XML Schema "fpml-pretrade-processes-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 13881 $
Defined Components:
elements (19 global + 180 local), complexTypes (41)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\pretrade\fpml-pretrade-processes-5-13.xsd; see XML source
Includes Schemas (1):
fpml-msg-5-13.xsd [src]
Included in Schemas (1):
fpml-main-5-13.xsd [src]
All Element Summary
additionalInfo
Type:
String
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
additionalValue
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
approvedNotionalAmount
(partial approval) Specifies the fixed amount approved expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditRiskLimit complexType; see XML source
approvedNumberOfOptions
(partial approval) Specifies the fixed amount approved expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditRiskLimit complexType; see XML source
approvedNumberOfUnits
(partial approval) Specifies the fixed amount approved expressed as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditRiskLimit complexType; see XML source
arrangingPersonReference
Type:
PersonReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
basisPointValue
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderUpfrontPayment complexType; see XML source
clientPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
component
Type:
ComponentProduct
Content:
complex, 1 attribute, 11 elements
Defined:
locally within StandardPackage complexType; see XML source
conventions
Type:
ProductConventions
Content:
complex, 4 elements
Defined:
locally within ProductDefinition complexType; see XML source
counterofferQuote (in orderStatus in orderStatusNotification)
Supply a counter-offer quote, e.g. if order is rejected / DUMMY placeholder.
Type:
String
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
counterofferQuote (in orderStatus in orderStatusReport)
Supply a counter-offer quote, e.g. if order is rejected / DUMMY placeholder.
Type:
String
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
counterpartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OrderFill complexType; see XML source
creditApprovalModel (defined in OriginalRequestDetails complexType)
Type:
CreditApprovalModel
Content:
simple, 1 attribute
Defined:
locally within OriginalRequestDetails complexType; see XML source
creditApprovalModel (in requestLimitCheck)
Code to indicate the credit approval model e.g., PushToPing, PushToStop, Plus1ToStop, Plus1ToPing, Ping.
Type:
CreditApprovalModel
Content:
simple, 1 attribute
Defined:
locally within RequestLimitCheck complexType; see XML source
creditApprovalRequestType (defined in OriginalRequestDetails complexType)
Type:
CreditApprovalRequestTypeEnum
Content:
simple
Defined:
locally within OriginalRequestDetails complexType; see XML source
creditApprovalRequestType (in requestLimitCheck)
Type:
CreditApprovalRequestTypeEnum
Content:
simple
Defined:
locally within RequestLimitCheck complexType; see XML source
creditLimit (defined in CreditLimitInformationExtended complexType)
Type:
CreditLimitExtended
Content:
complex, 11 elements
Defined:
locally within CreditLimitInformationExtended complexType; see XML source
creditLimit (in suspendCredit)
Type:
CreditLimitBase
Content:
complex, 7 elements
Defined:
locally within SuspendCredit complexType; see XML source
creditLimitException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally; see XML source
Used:
never
creditLimitInformation (in creditLimitReport)
Type:
CreditLimitInformation
Content:
complex, 3 elements
Defined:
locally within CreditLimitReport complexType; see XML source
creditLimitInformation (in restoreCredit)
Type:
CreditLimitInformationExtended
Content:
complex, 3 elements
Defined:
locally within RestoreCredit complexType; see XML source
creditLimitInformation (in setCreditLimit)
Type:
CreditLimitInformationExtended
Content:
complex, 3 elements
Defined:
locally within SetCreditLimit complexType; see XML source
creditLimitReference (in creditRiskLimit in limitCheckApproved)
Type:
CreditLimitReference
Content:
complex, 2 elements
Defined:
locally within CreditRiskLimit complexType; see XML source
creditLimitReference (in creditRiskLimit in limitCheckRefused)
Type:
CreditLimitReference
Content:
complex, 2 elements
Defined:
locally within CreditRiskLimitRefused complexType; see XML source
creditLimitReference (in orderStatus in orderStatusNotification)
Type:
CreditLimitReference
Content:
complex, 2 elements
Defined:
locally within OrderStatus complexType; see XML source
creditLimitReference (in orderStatus in orderStatusReport)
Type:
CreditLimitReference
Content:
complex, 2 elements
Defined:
locally within OrderReport complexType; see XML source
creditLimitReport
Type:
CreditLimitReport
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
creditLimitResponse
Type:
CreditLimitResponse
Content:
complex, 3 attributes, 10 elements
Defined:
globally; see XML source
Used:
never
creditRiskLimit (in limitCheckApproved)
Type:
CreditRiskLimit
Content:
complex, 11 elements
Defined:
locally within LimitCheckApproved complexType; see XML source
creditRiskLimit (in limitCheckRefused)
Type:
CreditRiskLimitRefused
Content:
complex, 5 elements
Defined:
locally within LimitCheckRefused complexType; see XML source
currency (in strike in productSummary)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OrderStrike complexType; see XML source
definition (in productDefinitionsReport)
Type:
ProductDefinition
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ProductDefinitionsReport complexType; see XML source
definition (in requestProductDefinitions)
Type:
ProductDefinition
Content:
complex, 1 attribute, 5 elements
Defined:
locally within RequestProductDefinitions complexType; see XML source
definition (in requestProductDefinitionsRetracted)
Type:
ProductDefinition
Content:
complex, 1 attribute, 5 elements
Defined:
locally within RequestProductDefinitionsRetracted complexType; see XML source
description (defined in CreditLimitCheckReason complexType)
Type:
String
Content:
simple
Defined:
locally within CreditLimitCheckReason complexType; see XML source
description (defined in CreditLimitCheckReason complexType)
free form description of the reason
Type:
String
Content:
simple
Defined:
locally within CreditLimitCheckReason complexType; see XML source
description (defined in ProductDefinition complexType)
Optional "user-friendly" name for the product used for annotation purposes
Type:
String
Content:
simple
Defined:
locally within ProductDefinition complexType; see XML source
directElectronicAccess
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
displayedSize
Number of units of the product being displayed.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
executionDateTime (defined in OrderFill complexType)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderFill complexType; see XML source
executionDeciderReference
Type:
PersonReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
exerciseStyle (in productSummary)
Type:
ExerciseStyleEnum
Content:
simple
Defined:
locally within OrderProductSummary complexType; see XML source
expirationDate (in productSummary)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderProductSummary complexType; see XML source
fill (in orderStatus in orderStatusNotification)
Info about the fills
Type:
OrderFill
Content:
complex, 6 elements
Defined:
locally within OrderStatus complexType; see XML source
fill (in orderStatus in orderStatusReport)
Info about the fills
Type:
OrderFill
Content:
complex, 6 elements
Defined:
locally within OrderReport complexType; see XML source
filledSize (in orderStatus in orderStatusNotification)
Number of units of the product filled so far
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
filledSize (in orderStatus in orderStatusReport)
Number of units of the product filled so far
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
fillId
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderFill complexType; see XML source
fills (in orderStatus in orderStatusNotification)
Number of fills so far.
