XML Schema "fpml-public-reporting-product-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 13452 $
Defined Components:
elements (1 global + 34 local), complexTypes (9), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\transparency\fpml-public-reporting-product-5-13.xsd; see XML source
Includes Schemas (1):
fpml-generic-5-13.xsd [src]
Included in Schemas (1):
fpml-main-5-13.xsd [src]
Annotation
Regulatory Reporting Product Info - for use in regulatory reporting to define the economic data fields about a transaction for regulatory reporting purposes. This can be used in place of a full FpML product representaiton.
All Element Summary
contractExpirationDate
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingProductDates complexType; see XML source
dates
Type:
PublicReportingProductDates
Content:
complex, 3 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
dayCountFraction (in otherCalculationTerms)
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within PublicReportingProductCalculationTerms complexType; see XML source
effectiveDate (in dates)
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingProductDates complexType; see XML source
exchangeRate (in priceTerms)
Type:
ExchangeRate
Content:
complex, 6 elements
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
exerciseStyle (in optionDetails)
For options, whether the option is a put or call option.
Type:
GenericExerciseStyle
Content:
simple, 1 attribute
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
finalContractualSettlementDate
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingProductDates complexType; see XML source
firstExerciseDate
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
fixedRate (in priceTerms)
Type:
xsd:decimal
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
fixedRateNotation
Type:
xsd:token
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
notional (in sizes)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingProductSizes complexType; see XML source
optionDetails
Type:
PublicReportingNonCDEOptionDetails
Content:
complex, 4 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
optionExpirationDate
Type:
xsd:date
Content:
simple
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
optionType (in optionDetails)
For options, what type of option it is (e.g. butterfly).
Type:
OptionTypeEnum
Content:
simple
Defined:
locally within PublicReportingNonCDEOptionDetails complexType; see XML source
otherCalculationTerms
Type:
PublicReportingProductCalculationTerms
Content:
complex, 3 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
otherPayment
Type:
PublicReportingPayment
Content:
complex, 2 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
paymentAmount (in otherPayment)
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingPayment complexType; see XML source
paymentFrequency (in otherCalculationTerms)
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingProductCalculationTerms complexType; see XML source
paymentType (in otherPayment)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within PublicReportingPayment complexType; see XML source
priceTerms
Type:
PublicReportingProductPriceTerms
Content:
complex, 8 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
publicReportingProductInfo
Product data fields required by regulators in satisfaction of public (price transparency) regulatory reporting regulations.
Type:
PublicReportingProduct
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
quantity (in sizes)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PublicReportingNonCDESizeFields.model group; see XML source
quantityFrequency (in sizes)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PublicReportingNonCDESizeFields.model group; see XML source
resetFrequency (in otherCalculationTerms)
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicReportingNonCDECalculationTerms.model group; see XML source
settlementCurrency (in settlementDetails)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PublicReportingProductSettlementDetails complexType; see XML source
settlementDetails
Type:
PublicReportingProductSettlementDetails
Content:
complex, 1 element
Defined:
locally within PublicReportingProduct complexType; see XML source
sizes
Type:
PublicReportingProductSizes
Content:
complex, 4 elements
Defined:
locally within PublicReportingProduct complexType; see XML source
spread (in priceTerms)
Type:
xsd:decimal
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
spreadCurrency
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
spreadNotation
Type:
xsd:token
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
strikePrice (in priceTerms)
Type:
xsd:decimal
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
strikePriceNotation
Type:
xsd:token
Content:
simple
Defined:
locally within PublicReportingProductPriceTerms complexType; see XML source
totalNotionalQuantity (in sizes)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PublicReportingNonCDESizeFields.model group; see XML source
underlyer (in underlyers)
Type:
TradeUnderlyer2
Content:
complex, 1 attribute, 16 elements
Defined:
locally within PublicReportingProductUnderlyers complexType; see XML source
underlyers
Type:
PublicReportingProductUnderlyers
Content:
complex, 1 element
Defined:
locally within PublicReportingProduct complexType; see XML source
Complex Type Summary
PublicReportingNonCDEOptionDetails
This defines data elements not defined in CDE that describe option characteristics.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PublicReportingPayment
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PublicReportingProduct
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
PublicReportingProductCalculationTerms
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PublicReportingProductDates
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PublicReportingProductPriceTerms
All price term information is defined by CPMI-IOSCO CDE.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
PublicReportingProductSettlementDetails
Settlement details
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PublicReportingProductSizes
Fields related to sizing the product.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PublicReportingProductUnderlyers
At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
PublicReportingNonCDECalculationTerms.model
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PublicReportingNonCDESizeFields.model
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 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: 13452 $" 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:annotation>
<xsd:documentation xml:lang="en">
Regulatory Reporting Product Info - for use in regulatory reporting to define the economic data fields about a transaction for regulatory reporting purposes. This can be used in place of a full FpML product representaiton.
