XML Schema "fpml-business-events-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 14642 $
Defined Components:
elements (6 global + 94 local), complexTypes (27), simpleTypes (1), element groups (20)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\transparency\fpml-business-events-5-13.xsd; see XML source
Includes Schemas (2):
fpml-doc-5-13.xsd [src], fpml-generic-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
agreementDate
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
amendment
Type:
TradeAmendmentContent
Content:
complex, 10 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
amount (in changeInNumberOfOptions defined in ReportingNotionalChange.model group)
Type:
PositiveDecimal
Content:
simple
Defined:
locally within AmountRef complexType; see XML source
amountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within AmountRef 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
category (in partyTradeInformation in withdrawal)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
TradeCategory
Content:
simple, 1 attribute
Defined:
locally within WithdrawalPartyTradeInformation complexType; see XML source
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
changeInKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
changeInNotional
The change in notional amount for a prior report as a result of this event.
Type:
MoneyRef
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReportingNotionalChange.model group; see XML source
changeInNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
changeInNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Notional Amount changes.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
changeInNumberOfOptions (defined in ReportingNotionalChange.model group)
The change in nominal amount from a prior report as a result of this event.
Type:
AmountRef
Content:
complex, 2 elements
Defined:
locally within ReportingNotionalChange.model group; see XML source
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
changeInNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
changeInNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
changeInQuantity
The change in quantity(s) from a prior report as a result of this event.
Type:
UnitQuantityRef
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReportingNotionalChange.model group; 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
effectiveDate (defined in AgreementAndEffectiveDates.model group)
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
effectiveDate (in withdrawal)
Type:
xsd:date
Content:
simple
Defined:
locally within Withdrawal 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 (defined in BusinessEventIdentifier complexType)
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AbstractEvent complexType; see XML source
excludedReferenceEntity
The corporate or sovereign entity (and, optionally, associated obligations) in a basket impacted by the credit event.
Type:
ReferenceInformation
Content:
complex, 4 elements
Defined:
locally within CreditChangeEvent complexType; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group)
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within AgreementAndEffectiveDates.model group; see XML source
executionDateTime (in novation)
The date and time at which the change was agreed.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within NovationDates.model group; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType; see XML source
feeTrade
Indicates the implied trade (the "fee trade") that the associated novation fee based on.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FeeTrade.model group; see XML source
feeTradeIdentifier
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FeeTrade.model group; see XML source
finalPrice
The final price resulting from the auction.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEventsBase.model group; 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, 7 elements
Defined:
locally within CreditChangeEvent complexType; see XML source
instrumentId (in priceChange)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within TradeLegPriceChange complexType; see XML source
knownAmountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NewTrade.model group; see XML source
newTradeIdentifier
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within NewTrade.model group; see XML source
notionalChange
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract.
Type:
NotionalChangeEnum
Content:
simple
Defined:
locally within ReportingNotionalChange.model group; see XML source
notionalReference (defined in TradeLegNotionalChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalChange.model group; see XML source
notionalReference (in changeInNotional)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within MoneyRef complexType; see XML source
notionalScheduleReference
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
novatedAmount
The amount which represents the portion of the Old Contract being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfOptions
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novatedNumberOfUnits
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 18 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
novationAmount
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within NovationAmounts.model group; see XML source
novationDate
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
novationTradeDate
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group; see XML source
numberOfOptionsReference
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
numberOfUnitsReference
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
oldTrade
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OldTrade.model group; see XML source
oldTradeIdentifier
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within OldTrade.model group; see XML source
originalTrade
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeBase complexType; see XML source
originatingEvent (defined in TradingEventsBase.model group)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradingEventsBase.model group; see XML source
outstandingKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group; see XML source
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the Notional amount after the Change
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group; see XML source
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group; see XML source
partyTradeIdentifier (in withdrawal)
Identifiers of the trade that is being withdrawn.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within Withdrawal complexType; see XML source
partyTradeInformation (in withdrawal)
Holds party-specific information about the trade that is being withdrawn from.