Type:
xsd:integer
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
fills (in orderStatus in orderStatusReport)
Number of fills so far.
Type:
xsd:integer
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
fullApproval
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditRiskLimit complexType; see XML source
hedgeRiskWeight
Risk weight is applicable to packages with RiskNeutral hedge type.
Type:
xsd:double
Content:
simple
Defined:
locally within ComponentProduct complexType; see XML source
hedgeType
Hedged type defines how quantities on each component product are calculated.
Type:
HedgeType
Content:
simple, 1 attribute
Defined:
locally within StandardPackage complexType; see XML source
indicativeAuctionValue
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
indicativeAuctionVolume
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
instrumentId (in orderStatus in orderStatusReport)
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within OrderReport complexType; see XML source
investmentDeciderReference
Type:
PersonReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
isAggregated
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
leg2Currency
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OrderProductSummary complexType; see XML source
limitCheckApproved
Type:
LimitCheckApproved
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
limitCheckRefused
Type:
LimitCheckRefused
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
limitExpiryTimeStamp (in creditRiskLimit in limitCheckApproved)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditRiskLimit complexType; see XML source
limitExpiryTimeStamp (in creditRiskLimit in limitCheckRefused)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditRiskLimitRefused complexType; see XML source
limitModel (defined in CreditLimitInformationExtended complexType)
Type:
LimitModelEnum
Content:
simple
Defined:
locally within CreditLimitInformationExtended complexType; see XML source
limitRefused
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditRiskLimitRefused complexType; see XML source
liquidityProvision
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
maximumQuotePrecisionDecimal
Maximum precision in decimal places for providing quotes.
Type:
xsd:int
Content:
simple
Defined:
locally within ProductConventions complexType; see XML source
measureType (in conventions)
Name of the economic value that serves as a single quote value during negotiation and will be used to determine best bid/offer.
Type:
AssetMeasureType
Content:
simple, 1 attribute
Defined:
locally within ProductConventions complexType; see XML source
minimumFillSize
Minimum size of a contract, when a given contract is traded, its size must be a multiple of this value.
Type:
xsd:double
Content:
simple
Defined:
locally within ProductConventions complexType; see XML source
minimumOnFirstFillOnly
Does minimum execution size apply only to first fill?
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
minimumSingleFillSize
Minimum size that can be filled in a single fill.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
minimumTotalFillSize
Mimimum size that can be filled in total
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
nonExecutingBrokerReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
optionType (in productSummary)
Type:
OptionTypeEnum
Content:
simple
Defined:
locally within OrderProductSummary complexType; see XML source
order (in orderStatus in orderStatusNotification)
echo back the order (placeholder type for now)
Type:
String
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
order (in orderStatus in orderStatusReport)
echo back the order (placeholder type for now)
Type:
String
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
orderBookId
Type:
OrderBookId
Content:
simple, 1 attribute
Defined:
locally within OrderReport complexType; see XML source
orderClassification
Type:
String
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
orderId (defined in OrderFill complexType)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderFill complexType; see XML source
orderId (in orderStatus in orderStatusNotification)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
orderId (in orderStatus in orderStatusNotification)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
orderId (in orderStatus in orderStatusReport)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
orderId (in orderStatus in orderStatusReport)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
orderingPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
orderRevalidation
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditLimitExtended complexType; see XML source
orderStatus (in orderStatusNotification)
Type:
OrderStatus
Content:
complex, 17 elements
Defined:
locally within OrderStatusNotification complexType; see XML source
orderStatus (in orderStatusReport)
Type:
OrderReport
Content:
complex, 39 elements
Defined:
locally within OrderStatusReport complexType; see XML source
orderStatusNotification
Type:
OrderStatusNotification
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
orderStatusReport
Type:
OrderStatusReport
Content:
complex, 3 attributes, 10 elements
Defined:
globally; see XML source
Used:
never
originalPackage
Fully describes the original trade package (prior to the exercise).
