---

Contents

Global Elements

bankruptcy

creditEvent

creditEventNotice

failureToPay

obligationAcceleration

obligationDefault

repudiationMoratorium

restructuring

Global Complex Types

AffectedTransactions

AllegedNovationAgreement

AllocationAmended

AllocationCancelled

AllocationCreated

Amendment

AmendmentConfirmed

BankruptcyEvent

ConfirmedNovationAgreement

ConsentGrantedNovationAgreement

ConsentRefusedNovationAgreement

ConsentRequestNovationAgreement

CreditDerivativesNotices

CreditEvent

CreditEventNoticeDocument

CreditEventNotification

FailureToPayEvent

FirstPeriodStartDate

Increase

IncreaseConfirmed

Language

MatchedNovationAgreement

MimeType

NovateTrade

NovateTradeNovationAgreement

Novation

NovationAlleged

NovationConfirmed

NovationConsentGranted

NovationConsentRefused

NovationConsentRequest

NovationMatched

NovationStatusNotification

ObligationAccelerationEvent

ObligationDefaultEvent

PartialTerminationAmount

RepudiationMoratoriumEvent

RequestAllocation

RequestAmendmentConfirmation

RequestConfirmationNovationAgreement

RequestIncreaseConfirmation

RequestNovationConfirmation

RequestTerminationConfirmation

Resource

ResourceId

ResourceLength

RestructuringEvent

StatusNotificationNovationAgreement

Termination

TerminationConfirmed

TradeAmended

TradeAmendment

TradeAmendmentRequest

TradeAmendmentResponse

TradeCancelled

TradeCreated

TradeIncreaseRequest

TradeIncreaseResponse

TradeNovated

TradeNovatedNovationAgreement

TradeTerminationRequest

TradeTerminationResponse

Global Simple Types

Schema Listing

---

Global Elements

bankruptcy

Description:

Figure:

Contents:

Element bankruptcy is defined by the complex type BankruptcyEvent

Used by:

Schema Fragment:

<xsd:element name="bankruptcy" type="BankruptcyEvent" substitutionGroup="creditEvent"/>

---

creditEvent

Description:

Figure:

Contents:

Element creditEvent is defined by the complex type CreditEvent

Used by:

• CreditEventNoticeDocument

Substituted by:

• bankruptcy
• failureToPay
• obligationAcceleration
• obligationDefault
• repudiationMoratorium
• restructuring

Schema Fragment:

<xsd:element name="creditEvent" type="CreditEvent" abstract="true"/>

---

creditEventNotice

Description:

A global element used to hold CENs

Figure:

Contents:

Element creditEventNotice is defined by the complex type CreditEventNoticeDocument

Used by:

Schema Fragment:

<xsd:element name="creditEventNotice" type="CreditEventNoticeDocument" substitutionGroup="event">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A global element used to hold CENs
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

failureToPay

Description:

Figure:

Contents:

Element failureToPay is defined by the complex type FailureToPayEvent

Used by:

Schema Fragment:

<xsd:element name="failureToPay" type="FailureToPayEvent" substitutionGroup="creditEvent"/>

---

obligationAcceleration

Description:

Figure:

Contents:

Element obligationAcceleration is defined by the complex type ObligationAccelerationEvent

Used by:

Schema Fragment:

<xsd:element name="obligationAcceleration" type="ObligationAccelerationEvent" substitutionGroup="creditEvent"/>

---

obligationDefault

Description:

Figure:

Contents:

Element obligationDefault is defined by the complex type ObligationDefaultEvent

Used by:

Schema Fragment:

<xsd:element name="obligationDefault" type="ObligationDefaultEvent" substitutionGroup="creditEvent"/>

---

repudiationMoratorium

Description:

Figure:

Contents:

Element repudiationMoratorium is defined by the complex type RepudiationMoratoriumEvent

Used by:

Schema Fragment:

<xsd:element name="repudiationMoratorium" type="RepudiationMoratoriumEvent" substitutionGroup="creditEvent"/>

---

restructuring

Description:

Figure:

Contents:

Element restructuring is defined by the complex type RestructuringEvent

Used by:

Schema Fragment:

<xsd:element name="restructuring" type="RestructuringEvent" substitutionGroup="creditEvent"/>

---

Global Complex Types

AffectedTransactions

Description:

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

trade (exactly one occurrence; of the type Trade)

• An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains

Or

tradeReference (exactly one occurrence; of the type PartyTradeIdentifiers)

• A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.