</xsd:documentation>
</xsd:annotation>
<xsd:include schemaLocation="fpml-generic-5-13.xsd"/>
<xsd:complexType name="PublicReportingNonCDEOptionDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This defines data elements not defined in CDE that describe option characteristics.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="optionType" type="OptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For options, what type of option it is (e.g. butterfly).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="firstExerciseDate" type="xsd:date"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="optionExpirationDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="exerciseStyle" type="GenericExerciseStyle">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For options, whether the option is a put or call option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentAmount" type="Money"/>
<xsd:element minOccurs="0" name="paymentType" type="PaymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="dates" type="PublicReportingProductDates"/>
<xsd:element minOccurs="0" name="sizes" type="PublicReportingProductSizes"/>
<xsd:element minOccurs="0" name="underlyers" type="PublicReportingProductUnderlyers"/>
<xsd:element minOccurs="0" name="priceTerms" type="PublicReportingProductPriceTerms"/>
<xsd:element minOccurs="0" name="otherCalculationTerms" type="PublicReportingProductCalculationTerms"/>
<xsd:element minOccurs="0" name="optionDetails" type="PublicReportingNonCDEOptionDetails"/>
<xsd:element minOccurs="0" name="settlementDetails" type="PublicReportingProductSettlementDetails"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="otherPayment" type="PublicReportingPayment"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="dayCountFraction" type="DayCountFraction"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="paymentFrequency" type="Frequency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductDates">
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="effectiveDate" type="xsd:date"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractExpirationDate" type="xsd:date"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="finalContractualSettlementDate" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductPriceTerms">
<xsd:annotation>
<xsd:documentation xml:lang="en">
All price term information is defined by CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fixedRate" type="xsd:decimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fixedRateNotation" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spread" type="xsd:decimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadCurrency" type="Currency"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadNotation" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strikePrice" type="xsd:decimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="strikePriceNotation" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="exchangeRate" type="ExchangeRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">Settlement details</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementCurrency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductSizes">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fields related to sizing the product.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="notional" type="NonNegativeMoney"/>
<xsd:group minOccurs="0" ref="PublicReportingNonCDESizeFields.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PublicReportingProductUnderlyers">
<xsd:annotation>
<xsd:documentation xml:lang="en">
At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information. Instead, it relies on the UPI to convey this information.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="underlyer" type="TradeUnderlyer2"/>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="resetFrequency" type="Frequency"/>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quantity" type="NonNegativeDecimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quantityFrequency" type="NonNegativeDecimal"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="totalNotionalQuantity" type="NonNegativeDecimal"/>
</xsd:sequence>
</xsd:group>
<xsd:element name="publicReportingProductInfo" substitutionGroup="product" type="PublicReportingProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Product data fields required by regulators in satisfaction of public (price transparency) regulatory reporting regulations. These are identified where possible using CPMI-IOSCO Common Data Element lexicon and terminology, but include additional fields required by other regulations. This product is not intended to provide the full trade economics required for confirmation or valuation purposes. This product allows a simpler representation of OTC derivative products that have full standardized representations in FpML.
</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.