Type:
TradePackage
Content:
complex, 6 elements
Defined:
locally within OriginalRequestDetails complexType; see XML source
originalRequestDetails (in creditRiskLimit in limitCheckApproved)
Type:
OriginalRequestDetails
Content:
complex, 7 elements
Defined:
locally within CreditRiskLimit complexType; see XML source
originalRequestDetails (in creditRiskLimit in limitCheckRefused)
Type:
OriginalRequestDetails
Content:
complex, 7 elements
Defined:
locally within CreditRiskLimitRefused complexType; see XML source
originalTrade
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OriginalRequestDetails complexType; see XML source
package
Definition of a standard package that consists out of several products
Type:
StandardPackage
Content:
complex, 4 elements
Defined:
locally within ProductDefinition complexType; see XML source
packageIdentifier (defined in OriginalRequestDetails complexType)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within OriginalRequestDetails complexType; see XML source
packageName
Type:
PackageName
Content:
simple, 1 attribute
Defined:
locally within StandardPackage complexType; see XML source
partyInformation (defined in CreditLimitInformationExtended complexType)
Type:
PartyTradeInformation
Content:
complex, 41 elements
Defined:
locally within CreditLimitInformationExtended complexType; see XML source
passiveOrAggressive
Type:
PassiveOrAggressiveEnum
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
passiveOrder
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
peggedValue
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
platformDate
Type:
xsd:date
Content:
simple
Defined:
locally within ProductDefinitionsHeader complexType; see XML source
price (defined in OrderFill complexType)
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderFill complexType; see XML source
price (in orderStatus in orderStatusReport)
Type:
OrderPrice
Content:
complex, 9 elements
Defined:
locally within OrderReport complexType; see XML source
price (in strike in productSummary)
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderStrike complexType; see XML source
priceCurrency
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OrderPrice complexType; see XML source
priceMultiplier
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
priceUnits
Type:
PriceQuoteUnits
Content:
simple, 1 attribute
Defined:
locally within OrderPrice complexType; see XML source
priority
Type:
OrderPriority
Content:
complex, 2 elements
Defined:
locally within OrderReport complexType; see XML source
priorityChangeTimestamp
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderPriority complexType; see XML source
prioritySize
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPriority complexType; see XML source
productDefinitionReference
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within ComponentProduct complexType; see XML source
productDefinitionsAcknowledgement
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
Type:
Acknowledgement
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
productDefinitionsException
A message sent to inform another system that some exception has been detected with the product definitions messages.
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally; see XML source
Used:
never
productDefinitionsHeader (in productDefinitionsReport)
Type:
ProductDefinitionsHeader
Content:
complex, 1 element
Defined:
locally within ProductDefinitionsReport complexType; see XML source
productDefinitionsHeader (in requestProductDefinitions)
Type:
ProductDefinitionsHeader
Content:
complex, 1 element
Defined:
locally within RequestProductDefinitions complexType; see XML source
productDefinitionsHeader (in requestProductDefinitionsRetracted)
Type:
ProductDefinitionsHeader
Content:
complex, 1 element
Defined:
locally within RequestProductDefinitionsRetracted complexType; see XML source
productDefinitionsReport
The primary use case for this message is for an execution venue to report all, or a subset of, product definitions that it supports to its customer.
Type:
ProductDefinitionsReport
Content:
complex, 3 attributes, 12 elements
Defined:
globally; see XML source
Used:
never
productId (in component)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within ComponentProduct complexType; see XML source
productId (in package)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within StandardPackage complexType; see XML source
productId (in productSummary)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within OrderProductSummary complexType; see XML source
productSummary
Type:
OrderProductSummary
Content:
complex, 12 elements
Defined:
locally within OrderReport complexType; see XML source
quantityCurrency
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OrderProductSummary complexType; see XML source
quantityUnit
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within OrderProductSummary complexType; see XML source
queryProduct (in productDefinitionsReport)
A type representing a portfolio obtained by querying the set of trades held in a repository.
Type:
QueryProduct
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ProductDefinitionsReport complexType; see XML source
queryProduct (in productDefinitionsReport)
A type representing a portfolio obtained by querying the set of trades held in a repository.
Type:
QueryProduct
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ProductDefinitionsReport complexType; see XML source
queryProduct (in requestProductDefinitions)
A type representing a portfolio obtained by querying the set of trades held in a repository.
Type:
QueryProduct
Content:
complex, 1 attribute, 5 elements
Defined:
locally within RequestProductDefinitions complexType; see XML source
queryProduct (in requestProductDefinitions)
A type representing a portfolio obtained by querying the set of trades held in a repository.
Type:
QueryProduct
Content:
complex, 1 attribute, 5 elements
Defined:
locally within RequestProductDefinitions complexType; see XML source
queryProduct (in requestProductDefinitionsRetracted)
A type representing a portfolio obtained by querying the set of trades held in a repository.
Type:
QueryProduct
Content:
complex, 1 attribute, 5 elements
Defined:
locally within RequestProductDefinitionsRetracted complexType; see XML source
queryProduct (in requestProductDefinitionsRetracted)
A type representing a portfolio obtained by querying the set of trades held in a repository.
Type:
QueryProduct
Content:
complex, 1 attribute, 5 elements
Defined:
locally within RequestProductDefinitionsRetracted complexType; see XML source
quote (in requestLimitCheck)
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within RequestLimitCheck complexType; see XML source
quoteUnits (in conventions)
Units in which quote values are measured.
