
A structure indicating that a trade has changed due to a credit event, including both shared (by single name, index and basket) and index specific components.
Content:
complex, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditChangeEventBase
A structure indicating that a trade has changed due to a credit event and containing only components shared by single name, index and basket.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
CreditEventType
A type that describes which credit event is taking place, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditLimit
A structure describing a credit limit with applicability constraints.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CreditLimitBase
A structure describing a basic credit limit.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CreditLimitInformation
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditLimitReference
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
CreditLimitUtilization
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditLimitUtilizationPosition
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
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
LimitApplicable
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
LimitId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LimitType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PackageHeader
Identifying information for a tradePackage (a bundle of trades).
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
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
TradePackage
A bundle of trades collected together into a single unit for reporting.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 4 locations
TradeReferenceInformation
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:
at 1 location
Velocity
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Simple Type Summary
CashOrPhysicalSettlementEnum
Defined:
globally; see XML source
Used:
at 1 location
Element Group Summary
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
TradeReferenceInformation.model
Defines a model group that allows information about a trade to be represented.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradingEvents.model
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:
3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
TradingEventsBase.model
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:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2022-2024 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="pre" ecore:package="org.fpml.pretrade" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/pretrade" version="$Revision: 14642 $" xmlns="http://www.fpml.org/FpML-5/pretrade" 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-5-13.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 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="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 minOccurs="0" 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 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="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="CreditChangeEventBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a credit event and containing only components shared by single name, index and basket.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element minOccurs="0" name="creditEventType" type="CreditEventType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the type of credit event taking place.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="eventDeterminationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date at which a Credit Event Resolution Request Date (CERD) or Notice Delivery Date occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="auctionDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the auction is scheduled to occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementMethod" type="CashOrPhysicalSettlementEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the process is to be physically settled or cash settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which settlement is scheduled to occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="finalPrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The final price resulting from the auction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="recoveryPercent" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The percentage of the original value of the asset affected by the credit event that can be recovered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="publiclyAvailableInformation" type="Resource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that a trade has changed due to a credit event, including both shared (by single name, index and basket) and index specific components.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CreditChangeEventBase">
<xsd:choice minOccurs="0">
<xsd:element name="indexReferenceInformation" type="CreditEventIndexReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Credit Default Swap Index impacted by the credit event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="excludedReferenceEntity" type="ReferenceInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The corporate or sovereign entity (and, optionally, associated obligations) in a basket impacted by the credit event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:extension>
</xsd:complexContent>
</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 minOccurs="0" name="limitId" type="LimitId"/>
<xsd:group ref="Product.model"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" 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" minOccurs="0" 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 minOccurs="0" name="partyInformation" type="PartyTradeInformation"/>
<xsd:element minOccurs="0" name="limitModel" type="LimitModelEnum"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimit" type="CreditLimit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitReference">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="approvingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="approvalId" type="ApprovalId"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditLimitUtilization">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" 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 minOccurs="0" 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 minOccurs="0" 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 minOccurs="0" 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:choice>
</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="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 minOccurs="0" name="indexFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="factoredCalculationAmount" type="Money"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="LimitApplicable">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" 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 minOccurs="0" 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="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="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="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 minOccurs="0">
<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="allocations" type="Allocations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure. This will normally be expressed in percentage terms and used prior to execution to authorize credit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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" minOccurs="0" 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="Velocity">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="periodMultiplier" type="xsd:integer"/>
<xsd:element minOccurs="0" name="period" type="PeriodTimeEnum"/>
</xsd:sequence>
</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="creditChangeEvent" substitutionGroup="changeEvent" type="CreditChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a credit event.</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: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 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" 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: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 minOccurs="0" 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="CreditEventType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes which credit event is taking place, e.g. Bankruptcy, FailureToPay, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-event-type" name="creditEventTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:simpleType name="CashOrPhysicalSettlementEnum">
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Cash"/>
<xsd:enumeration value="Physical"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:schema>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.