Type:
WithdrawalPartyTradeInformation
Content:
complex, 4 elements
Defined:
locally within Withdrawal complexType; see XML source
payment (defined in TradeAlterationPayment.model group)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeAlterationPayment.model group; see XML source
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeNovationContent complexType; see XML source
priceChange
Type:
TradeLegPriceChange
Content:
complex, 4 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType; see XML source
priceReference
Type:
Reference
Content:
empty
Defined:
locally within TradeLegPriceChange 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
quantityReference
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within UnitQuantityRef complexType; see XML source
quote (in publicExecutionReport)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group; see XML source
reason (in withdrawal)
Type:
WithdrawalReason
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; 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
relatedParty (in partyTradeInformation in withdrawal)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 3 elements
Defined:
locally within WithdrawalPartyTradeInformation complexType; see XML source
remainingAmount
The amount which represents the portion of the Old Contract not being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfOptions
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
remainingNumberOfUnits
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group; see XML source
reportingRegime (in partyTradeInformation in withdrawal)
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
ReportingRegimeIdentifier
Content:
complex, 5 elements
Defined:
locally within WithdrawalPartyTradeInformation complexType; see XML source
reportingRegime (in withdrawal)
DEPRECATED.
Type:
ReportingRegimeIdentifier
Content:
complex, 5 elements
Defined:
locally within Withdrawal complexType; see XML source
requestedAction
Type:
RequestedWithdrawalAction
Content:
simple, 1 attribute
Defined:
locally within Withdrawal complexType; see XML source
resultingTrade
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeBase 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
Specifies whether the process is to be physically settled or cash settled.
Type:
CashOrPhysicalSettlementEnum
Content:
simple
Defined:
locally within CreditChangeEventBase complexType; see XML source
sizeChange
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType; see XML source
terminatingEvent
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within PostTradeEventsBase.model group; see XML source
termination
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
trade (defined in TradingEventsBase.model group)
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradingEventsBase.model group; see XML source
trade (in amendment)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeAmendmentContent complexType; see XML source
trade (in withdrawal)
The full trade representation that is being withdrawn.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Withdrawal complexType; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within TradeChangeBase complexType; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType; see XML source
withdrawal
Type:
Withdrawal
Content:
complex, 7 elements
Defined:
locally within PostTradeEventsBase.model group; see XML source
Complex Type Summary
AbstractEvent
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
AdditionalEvent
Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
AmountRef
A type defining a nominal amount with a reference.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BasketChangeEvent
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
globally; see XML source
Used:
at 1 location
BusinessEventIdentifier
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
ChangeEvent
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 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
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 2 locations
EventTaxonomy
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
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
MoneyRef
A type defining a currency amount with a reference.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
RequestedWithdrawalAction
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TerminatingEvent
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TradeAmendmentContent
A structure describing a negotiated amendment.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeChangeBase
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegPriceChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
TradeLegSizeChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 15 elements
Defined:
globally; see XML source
Used:
at 2 locations
TradeNotionalChange
A structure describing a change to the size of a trade.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
TradeNovationContent
A structure describing a novation.
Content:
complex, 18 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
UnitQuantityRef
A type defining a quantity and unit with a reference.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Withdrawal
A structure describing the removal of a trade from a service, such as a reporting service.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
WithdrawalPartyTradeInformation
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
WithdrawalReason
A type that describes why a trade was withdrawn.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Simple Type Summary
CashOrPhysicalSettlementEnum
Defined:
globally; see XML source
Used:
at 1 location
Element Group Summary
AgreementAndEffectiveDates.model
A model group defining agreement and effective dates.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
EventValuation.model
A model group holding valuation information for an event.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FeeTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NewTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NovationAmounts.model
Content:
7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NovationAmountsOld.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
NovationDates.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NovationTerms.model
Documentation and other terms (such as date terms) specific to this novation event.
Defined:
globally; see XML source
Used:
at 1 location
OldTrade.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PostTradeEventsBase.model
Choice between amendment, increase, termination, and novation events.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ReportingNotionalChange.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
TradeAlterationPayment.model
A model group defining a payment structure.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradeLegFixedAmountChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalScheduleChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfOptionsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfUnitsChange.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeNotionalChange.model
DEPRECATED.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
TradingAndPostTradeEvents.model
Choice between a trading, a post-trade event, and the extension point additional event
Content:
9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 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="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 14642 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-doc-5-13.xsd"/>
<xsd:include schemaLocation="fpml-generic-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="AmountRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a nominal amount with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="amount" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="amountReference" type="AmountReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an event identifier issued by the indicated party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="eventId" type="EventId"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType 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="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="EventTaxonomy">
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/event-taxonomy" name="eventTaxonomyScheme" type="NonEmptyURI"/>
</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="MoneyRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PositiveMoney">
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestedWithdrawalAction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-withdrawal-action" name="requestedWithdrawalActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/terminating-event" name="terminatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A full description of the amended trade (i.e. the trade after the amendment).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="ReportingNotionalChange.model"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element name="originalTrade" type="Trade"/>
</xsd:choice>
<xsd:element minOccurs="0" name="resultingTrade" type="Trade"/>
<xsd:group ref="TradeAlterationPayment.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeLegPriceChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="priceReference" type="Reference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="instrumentId" type="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="priceChangeAmount" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="newPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a single leg or stream of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradeLegNotionalChange.model"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing a change to the size of a trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." ref="TradeNotionalChange.model"/>
<xsd:element maxOccurs="unbounded" name="sizeChange" type="TradeLegSizeChange"/>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="priceChange" type="TradeLegPriceChange"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:group ref="NewTrade.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the old contract.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model"/>
<xsd:group minOccurs="0" ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model"/>
<xsd:group minOccurs="0" ref="NewTrade.model"/>
</xsd:sequence>
</xsd:choice>
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times associated with the novation event.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group minOccurs="0" ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms relating to the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the novation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Withdrawal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure describing the removal of a trade from a service, such as a reporting service.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifiers of the trade that is being withdrawn.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyTradeInformation" type="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Holds party-specific information about the trade that is being withdrawn from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The full trade representation that is being withdrawn.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="requestedAction" type="RequestedWithdrawalAction"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reason" type="WithdrawalReason"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Deprecated in favor of partyTradeInformation" maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. The supervisor/regulator to which this withdrawal applies
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalPartyTradeInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group minOccurs="0" ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies that party that has ownership of this information. For shared trade information, this will reference the originator of the date (for example, an execution facility or clearinghouse).