Type:
PriceQuoteUnits
Content:
simple, 1 attribute
Defined:
locally within ProductConventions complexType; see XML source
quotingPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
quotingPartySide
Type:
BuySellEnum
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
reason (in creditLimitResponse)
Type:
CreditLimitCheckReason
Content:
complex, 3 elements
Defined:
locally within CreditLimitResponse complexType; see XML source
reason (in creditRiskLimit in limitCheckApproved)
Type:
CreditLimitCheckReason
Content:
complex, 3 elements
Defined:
locally within CreditRiskLimit complexType; see XML source
reason (in creditRiskLimit in limitCheckRefused)
Type:
CreditLimitCheckReason
Content:
complex, 3 elements
Defined:
locally within CreditRiskLimitRefused complexType; see XML source
reason (in orderStatus in orderStatusNotification)
Reason for a rejected quote
Type:
Reason
Content:
complex, 5 elements
Defined:
locally within OrderStatus complexType; see XML source
reason (in orderStatus in orderStatusReport)
Reason for a rejected quote
Type:
Reason
Content:
complex, 5 elements
Defined:
locally within OrderReport complexType; see XML source
reason (in restoreCredit)
Type:
CreditLimitCheckReason
Content:
complex, 3 elements
Defined:
locally within RestoreCredit complexType; see XML source
reason (in suspendCredit)
Type:
CreditLimitCheckReason
Content:
complex, 3 elements
Defined:
locally within SuspendCredit complexType; see XML source
reasonCode (defined in CreditLimitCheckReason complexType)
reason codes for credit limit check messages
Type:
CreditLimitCheckReasonCode
Content:
simple, 1 attribute
Defined:
locally within CreditLimitCheckReason complexType; see XML source
receivedTime
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
receiverOrderId
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
remainingSize (in orderStatus in orderStatusNotification)
Number of units of the product remaining to be filled
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
remainingSize (in orderStatus in orderStatusReport)
Number of units of the product remaining to be filled
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
requestedNotionalAmount
Specifies the fixed amount requested expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditRiskLimit complexType; see XML source
requestedNumberOfOptions
(partial approval) Specifies the fixed amount approved expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditRiskLimit complexType; see XML source
requestedNumberOfUnits
(partial approval) Specifies the fixed amount approved expressed as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditRiskLimit complexType; see XML source
requesterOrderId (in orderStatus in orderStatusNotification)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
requesterOrderId (in orderStatus in orderStatusReport)
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
requestingPartyReference (defined in OriginalRequestDetails complexType)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OriginalRequestDetails complexType; see XML source
requestingPartyReference (in requestLimitCheck)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RequestLimitCheck complexType; see XML source
requestLimitCheck
Type:
RequestLimitCheck
Content:
complex, 3 attributes, 16 elements
Defined:
globally; see XML source
Used:
never
requestProductDefinitions
The primary use case for this message is for an execution venue customer to request product definitions of all, or a subset of, products that the execution venue supports.
Type:
RequestProductDefinitions
Content:
complex, 3 attributes, 13 elements
Defined:
globally; see XML source
Used:
never
requestProductDefinitionsRetracted
Message to cancel the product definition request message sent by the execution venue customer to the execution venue.
Type:
RequestProductDefinitionsRetracted
Content:
complex, 3 attributes, 12 elements
Defined:
globally; see XML source
Used:
never
response
Type:
SetCreditLimitResponseEnum
Content:
simple
Defined:
locally within CreditLimitResponse complexType; see XML source
restoreCredit
Type:
RestoreCredit
Content:
complex, 3 attributes, 10 elements
Defined:
globally; see XML source
Used:
never
restriction
Type:
String
Content:
simple
Defined:
locally within OrderValidity complexType; see XML source
rfqRevalidation
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditLimitExtended complexType; see XML source
roles
Type:
OrderRoles
Content:
complex, 15 elements
Defined:
locally within OrderReport complexType; see XML source
routingStrategy
Type:
String
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
selfExecutionPrevented
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
setCreditLimit
Type:
SetCreditLimit
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
settlementType (in productSummary)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within OrderProductSummary complexType; see XML source
shortSale (in orderStatus in orderStatusReport)
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
size (defined in OrderFill complexType)
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderFill complexType; see XML source
status (in orderStatus in orderStatusNotification)
Type:
OrderStatusEnum
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
status (in orderStatus in orderStatusReport)
Type:
OrderStatusEnum
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
statusCode
Type:
String
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
stopValue
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
strategyId
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
strike (in productSummary)
Type:
OrderStrike
Content:
complex, 2 elements
Defined:
locally within OrderProductSummary complexType; see XML source
submittedTime (in orderStatus in orderStatusNotification)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
submittedTime (in orderStatus in orderStatusReport)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
suspendCredit
Type:
SuspendCredit
Content:
complex, 3 attributes, 12 elements
Defined:
globally; see XML source
Used:
never
terminationDate (in productSummary)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderProductSummary complexType; see XML source
totalSize (in orderStatus in orderStatusNotification)
Number of units of the product being ordered.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderStatus complexType; see XML source
totalSize (in orderStatus in orderStatusReport)
Number of units of the product being ordered.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
trade (in orderStatus in orderStatusNotification)
trade description.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OrderStatus complexType; see XML source
trade (in orderStatus in orderStatusReport)
trade description.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OrderReport complexType; see XML source
tradeIdentifier (defined in OriginalRequestDetails complexType)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OriginalRequestDetails complexType; see XML source
tradeIdentifier (in orderStatus in orderStatusNotification)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OrderStatus complexType; see XML source
tradeIdentifier (in orderStatus in orderStatusReport)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OrderReport complexType; see XML source
tradePackage (in orderStatus in orderStatusNotification)
Type:
TradePackage
Content:
complex, 6 elements
Defined:
locally within OrderStatus complexType; see XML source
tradePackage (in orderStatus in orderStatusReport)
Type:
TradePackage
Content:
complex, 6 elements
Defined:
locally within OrderReport complexType; see XML source
tradeSideReference
An abstract element used as a place holder for the substituting trade side reference depending on product type.