Used by:

• CreditEventNoticeDocument/affectedTransactions

Schema Fragment:

<xsd:complexType name="AffectedTransactions">
  <xsd:group ref="TradeOrTradeReference.model" maxOccurs="unbounded"/>
</xsd:complexType>

---

AllegedNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• NovationAlleged/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="AllegedNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

AllocationAmended

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that an allocation has been modified.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

amendment (one or more occurrences; of the type TradeAmendment)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AllocationAmended">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that an allocation
      has been modified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="TradeAmendment" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

AllocationCancelled

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that an allocation has been cancelled.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

There can be one or any number of occurrences of the following structure; Choice of either

trade (exactly one occurrence; of the type Trade)

Or

partyTradeIdentifier (exactly one occurrence; of the type PartyTradeIdentifier)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AllocationCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that an allocation
      has been cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:choice maxOccurs="unbounded">
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
        </xsd:choice>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

AllocationCreated

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that a new allocation has been created.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (one or more occurrences; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AllocationCreated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that a new allocation
      has been created.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Amendment

Description:

An event type that defines the content of an Amendment transaction.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Event)

• A type defining the basic structure of FpML business events; it is refined by its derived types.

trade (exactly one occurrence; of the type Trade)

amendmentTradeDate (exactly one occurrence; of the type xsd:date)

• The date on which the the parties enter into the Amendment transaction

amendmentEffectiveDate (exactly one occurrence; of the type xsd:date)

• The date on which the Amendment becomes effective

payment (zero or one occurrence; of the type Payment)

• A payment for the right to amend the trade.

Used by:

• AmendmentConfirmed/amendment
• RequestAmendmentConfirmation/amendment
• TradeAmendmentRequest/amendment
• TradeAmendmentResponse/amendment

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="Amendment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that defines the content of an Amendment
      transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:group ref="AmendmentDetails.model"/>
        <xsd:element name="payment" type="Payment" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A payment for the right to amend the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

AmendmentConfirmed

Description:

A message generated when an Amendment is determined to be confirmed.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

amendment (exactly one occurrence; of the type Amendment)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="AmendmentConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message generated when an Amendment is determined to be
      confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

BankruptcyEvent

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type CreditEvent)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="BankruptcyEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

ConfirmedNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• NovationConfirmed/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="ConfirmedNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

ConsentGrantedNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• NovationConsentGranted/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="ConsentGrantedNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

ConsentRefusedNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

Used by:

• NovationConsentRefused/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="ConsentRefusedNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

ConsentRequestNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

Used by:

• NovationConsentRequest/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="ConsentRequestNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

CreditDerivativesNotices

Description:

Figure:

Contents:

creditEvent (exactly one occurrence; of the type xsd:boolean)

• This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.

publiclyAvailableInformation (exactly one occurrence; of the type xsd:boolean)

• This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.

physicalSettlement (exactly one occurrence; of the type xsd:boolean)

• This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.

Used by:

Schema Fragment:

<xsd:complexType name="CreditDerivativesNotices">
  <xsd:sequence>
    <xsd:element name="creditEvent" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element corresponds to the Credit Event Notice Delivered
          Under Old Transaction and Deemed Delivered Under New
          Transaction under the EXHIBIT C to 2004 ISDA Novation
          Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="publiclyAvailableInformation" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element corresponds to the Notice of Publicly Available
          Information Delivered Under Old Transaction and Deemed
          Delivered Under New Transaction under the EXHIBIT C to 2004
          ISDA Novation Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="physicalSettlement" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          This element corresponds to the Notice of Intended Physical
          Settlement Delivered Under Old Transaction under the EXHIBIT
          C to 2004 ISDA Novation Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

CreditEvent

Description:

Figure:

Contents:

Used by:

Derived Types:

• BankruptcyEvent
• FailureToPayEvent
• ObligationAccelerationEvent
• ObligationDefaultEvent
• RepudiationMoratoriumEvent
• RestructuringEvent

Schema Fragment:

<xsd:complexType name="CreditEvent"/>

---

CreditEventNoticeDocument

Description:

An event type that records the occurrence of a credit event notice.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Event)

• A type defining the basic structure of FpML business events; it is refined by its derived types.

affectedTransactions (zero or one occurrence; of the type AffectedTransactions)

• Trades affected by this event.

referenceEntity (exactly one occurrence; of the type LegalEntity)

creditEvent (exactly one occurrence; of the type CreditEvent)

publiclyAvailableInformation (zero or more occurrences; of the type Resource)

• 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.

notifyingPartyReference (exactly one occurrence; of the type Reference)

notifiedPartyReference (exactly one occurrence; of the type Reference)

creditEventNoticeDate (exactly one occurrence; of the type xsd:date)

creditEventDate (exactly one occurrence; of the type xsd:date)

Used by:

• CreditEventNotification/creditEventNotice

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="CreditEventNoticeDocument">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that records the occurrence of a credit event
      notice.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:element name="affectedTransactions" type="AffectedTransactions" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Trades affected by this event.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="referenceEntity" type="LegalEntity"/>
        <xsd:element ref="creditEvent"/>
        <xsd:element name="publiclyAvailableInformation" type="Resource" minOccurs="0" maxOccurs="unbounded">
          <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:element name="notifyingPartyReference" type="Reference"/>
        <xsd:element name="notifiedPartyReference" type="Reference"/>
        <xsd:element name="creditEventNoticeDate" type="xsd:date"/>
        <xsd:element name="creditEventDate" type="xsd:date"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

CreditEventNotification

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

creditEventNotice (exactly one occurrence; of the type CreditEventNoticeDocument)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="CreditEventNotification">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="creditEventNotice" type="CreditEventNoticeDocument"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

FailureToPayEvent

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type CreditEvent)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="FailureToPayEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

FirstPeriodStartDate

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:date)

Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="FirstPeriodStartDate">
  <xsd:simpleContent>
    <xsd:extension base="xsd:date">
      <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

Increase

Description:

An event type that defines the content of an Increase transaction.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Event)

• A type defining the basic structure of FpML business events; it is refined by its derived types.

There can be one occurance of the following structure; Choice of either

trade (exactly one occurrence; of the type Trade)

• An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains

Or

tradeReference (exactly one occurrence; of the type PartyTradeIdentifiers)

• A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.

increaseTradeDate (exactly one occurrence; of the type xsd:date)

• The date on which the the parties enter into the Increase transaction

increaseEffectiveDate (exactly one occurrence; of the type xsd:date)

• The date on which the Increase becomes effective

There can be one occurance of the following structure;

payment (zero or one occurrence; of the type Payment)

• A payment for the right to increase the trade.

Used by:

• IncreaseConfirmed/increase
• RequestIncreaseConfirmation/increase
• TradeIncreaseRequest/increase
• TradeIncreaseResponse/increase

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="Increase">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that defines the content of an Increase
      transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:group ref="TradeOrTradeReference.model"/>
        <xsd:group ref="IncreaseDetails.model"/>
        <xsd:element name="payment" type="Payment" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A payment for the right to increase the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

IncreaseConfirmed

Description:

A message generated when an Increase is determined to be confirmed.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

increase (exactly one occurrence; of the type Increase)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="IncreaseConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message generated when an Increase is determined to be
      confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Language

Description:

The data type used for indicating the language of the resource, described using the ISO 639-2/T Code

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: languageScheme (xsd:anyURI)

Used by:

• Resource/language

Schema Fragment:

<xsd:complexType name="Language">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for indicating the language of the resource,
      described using the ISO 639-2/T Code
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="languageScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

MatchedNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• NovationMatched/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="MatchedNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

MimeType

Description:

The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: mimeTypeScheme (xsd:anyURI)

Used by:

• Resource/mimeType

Schema Fragment:

<xsd:complexType name="MimeType">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The type that indicates the type of media used to store the
      content. MimeType is used to determine the software product(s)
      that can read the content. MIME types are described in RFC 2046.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="mimeTypeScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

NovateTrade

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

novation (exactly one occurrence; of the type NovateTradeNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="NovateTrade">
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="NovateTradeNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovateTradeNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• NovateTrade/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="NovateTradeNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

Novation

Description:

An event type that records the occurrence of a novation

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Event)

• A type defining the basic structure of FpML business events; it is refined by its derived types.

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

Extension of:

• Event

Derived Types:

• AllegedNovationAgreement
• ConfirmedNovationAgreement
• ConsentGrantedNovationAgreement
• ConsentRefusedNovationAgreement
• ConsentRequestNovationAgreement
• MatchedNovationAgreement
• NovateTradeNovationAgreement
• RequestConfirmationNovationAgreement
• StatusNotificationNovationAgreement
• TradeNovatedNovationAgreement

Schema Fragment:

<xsd:complexType name="Novation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that records the occurrence of a novation
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:group ref="NovationDetails.model"/>
        <xsd:element name="payment" type="Payment" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationAlleged

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

novation (exactly one occurrence; of the type AllegedNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="NovationAlleged">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="AllegedNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConfirmed

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

novation (exactly one occurrence; of the type ConfirmedNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="NovationConfirmed">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="ConfirmedNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConsentGranted

Description:

Response message that should be sent by the receiving parties if they agree with the novation. The transferee or transferor party may include the details of a payment representing the market value of the transaction.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type ResponseMessage)

• A type refining the generic message content model to make it specific to response messages.

novation (exactly one occurrence; of the type ConsentGrantedNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="NovationConsentGranted">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Response message that should be sent by the receiving parties if
      they agree with the novation. The transferee or transferor party
      may include the details of a payment representing the market
      value of the transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="ConsentGrantedNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConsentRefused

Description:

Response message that should be sent by the transferee or remaining party if they cannot perform the requested novation.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type ResponseMessage)

• A type refining the generic message content model to make it specific to response messages.