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to identify one or more parties that perform a role within the transaction. If this is within a partyTradeInformation block, the related party performs the role with respect to the party identifie by the "partyReference" in the partyTradeInformation block.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="category" type="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingRegime" type="ReportingRegimeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WithdrawalReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade was withdrawn.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/withdrawal-reason" name="withdrawalReasonScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element abstract="true" name="additionalEvent" type="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" substitutionGroup="changeEvent" type="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a change due to change in composition of basket underlyer
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract substitutable place holder for specific change details.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="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:annotation>
<xsd:documentation xml:lang="en">
A model group defining agreement and effective dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PostTradeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between amendment, increase, termination, and novation events.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent"/>
<xsd:element name="increase" type="TradeNotionalChange"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="terminatingEvent" type="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to describe why a trade was terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange"/>
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent"/>
<xsd:element name="withdrawal" type="Withdrawal"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between a trading, a post-trade event, and the extension point additional event
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model"/>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
</xsd:group>
<xsd:group name="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:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group holding valuation information for an event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee. A reference to the Fee Trade supports regulatory reporting of novations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee. Fee Trade supports regulatory reporting of novations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between identification and representation of the new contract.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="newTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the new trade between the transferee and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:group ref="NovationAmountsOld.model"/>
<xsd:element maxOccurs="unbounded" name="novationAmount" type="TradeLegSizeChange"/>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmountsOld.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="novatedAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="remainingAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount which represents the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="remainingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options which represent the portion of the Old Contract not being novated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="novationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="novationTradeDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Documentation and other terms (such as date terms) specific to this novation event.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence/>
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="oldTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates a reference to the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the original trade between the transferor and the remaining party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalChange" type="NotionalChangeEnum">
<xsd:annotation>
<xsd:documentation>
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract. Only applies when there is change in notional for a derivative contract
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNotional" type="MoneyRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The change in notional amount for a prior report as a result of this event. The current notional will be reported in the trade itself. This corresponds to MiFIR Nominal or Monetary amount values; these can be distinguished by the esmaNotionalType indicator.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInNumberOfOptions" type="AmountRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The change in nominal amount from a prior report as a result of this event. The current number of options will be reported in the trade itself. This corresponds to the MiFIR "units" value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="changeInQuantity" type="UnitQuantityRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The change in quantity(s) from a prior report as a result of this event. The current quantity will be reported in the trade itself. This corresponds to the MiFIR "units" value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="knownAmountReference" type="AmountReference"/>
<xsd:element name="changeInKnownAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingKnownAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalChange.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference"/>
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalScheduleReference" type="NotionalReference"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfOptionsReference" type="NumberOfOptionsReference"/>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="numberOfUnitsReference" type="NumberOfUnitsReference"/>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal"/>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
<xsd:group fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don&#8217;t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." name="TradeNotionalChange.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED. A structure describing a change to the trade notional.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="changeInNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination =&gt; reduction, Increase =&gt; greater.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="outstandingNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Options changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed amount by which the Number of Units changes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="outstandingNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:complexType name="UnitQuantityRef">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a quantity and unit with a reference.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="UnitQuantity">
<xsd:sequence>
<xsd:element minOccurs="0" name="quantityReference" type="NotionalReference"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd: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.