Type:
Reference
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with tradeSideRelativeToComponent, tradeSideRelativeToSwapStream
Defined:
globally; see XML source
Used:
at 3 locations
tradeSideRelativeToComponent
Refer to the component product defined within standard package definition where this field is defined.
Type:
ComponentTradeSideReference
Content:
empty, 1 attribute
Subst.Gr:
substitutes for tradeSideReference
Defined:
globally; see XML source
Used:
never
tradeSideRelativeToSwapStream
Refer to the swap stream defined within the product definition where this field is defined.
Type:
SwapStreamSideReference
Content:
empty, 1 attribute
Subst.Gr:
substitutes for tradeSideReference
Defined:
globally; see XML source
Used:
never
tradingCapacity
Type:
String
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
tradingPhases
Type:
NormalizedString
Content:
simple
Defined:
locally within OrderReport complexType; see XML source
tradingVenuePartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OrderRoles complexType; see XML source
tradingWaiver (in roles)
Type:
xsd:boolean
Content:
simple
Defined:
locally within OrderRoles complexType; see XML source
underlyingInstrumentId
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within OrderProductSummary complexType; see XML source
upfrontPayment
Type:
OrderUpfrontPayment
Content:
complex, 1 element
Defined:
locally within OrderProductSummary complexType; see XML source
validity
Type:
OrderValidity
Content:
complex, 3 elements
Defined:
locally within OrderReport complexType; see XML source
validityPeriod
Type:
xsd:dateTime
Content:
simple
Defined:
locally within OrderValidity complexType; see XML source
validityType
Type:
String
Content:
simple
Defined:
locally within OrderValidity complexType; see XML source
value (in price in orderStatus in orderStatusReport)
Type:
xsd:decimal
Content:
simple
Defined:
locally within OrderPrice complexType; see XML source
Complex Type Summary
ComponentProduct
Definition of an underlying product which is part of a package.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
ComponentTradeSideReference
Reference to a component of the package that defines the package trade side.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditApprovalModel
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CreditLimitCheckReason
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 5 locations
CreditLimitCheckReasonCode
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditLimitExtended
Content:
complex, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditLimitInformationExtended
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CreditLimitReport
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CreditLimitResponse
Content:
complex, 3 attributes, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditRiskLimit
Content:
complex, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 11 elements
Used:
at 1 location
CreditRiskLimitRefused
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
HedgeType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LimitCheckApproved
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
LimitCheckRefused
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
OrderBookId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OrderFill
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
OrderPrice
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
OrderPriority
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OrderProductSummary
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
OrderReport
Content:
complex, 39 elements
Defined:
globally; see XML source
Includes:
definitions of 39 elements
Used:
at 1 location
OrderRoles
Content:
complex, 15 elements
Defined:
globally; see XML source
Includes:
definitions of 15 elements
Used:
at 1 location
OrderStatus
Content:
complex, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 17 elements
Used:
at 1 location
OrderStatusNotification
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
OrderStatusReport
Content:
complex, 3 attributes, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
OrderStrike
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OrderUpfrontPayment
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
OrderValidity
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
OriginalRequestDetails
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 2 locations
PackageName
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ProductConventions
ProductConventions can be used to specify conventions enforced by a trading platform.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ProductDefinition
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 3 locations
ProductDefinitionsHeader
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
ProductDefinitionsReport
The primary use case for this message is for an execution venue to report all, or a subset of, product definitions that it supports to its customer.
Content:
complex, 3 attributes, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RequestLimitCheck
Content:
complex, 3 attributes, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RequestProductDefinitions
The primary use case for this message is for an execution venue customer to request product definitions of all (or a subset of) products that the execution venue supports.
Content:
complex, 3 attributes, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RequestProductDefinitionsRetracted
Message to cancel the product definition request message sent by the execution venue customer to the execution venue.
Content:
complex, 3 attributes, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RestoreCredit
Content:
complex, 3 attributes, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SetCreditLimit
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
StandardPackage
A standard package is a type of strategy which consists of several single instruments, also known as underlying instruments.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
SuspendCredit
Content:
complex, 3 attributes, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SwapStreamSideReference
Reference to a swapStream of the swap that defines the trade side.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
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: 13881 $" 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-msg-5-13.xsd"/>
<xsd:complexType name="ComponentProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of an underlying product which is part of a package. A full product definition of the component may be provided elsewhere within the document, in this case the product definition should be referred to by specifying productDefinitionsReference. In the case when the component is not defined within the product definitions document, product id should be provided.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="productId" type="ProductId"/>
<xsd:element name="productDefinitionReference" type="ProductReference"/>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation>
For cross-asset packages it may be necessary to use either PayerReceiver.model or BuyerSeller.model whichever is logically applicable to the component product. For example, a bond will require BuyerSeller.model but a swap will require PayerReceiver.model.