novation (exactly one occurrence; of the type ConsentRefusedNovationAgreement)

reason (zero or one occurrence; of the type xsd:string)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="NovationConsentRefused">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Response message that should be sent by the transferee or
      remaining party if they cannot perform the requested novation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="ConsentRefusedNovationAgreement"/>
        <xsd:element name="reason" type="xsd:string" minOccurs="0"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationConsentRequest

Description:

A request message that passes details of the previously negotiated transaction that the transferor wishes to novate as well as describing the identity and roles of each party. As the same message is sent to both the transferee and remaining party it must contain the complete description of the underlying transaction (rather than just a reference) as the transferee will not have record of it.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

novation (exactly one occurrence; of the type ConsentRequestNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="NovationConsentRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message that passes details of the previously
      negotiated transaction that the transferor wishes to novate as
      well as describing the identity and roles of each party. As the
      same message is sent to both the transferee and remaining party
      it must contain the complete description of the underlying
      transaction (rather than just a reference) as the transferee will
      not have record of it.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="ConsentRequestNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationMatched

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

novation (exactly one occurrence; of the type MatchedNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="NovationMatched">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="MatchedNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

NovationStatusNotification

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

novation (exactly one occurrence; of the type StatusNotificationNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="NovationStatusNotification">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="StatusNotificationNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

ObligationAccelerationEvent

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type CreditEvent)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="ObligationAccelerationEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

ObligationDefaultEvent

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type CreditEvent)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="ObligationDefaultEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

PartialTerminationAmount

Description:

Figure:

Contents:

There can be one occurance of the following structure;

Used by:

Schema Fragment:

<xsd:complexType name="PartialTerminationAmount">
  <xsd:choice>
    <xsd:sequence>
      <xsd:element name="decreaseInNotionalAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the fixed amount by which the Notional decreases
            due to the Partial Termination transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="outstandingNotionalAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the Notional amount after the Partial
            Termination.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:sequence>
      <xsd:element name="decreaseInNumberOfOptions" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the fixed amount by which the Number of Options
            decreases due to the Partial Termination transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the Number of Options after the Partial
            Termination.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:choice>
</xsd:complexType>

---

RepudiationMoratoriumEvent

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type CreditEvent)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="RepudiationMoratoriumEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent"/>
  </xsd:complexContent>
</xsd:complexType>

---

RequestAllocation

Description:

Message used in order to initiate the allocation process.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

blockTradeIdentifier (exactly one occurrence; of the type BlockTradeIdentifier)

allocations (exactly one occurrence; of the type Allocations)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestAllocation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Message used in order to initiate the allocation process.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="blockTradeIdentifier" type="BlockTradeIdentifier"/>
        <xsd:element name="allocations" type="Allocations"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestAmendmentConfirmation

Description:

A message for requesting that the contained amendment be put forward for matching and confirmation.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

amendment (exactly one occurrence; of the type Amendment)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestAmendmentConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message for requesting that the contained amendment be put
      forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestConfirmationNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• RequestNovationConfirmation/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="RequestConfirmationNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

RequestIncreaseConfirmation

Description:

A message for requesting that the contained increase be put forward for matching and confirmation.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

increase (exactly one occurrence; of the type Increase)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestIncreaseConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message for requesting that the contained increase be put
      forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestNovationConfirmation

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

novation (exactly one occurrence; of the type RequestConfirmationNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestNovationConfirmation">
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="RequestConfirmationNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

RequestTerminationConfirmation

Description:

A message for requesting that the contained termination be put forward for matching and confirmation.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

termination (exactly one occurrence; of the type Termination)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="RequestTerminationConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message for requesting that the contained termination be put
      forward for matching and confirmation.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Resource

Description:

Describes the resource that contains the media representation of a business event. For example, can describe a file or a URL that represents the event.

Figure:

Contents:

resourceId (exactly one occurrence; of the type ResourceId)

• The unique identifier of the resource within the event.

language (zero or one occurrence; of the type Language)

• Indicates the language of the resource, described using the ISO 639-2/T Code.

sizeInBytes (zero or one occurrence; of the type xsd:decimal)

• Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs.

length (zero or one occurrence; of the type ResourceLength)

• Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages.

mimeType (exactly one occurrence; of the type MimeType)

• Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.

name (zero or one occurrence; of the type xsd:normalizedString)

• The name of the resource.

comments (zero or one occurrence; of the type xsd:string)

• Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?

url (zero or one occurrence; of the type xsd:anyURI)

• Indicates the URL at which the resource can be found.

Used by:

• CreditEventNoticeDocument/publiclyAvailableInformation

Schema Fragment:

<xsd:complexType name="Resource">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Describes the resource that contains the media representation of
      a business event. For example, can describe a file or a URL that
      represents the event.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="resourceId" type="ResourceId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The unique identifier of the resource within the event.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="language" type="Language" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the language of the resource, described using the
          ISO 639-2/T Code.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="sizeInBytes" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the size of the resource in bytes. It could be used
          by the end user to estimate the download time and storage
          needs.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="length" type="ResourceLength" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the length of the resource. For example, if the
          resource were a PDF file, the length would be in pages.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="mimeType" type="MimeType">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the type of media used to store the content.
          mimeType is used to determine the software product(s) that
          can read the content. MIME Types are described in RFC 2046.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="name" type="xsd:normalizedString" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The name of the resource.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="comments" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Any additional comments that are deemed necessary. For
          example, which software version is required to open the
          document? Or, how does this resource relate to the others for
          this event?
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="url" type="xsd:anyURI" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Indicates the URL at which the resource can be found.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

ResourceId

Description:

The data type used for resource identifiers.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: resourceIdScheme (xsd:anyURI)

Used by:

• Resource/resourceId

Schema Fragment:

<xsd:complexType name="ResourceId">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The data type used for resource identifiers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="resourceIdScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

ResourceLength

Description:

The type that indicates the length of the resource.

Figure:

Contents:

lengthUnit (exactly one occurrence; of the type LengthUnitEnum)

• The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files).

lengthValue (exactly one occurrence; of the type xsd:decimal)

• The length value of the resource.

Used by:

• Resource/length

Schema Fragment:

<xsd:complexType name="ResourceLength">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The type that indicates the length of the resource.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="lengthUnit" type="LengthUnitEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The length unit of the resource. For example, pages (pdf,
          text documents) or time (audio, video files).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="lengthValue" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The length value of the resource.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

RestructuringEvent

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type CreditEvent)

partialExerciseAmount (zero or one occurrence; of the type Money)

Used by:

Extension of:

• CreditEvent

Schema Fragment:

<xsd:complexType name="RestructuringEvent">
  <xsd:complexContent>
    <xsd:extension base="CreditEvent">
      <xsd:sequence>
        <xsd:element name="partialExerciseAmount" type="Money" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

StatusNotificationNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

payment (zero or one occurrence; of the type Payment)

Used by:

• NovationStatusNotification/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="StatusNotificationNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

Termination

Description:

An event type that defines the content of a Termination transaction.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Event)

• A type defining the basic structure of FpML business events; it is refined by its derived types.

There can be one occurance of the following structure; Choice of either

trade (exactly one occurrence; of the type Trade)

• An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains

Or

tradeReference (exactly one occurrence; of the type PartyTradeIdentifiers)

• A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.

terminationTradeDate (exactly one occurrence; of the type xsd:date)

• The date on which the the parties enter into the Termination transaction.

terminationEffectiveDate (exactly one occurrence; of the type xsd:date)

• The date on which the Termination becomes effective.

There can be one occurance of the following structure; Choice of either

full (exactly one occurrence; of the type Empty)

• The use of the Full element indicates that this is a Full Termination.

Or

partial (exactly one occurrence; of the type PartialTerminationAmount)

• The use of the Partial element indicates that this is a Partial Termination.

payment (zero or one occurrence; of the type Payment)

• A payment for the right to terminate the trade.

Used by:

• RequestTerminationConfirmation/termination
• TerminationConfirmed/termination
• TradeTerminationRequest/termination
• TradeTerminationResponse/termination

Extension of:

• Event

Schema Fragment:

<xsd:complexType name="Termination">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An event type that defines the content of a Termination
      transaction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Event">
      <xsd:sequence>
        <xsd:group ref="TradeOrTradeReference.model"/>
        <xsd:group ref="TerminationDetails.model"/>
        <xsd:element name="payment" type="Payment" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A payment for the right to terminate the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TerminationConfirmed

Description:

A message generated when a Termination is determined to be confirmed.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

termination (exactly one occurrence; of the type Termination)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TerminationConfirmed">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A message generated when a Termination is determined to be
      confirmed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAmended

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been modified.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (exactly one occurrence; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeAmended">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that a trade has been
      modified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAmendment

Description:

A type describing the original trade and the amended trade.

Figure:

Contents:

There can be zero or one occurance of the following structure; Choice of either

originalTrade (exactly one occurrence; of the type Trade)

• The entire original trade details.

Or

originalTradeIdentifier (one or more occurrences; of the type PartyTradeIdentifier)

• The trade id of the original trade details.

amendedTrade (exactly one occurrence; of the type Trade)

• The representation of the amended trade.