</xsd:documentation>
</xsd:annotation>
<xsd:group minOccurs="0" ref="PayerReceiver.model"/>
<xsd:group minOccurs="0" ref="BuyerSeller.model"/>
</xsd:choice>
<xsd:element minOccurs="0" name="hedgeRiskWeight" type="xsd:double">
<xsd:annotation>
<xsd:documentation>
Risk weight is applicable to packages with RiskNeutral hedge type. For example, a risk weight of 1.0 on each leg would means that the quantities are calculated such that the risk of both legs is equal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="componentId" type="xsd:ID" use="required"/>
</xsd:complexType>
<xsd:complexType name="ComponentTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a component of the package that defines the package trade side.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="ComponentProduct" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditApprovalModel">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-approval-model" name="creditApprovalModelScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitReport">
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitInformation" type="CreditLimitInformation"/>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitResponse">
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="response" type="SetCreditLimitResponseEnum"/>
<xsd:element minOccurs="0" name="reason" type="CreditLimitCheckReason"/>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitCheckReason">
<xsd:choice>
<xsd:sequence>
<xsd:element name="reasonCode" type="CreditLimitCheckReasonCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">reason codes for credit limit check messages</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="description" type="String"/>
</xsd:sequence>
<xsd:element name="description" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">free form description of the reason</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CreditLimitCheckReasonCode">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-limit-check-reason" name="creditLimitCheckReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitExtended">
<xsd:complexContent>
<xsd:extension base="CreditLimit">
<xsd:sequence>
<xsd:element minOccurs="0" name="rfqRevalidation" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="orderRevalidation" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditLimitInformationExtended">
<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="CreditLimitExtended"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditRiskLimit">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="fullApproval" type="xsd:boolean"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount requested expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvedNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
(partial approval) Specifies the fixed amount approved expressed as notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
(partial approval) Specifies the fixed amount approved expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
(partial approval) Specifies the fixed amount approved expressed as number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="requestedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
(partial approval) Specifies the fixed amount approved expressed as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="approvedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
(partial approval) Specifies the fixed amount approved expressed as number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="CreditLimitCheckReason"/>
<xsd:element minOccurs="0" name="limitExpiryTimeStamp" type="xsd:dateTime"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitReference" type="CreditLimitReference"/>
<xsd:element minOccurs="0" name="originalRequestDetails" type="OriginalRequestDetails"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditRiskLimitRefused">
<xsd:sequence>
<xsd:element minOccurs="0" name="limitRefused" type="xsd:boolean"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="CreditLimitCheckReason"/>
<xsd:element minOccurs="0" name="limitExpiryTimeStamp" type="xsd:dateTime"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitReference" type="CreditLimitReference"/>
<xsd:element minOccurs="0" name="originalRequestDetails" type="OriginalRequestDetails"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="HedgeType">
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/hedge-type" name="hedgeTypeScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this hedgeType. A unique URI to determine the type of hedging.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LimitCheckApproved">
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="creditRiskLimit" type="CreditRiskLimit"/>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="LimitCheckRefused">
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="creditRiskLimit" type="CreditRiskLimitRefused"/>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OrderBookId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="orderBookIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OrderFill">
<xsd:sequence>
<xsd:element minOccurs="0" name="orderId" type="NormalizedString"/>
<xsd:element minOccurs="0" name="fillId" type="NormalizedString"/>
<xsd:element minOccurs="0" name="size" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="price" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="executionDateTime" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="counterpartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderPrice">
<xsd:sequence>
<xsd:element minOccurs="0" name="value" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="additionalValue" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="stopValue" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="peggedValue" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="indicativeAuctionValue" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="indicativeAuctionVolume" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="priceUnits" type="PriceQuoteUnits"/>
<xsd:element minOccurs="0" name="priceMultiplier" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="priceCurrency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderPriority">
<xsd:sequence>
<xsd:element minOccurs="0" name="priorityChangeTimestamp" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="prioritySize" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderProductSummary">
<xsd:sequence>
<xsd:element minOccurs="0" name="productId" type="ProductId"/>
<xsd:element minOccurs="0" name="expirationDate" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="terminationDate" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="leg2Currency" type="Currency"/>
<xsd:element minOccurs="0" name="underlyingInstrumentId" type="InstrumentId"/>
<xsd:element minOccurs="0" name="optionType" type="OptionTypeEnum"/>
<xsd:element minOccurs="0" name="strike" type="OrderStrike"/>
<xsd:element minOccurs="0" name="quantityCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="quantityUnit" type="QuantityUnit"/>
<xsd:element minOccurs="0" name="exerciseStyle" type="ExerciseStyleEnum"/>
<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>
<xsd:element minOccurs="0" name="upfrontPayment" type="OrderUpfrontPayment"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderRoles">
<xsd:sequence>
<xsd:element minOccurs="0" name="orderingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="quotingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="quotingPartySide" type="BuySellEnum"/>
<xsd:element minOccurs="0" name="tradingVenuePartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="clientPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="arrangingPersonReference" type="PersonReference"/>
<xsd:element minOccurs="0" name="investmentDeciderReference" type="PersonReference"/>
<xsd:element minOccurs="0" name="executionDeciderReference" type="PersonReference"/>
<xsd:element minOccurs="0" name="nonExecutingBrokerReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="tradingCapacity" type="String"/>
<xsd:element minOccurs="0" name="liquidityProvision" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="tradingWaiver" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="passiveOrder" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="passiveOrAggressive" type="PassiveOrAggressiveEnum"/>
<xsd:element minOccurs="0" name="selfExecutionPrevented" type="xsd:boolean"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderReport">
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="requesterOrderId" type="NormalizedString"/>
<xsd:element minOccurs="0" name="orderId" type="NormalizedString"/>
</xsd:sequence>
<xsd:element name="orderId" type="NormalizedString"/>
</xsd:choice>
<xsd:element minOccurs="0" name="receiverOrderId" type="NormalizedString"/>