Used by:

• AllocationAmended/amendment

Schema Fragment:

<xsd:complexType name="TradeAmendment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the original trade and the amended trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice minOccurs="0">
      <xsd:element name="originalTrade" type="Trade">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The entire original trade details.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="originalTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trade id of the original trade details.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="amendedTrade" type="Trade">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The representation of the amended trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

TradeAmendmentRequest

Description:

A request message for requesting an Amendment.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

amendment (exactly one occurrence; of the type Amendment)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="TradeAmendmentRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message for requesting an Amendment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeAmendmentResponse

Description:

A response to the request for an Amendment.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type ResponseMessage)

• A type refining the generic message content model to make it specific to response messages.

amendment (exactly one occurrence; of the type Amendment)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeAmendmentResponse">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A response to the request for an Amendment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="amendment" type="Amendment"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeCancelled

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been cancelled.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

tradeIdentifier (one or more occurrences; of the type TradeIdentifier)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeCancelled">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that a trade has been
      cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeCreated

Description:

A notification to inform downstream systems when a system that acts as source of trade information detects that a new trade has been created.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

trade (exactly one occurrence; of the type Trade)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeCreated">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A notification to inform downstream systems when a system that
      acts as source of trade information detects that a new trade has
      been created.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeIncreaseRequest

Description:

A request message for requesting an Increase.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

increase (exactly one occurrence; of the type Increase)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="TradeIncreaseRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message for requesting an Increase.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeIncreaseResponse

Description:

A response to the request for an Increase.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type ResponseMessage)

• A type refining the generic message content model to make it specific to response messages.

increase (exactly one occurrence; of the type Increase)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeIncreaseResponse">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A response to the request for an Increase.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="increase" type="Increase"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeNovated

Description:

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

• A type defining the basic content for a message sent to inform another system that some 'business event' has occured. Notifications are not expected to be replied to.

novation (exactly one occurrence; of the type TradeNovatedNovationAgreement)

party (one or more occurrences; of the type Party)

Used by:

Extension of:

• NotificationMessage

Schema Fragment:

<xsd:complexType name="TradeNovated">
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="novation" type="TradeNovatedNovationAgreement"/>
        <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeNovatedNovationAgreement

Description:

Figure:

Contents:

Inherited element(s): (This definition restricts the content defined by the type Novation)

eventId (zero or more occurrences; of the type EventId)

There can be one occurance of the following structure;

transferor (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).

transferee (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).

remainingParty (exactly one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).

otherRemainingParty (zero or one occurrence; of the type Reference)

• A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).

novationDate (exactly one occurrence; of the type xsd:date)

• 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.

novationTradeDate (zero or one occurrence; of the type xsd:date)

• Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.

There can be one occurance of the following structure; Choice of either

novatedAmount (exactly one occurrence; of the type Money)

• The amount which represents the portion of the Old Transaction being novated.

Or

novatedNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

• The number of options which represent the portion of the Old Transaction being novated.

fullFirstCalculationPeriod (zero or one occurrence; of the type xsd:boolean)

• This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

firstPeriodStartDate (zero or one occurrence; of the type FirstPeriodStartDate)

• Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.

nonReliance (zero or one occurrence; of the type Empty)

• This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.

creditDerivativesNotices (zero or one occurrence; of the type CreditDerivativesNotices)

• This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

• The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

• A contractual supplement (such as those published by ISDA) that will apply to the novation transaction.

Used by:

• TradeNovated/novation

Restriction of:

• Novation

Schema Fragment:

<xsd:complexType name="TradeNovatedNovationAgreement">
  <xsd:complexContent>
    <xsd:restriction base="Novation">
      <xsd:sequence>
        <xsd:sequence>
          <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
        </xsd:sequence>
      </xsd:sequence>
    </xsd:restriction>
  </xsd:complexContent>
</xsd:complexType>

---

TradeTerminationRequest

Description:

A request message for requesting a Termination.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type RequestMessage)

• A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

termination (exactly one occurrence; of the type Termination)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• RequestMessage

Schema Fragment:

<xsd:complexType name="TradeTerminationRequest">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A request message for requesting a Termination.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

TradeTerminationResponse

Description:

A response to the request for Termination.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type ResponseMessage)

• A type refining the generic message content model to make it specific to response messages.

termination (exactly one occurrence; of the type Termination)

party (one or more occurrences; of the type Party)

• One party element for each of the principal parties and any other party that is referenced.

Used by:

Extension of:

• ResponseMessage

Schema Fragment:

<xsd:complexType name="TradeTerminationResponse">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A response to the request for Termination.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="termination" type="Termination"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              One party element for each of the principal parties and
              any other party that is referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

Global Simple Types

The schema does not contain any global simple types.