<xsd:element minOccurs="0" name="strategyId" type="NormalizedString"/>
<xsd:element minOccurs="0" name="submittedTime" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="receivedTime" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="roles" type="OrderRoles"/>
<xsd:element minOccurs="0" name="directElectronicAccess" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="isAggregated" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="additionalInfo" type="String"/>
<xsd:element minOccurs="0" name="orderBookId" type="OrderBookId"/>
<xsd:element minOccurs="0" name="instrumentId" type="InstrumentId"/>
<xsd:element minOccurs="0" name="order" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">echo back the order (placeholder type for now)</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="orderClassification" type="String"/>
<xsd:element minOccurs="0" name="validity" type="OrderValidity"/>
<xsd:element minOccurs="0" name="tradingPhases" type="NormalizedString"/>
<xsd:element minOccurs="0" name="priority" type="OrderPriority"/>
<xsd:element minOccurs="0" name="productSummary" type="OrderProductSummary"/>
<xsd:element minOccurs="0" name="price" type="OrderPrice"/>
<xsd:element minOccurs="0" name="status" type="OrderStatusEnum"/>
<xsd:element minOccurs="0" name="statusCode" type="String"/>
<xsd:element minOccurs="0" name="shortSale" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="routingStrategy" type="String"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="reason" type="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reason for a rejected quote</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterofferQuote" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Supply a counter-offer quote, e.g. if order is rejected / DUMMY placeholder.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="totalSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of units of the product being ordered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="displayedSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of units of the product being displayed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumTotalFillSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Mimimum size that can be filled in total</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumSingleFillSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Minimum size that can be filled in a single fill.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumOnFirstFillOnly" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Does minimum execution size apply only to first fill?
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fills" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of fills so far.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="filledSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of units of the product filled so far</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Number of units of the product remaining to be filled
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fill" type="OrderFill">
<xsd:annotation>
<xsd:documentation xml:lang="en">Info about the fills</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">trade description.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier"/>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitReference" type="CreditLimitReference"/>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderStatus">
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="requesterOrderId" type="NormalizedString"/>
<xsd:element minOccurs="0" name="orderId" type="NormalizedString"/>
</xsd:sequence>
<xsd:element name="orderId" type="NormalizedString"/>
</xsd:choice>
<xsd:element minOccurs="0" name="submittedTime" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="order" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">echo back the order (placeholder type for now)</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="status" type="OrderStatusEnum"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="reason" type="Reason">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reason for a rejected quote</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterofferQuote" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Supply a counter-offer quote, e.g. if order is rejected / DUMMY placeholder.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="totalSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of units of the product being ordered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fills" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of fills so far.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="filledSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Number of units of the product filled so far</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingSize" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Number of units of the product remaining to be filled
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fill" type="OrderFill">
<xsd:annotation>
<xsd:documentation xml:lang="en">Info about the fills</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">trade description.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier"/>
<xsd:element name="tradePackage" type="TradePackage"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitReference" type="CreditLimitReference"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderStatusNotification">
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="orderStatus" type="OrderStatus"/>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OrderStatusReport">
<xsd:complexContent>
<xsd:extension base="CorrectableRequestMessage">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="orderStatus" type="OrderReport"/>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OrderStrike">
<xsd:sequence>
<xsd:element minOccurs="0" name="price" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderUpfrontPayment">
<xsd:sequence>
<xsd:element minOccurs="0" name="basisPointValue" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrderValidity">
<xsd:sequence>
<xsd:element minOccurs="0" name="validityType" type="String"/>
<xsd:element minOccurs="0" name="validityPeriod" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="restriction" type="String"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OriginalRequestDetails">
<xsd:sequence>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of existing onBehalfOf element." minOccurs="0" name="requestingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="creditApprovalRequestType" type="CreditApprovalRequestTypeEnum"/>
<xsd:element minOccurs="0" name="creditApprovalModel" type="CreditApprovalModel"/>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="TradeIdentifier"/>
<xsd:element name="originalPackage" type="TradePackage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fully describes the original trade package (prior to the exercise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="packageIdentifier" type="IssuerTradeId"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PackageName">
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="packageNameScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique URI to determine the source system providing the package name.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProductConventions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
ProductConventions can be used to specify conventions enforced by a trading platform.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="maximumQuotePrecisionDecimal" type="xsd:int">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Maximum precision in decimal places for providing quotes.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumFillSize" type="xsd:double">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Minimum size of a contract, when a given contract is traded, its size must be a multiple of this value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="measureType" type="AssetMeasureType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Name of the economic value that serves as a single quote value during negotiation and will be used to determine best bid/offer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quoteUnits" type="PriceQuoteUnits">
<xsd:annotation>
<xsd:documentation xml:lang="en">Units in which quote values are measured.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ProductDefinition">
<xsd:sequence>
<xsd:element minOccurs="0" name="description" type="String">
<xsd:annotation>
<xsd:documentation>
Optional "user-friendly" name for the product used for annotation purposes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="conventions" type="ProductConventions"/>
<xsd:choice minOccurs="0">
<xsd:element name="package" type="StandardPackage">