---

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-msg-4-2.xsd"/>
  <xsd:include schemaLocation="fpml-doc-4-2.xsd"/>
  <xsd:include schemaLocation="fpml-shared-4-2.xsd"/>
  <xsd:complexType name="AffectedTransactions">
    <xsd:group ref="TradeOrTradeReference.model" maxOccurs="unbounded"/>
  </xsd:complexType>
  <xsd:complexType name="AllegedNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AllocationCreated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that a new
        allocation has been created.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AllocationAmended">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that an allocation
        has been modified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="TradeAmendment" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AllocationCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that an allocation
        has been cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:choice maxOccurs="unbounded">
            <xsd:element name="trade" type="Trade"/>
            <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
          </xsd:choice>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Amendment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that defines the content of an Amendment
        transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:group ref="AmendmentDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A payment for the right to amend the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AmendmentConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message generated when an Amendment is determined to be
        confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="BankruptcyEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ConfirmedNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ConsentGrantedNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ConsentRefusedNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ConsentRequestNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="CreditDerivativesNotices">
    <xsd:sequence>
      <xsd:element name="creditEvent" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the Credit Event Notice
            Delivered Under Old Transaction and Deemed Delivered Under
            New Transaction under the EXHIBIT C to 2004 ISDA Novation
            Definitions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="publiclyAvailableInformation" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the Notice of Publicly
            Available Information Delivered Under Old Transaction and
            Deemed Delivered Under New Transaction under the EXHIBIT C
            to 2004 ISDA Novation Definitions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="physicalSettlement" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the Notice of Intended Physical
            Settlement Delivered Under Old Transaction under the
            EXHIBIT C to 2004 ISDA Novation Definitions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="CreditEvent"/>
  <xsd:complexType name="CreditEventNoticeDocument">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that records the occurrence of a credit event
        notice.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:element name="affectedTransactions" type="AffectedTransactions" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Trades affected by this event.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="referenceEntity" type="LegalEntity"/>
          <xsd:element ref="creditEvent"/>
          <xsd:element name="publiclyAvailableInformation" type="Resource" minOccurs="0" maxOccurs="unbounded">
            <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:element name="notifyingPartyReference" type="Reference"/>
          <xsd:element name="notifiedPartyReference" type="Reference"/>
          <xsd:element name="creditEventNoticeDate" type="xsd:date"/>
          <xsd:element name="creditEventDate" type="xsd:date"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="CreditEventNotification">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="creditEventNotice" type="CreditEventNoticeDocument"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FailureToPayEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FirstPeriodStartDate">
    <xsd:simpleContent>
      <xsd:extension base="xsd:date">
        <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="Increase">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that defines the content of an Increase
        transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:group ref="TradeOrTradeReference.model"/>
          <xsd:group ref="IncreaseDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A payment for the right to increase the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="IncreaseConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message generated when an Increase is determined to be
        confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Language">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for indicating the language of the resource,
        described using the ISO 639-2/T Code
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="languageScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="MatchedNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="MimeType">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type that indicates the type of media used to store the
        content. MimeType is used to determine the software product(s)
        that can read the content. MIME types are described in RFC
        2046.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="mimeTypeScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="NovateTrade">
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="NovateTradeNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovateTradeNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Novation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that records the occurrence of a novation
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:group ref="NovationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationAlleged">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="AllegedNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConfirmed">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="ConfirmedNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConsentGranted">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Response message that should be sent by the receiving parties
        if they agree with the novation. The transferee or transferor
        party may include the details of a payment representing the
        market value of the transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="ConsentGrantedNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConsentRefused">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Response message that should be sent by the transferee or
        remaining party if they cannot perform the requested novation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="ConsentRefusedNovationAgreement"/>
          <xsd:element name="reason" type="xsd:string" minOccurs="0"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationConsentRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message that passes details of the previously
        negotiated transaction that the transferor wishes to novate as
        well as describing the identity and roles of each party. As the
        same message is sent to both the transferee and remaining party
        it must contain the complete description of the underlying
        transaction (rather than just a reference) as the transferee
        will not have record of it.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="ConsentRequestNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationMatched">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="MatchedNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NovationStatusNotification">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="StatusNotificationNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ObligationAccelerationEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ObligationDefaultEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="PartialTerminationAmount">
    <xsd:choice>
      <xsd:sequence>
        <xsd:element name="decreaseInNotionalAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the fixed amount by which the Notional
              decreases due to the Partial Termination transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="outstandingNotionalAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the Notional amount after the Partial
              Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:sequence>
        <xsd:element name="decreaseInNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the fixed amount by which the Number of Options
              decreases due to the Partial Termination transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the Number of Options after the Partial
              Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="RepudiationMoratoriumEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestAllocation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Message used in order to initiate the allocation process.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="blockTradeIdentifier" type="BlockTradeIdentifier"/>
          <xsd:element name="allocations" type="Allocations"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestAmendmentConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message for requesting that the contained amendment be put
        forward for matching and confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestConfirmationNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestIncreaseConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message for requesting that the contained increase be put
        forward for matching and confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestNovationConfirmation">
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="RequestConfirmationNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestTerminationConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message for requesting that the contained termination be put