<xsd:annotation>
<xsd:documentation>
Definition of a standard package that consists out of several products
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="product">
<xsd:annotation>
<xsd:documentation>FpML product definition</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" ref="tradeSideReference">
<xsd:annotation>
<xsd:documentation>
If this definition is for a single product, tradeSideReference can be of type tradeSideRelativeToSwapStream and refer to the swapStream id that determines the trade side. If this definition is for a standard package, tradeSideReference can be of type tradeSideRelativeToComponent which refers to the component product that determines the trade side.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ProductDefinitionsHeader">
<xsd:sequence>
<xsd:element minOccurs="0" name="platformDate" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ProductDefinitionsReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary use case for this message is for an execution venue to report all, or a subset of, product definitions that it supports to its customer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ResponseMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="productDefinitionsHeader" type="ProductDefinitionsHeader"/>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="definition" type="ProductDefinition"/>
<xsd:element minOccurs="0" name="queryProduct" type="QueryProduct">
<xsd:annotation>
<xsd:documentation>
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="queryProduct" type="QueryProduct">
<xsd:annotation>
<xsd:documentation>
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestLimitCheck">
<xsd:complexContent>
<xsd:extension base="CorrectableRequestMessage2">
<xsd:sequence>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of existing onBehalfOf element." minOccurs="0" name="requestingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="creditApprovalRequestType" type="CreditApprovalRequestTypeEnum"/>
<xsd:element minOccurs="0" name="creditApprovalModel" type="CreditApprovalModel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Code to indicate the credit approval model e.g., PushToPing, PushToStop, Plus1ToStop, Plus1ToPing, Ping.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="TradingEvents.model"/>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation"/>
</xsd:sequence>
<xsd:group ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestProductDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary use case for this message is for an execution venue customer to request product definitions of all (or a subset of) products that the execution venue supports.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CorrectableRequestMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="productDefinitionsHeader" type="ProductDefinitionsHeader"/>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="definition" type="ProductDefinition"/>
<xsd:element minOccurs="0" name="queryProduct" type="QueryProduct">
<xsd:annotation>
<xsd:documentation>
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="queryProduct" type="QueryProduct">
<xsd:annotation>
<xsd:documentation>
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestProductDefinitionsRetracted">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Message to cancel the product definition request message sent by the execution venue customer to the execution venue.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonCorrectableRequestMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="productDefinitionsHeader" type="ProductDefinitionsHeader"/>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="definition" type="ProductDefinition"/>
<xsd:element minOccurs="0" name="queryProduct" type="QueryProduct">
<xsd:annotation>
<xsd:documentation>
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="queryProduct" type="QueryProduct">
<xsd:annotation>
<xsd:documentation>
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RestoreCredit">
<xsd:complexContent>
<xsd:extension base="NonCorrectableRequestMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="reason" type="CreditLimitCheckReason"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitInformation" type="CreditLimitInformationExtended"/>
<xsd:group ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SetCreditLimit">
<xsd:complexContent>
<xsd:extension base="NonCorrectableRequestMessage">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimitInformation" type="CreditLimitInformationExtended"/>
<xsd:group ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="StandardPackage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A standard package is a type of strategy which consists of several single instruments, also known as underlying instruments. All underlying instruments must be also specified in the product definition, so that the can be referred to by their identifier.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productId" type="ProductId"/>
<xsd:element minOccurs="0" name="packageName" type="PackageName"/>
<xsd:element minOccurs="0" name="hedgeType" type="HedgeType">
<xsd:annotation>
<xsd:documentation>
Hedged type defines how quantities on each component product are calculated. If hedge type is DeltaNeutral, component products must have HedgeRiskWeights defined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="component" type="ComponentProduct"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SuspendCredit">
<xsd:complexContent>
<xsd:extension base="NonCorrectableRequestMessage">
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditLimit" type="CreditLimitBase"/>
<xsd:element minOccurs="0" name="reason" type="CreditLimitCheckReason"/>
<xsd:group ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SwapStreamSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a swapStream of the swap that defines the trade side.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="SwapStream" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element abstract="true" name="tradeSideReference" type="Reference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting trade side reference depending on product type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeSideRelativeToComponent" substitutionGroup="tradeSideReference" type="ComponentTradeSideReference">
<xsd:annotation>
<xsd:documentation>
Refer to the component product defined within standard package definition where this field is defined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeSideRelativeToSwapStream" substitutionGroup="tradeSideReference" type="SwapStreamSideReference">
<xsd:annotation>
<xsd:documentation>
Refer to the swap stream defined within the product definition where this field is defined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!-- ***************************************************************** -->
<!-- Request Limit Check / Messages -->
<!-- ***************************************************************** -->
<xsd:element name="requestLimitCheck" type="RequestLimitCheck"/>
<xsd:element name="limitCheckApproved" type="LimitCheckApproved"/>
<xsd:element name="limitCheckRefused" type="LimitCheckRefused"/>
<xsd:element name="creditLimitReport" type="CreditLimitReport"/>
<xsd:element name="creditLimitException" type="Exception"/>
<xsd:element name="setCreditLimit" type="SetCreditLimit"/>
<xsd:element name="creditLimitResponse" type="CreditLimitResponse"/>
<xsd:element name="suspendCredit" type="SuspendCredit"/>
<xsd:element name="restoreCredit" type="RestoreCredit"/>
<xsd:element name="orderStatusReport" type="OrderStatusReport"/>
<!-- Other existing messages used: serviceNotification -->
<!-- ***************************************************************** -->
<!-- Product Definitions Messages -->
<!-- ***************************************************************** -->
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary use case for this message is for an execution venue customer to request product definitions of all, or a subset of, products that the execution venue supports.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Message to cancel the product definition request message sent by the execution venue customer to the execution venue.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary use case for this message is for an execution venue to report all, or a subset of, product definitions that it supports to its customer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="productDefinitionsException" type="Exception">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A message sent to inform another system that some exception has been detected with the product definitions messages.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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.