        forward for matching and confirmation.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Resource">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Describes the resource that contains the media representation
        of a business event. For example, can describe a file or a URL
        that represents the event.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="resourceId" type="ResourceId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The unique identifier of the resource within the event.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="language" type="Language" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the language of the resource, described using the
            ISO 639-2/T Code.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="sizeInBytes" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the size of the resource in bytes. It could be
            used by the end user to estimate the download time and
            storage needs.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="length" type="ResourceLength" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the length of the resource. For example, if the
            resource were a PDF file, the length would be in pages.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="mimeType" type="MimeType">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the type of media used to store the content.
            mimeType is used to determine the software product(s) that
            can read the content. MIME Types are described in RFC 2046.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="name" type="xsd:normalizedString" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the resource.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="comments" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Any additional comments that are deemed necessary. For
            example, which software version is required to open the
            document? Or, how does this resource relate to the others
            for this event?
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="url" type="xsd:anyURI" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Indicates the URL at which the resource can be found.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ResourceId">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The data type used for resource identifiers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="resourceIdScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ResourceLength">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The type that indicates the length of the resource.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="lengthUnit" type="LengthUnitEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The length unit of the resource. For example, pages (pdf,
            text documents) or time (audio, video files).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="lengthValue" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The length value of the resource.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RestructuringEvent">
    <xsd:complexContent>
      <xsd:extension base="CreditEvent">
        <xsd:sequence>
          <xsd:element name="partialExerciseAmount" type="Money" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="StatusNotificationNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
            <xsd:element name="payment" type="Payment" minOccurs="0"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Termination">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An event type that defines the content of a Termination
        transaction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Event">
        <xsd:sequence>
          <xsd:group ref="TradeOrTradeReference.model"/>
          <xsd:group ref="TerminationDetails.model"/>
          <xsd:element name="payment" type="Payment" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A payment for the right to terminate the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TerminationConfirmed">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A message generated when a Termination is determined to be
        confirmed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmended">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that a trade has
        been modified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmendment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the original trade and the amended trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice minOccurs="0">
        <xsd:element name="originalTrade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The entire original trade details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="originalTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trade id of the original trade details.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="amendedTrade" type="Trade">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The representation of the amended trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TradeAmendmentRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message for requesting an Amendment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeAmendmentResponse">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A response to the request for an Amendment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="amendment" type="Amendment"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCancelled">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that a trade has
        been cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCreated">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A notification to inform downstream systems when a system that
        acts as source of trade information detects that a new trade
        has been created.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeIncreaseRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message for requesting an Increase.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeIncreaseResponse">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A response to the request for an Increase.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="increase" type="Increase"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeNovated">
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="novation" type="TradeNovatedNovationAgreement"/>
          <xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeNovatedNovationAgreement">
    <xsd:complexContent>
      <xsd:restriction base="Novation">
        <xsd:sequence>
          <xsd:sequence>
            <xsd:element name="eventId" type="EventId" minOccurs="0" maxOccurs="unbounded"/>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:group ref="NovationDetails.model"/>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:restriction>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeTerminationRequest">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A request message for requesting a Termination.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeTerminationResponse">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A response to the request for Termination.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="termination" type="Termination"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                One party element for each of the principal parties and
                any other party that is referenced.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:element name="bankruptcy" type="BankruptcyEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="creditEvent" type="CreditEvent" abstract="true"/>
  <xsd:element name="creditEventNotice" type="CreditEventNoticeDocument" substitutionGroup="event">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A global element used to hold CENs
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="failureToPay" type="FailureToPayEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="obligationAcceleration" type="ObligationAccelerationEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="obligationDefault" type="ObligationDefaultEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="repudiationMoratorium" type="RepudiationMoratoriumEvent" substitutionGroup="creditEvent"/>
  <xsd:element name="restructuring" type="RestructuringEvent" substitutionGroup="creditEvent"/>
  <xsd:group name="AmendmentDetails.model">
    <xsd:sequence>
      <xsd:element name="amendmentTradeDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the the parties enter into the Amendment
            transaction
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="amendmentEffectiveDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the Amendment becomes effective
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="IncreaseDetails.model">
    <xsd:sequence>
      <xsd:element name="increaseTradeDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the the parties enter into the Increase
            transaction
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="increaseEffectiveDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the Increase becomes effective
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice>
        <xsd:sequence>
          <xsd:element name="increaseInNotionalAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the fixed amount by which the Notional
                increases due to the Increase transaction.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="outstandingNotionalAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the Notional amount after the Increase.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:element name="increaseInNumberOfOptions" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the fixed amount by which the Number of
                Options increases due to the Increase transaction.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the Number of Options after the Increase.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:choice>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="NovationDetails.model">
    <xsd:sequence>
      <xsd:choice>
        <xsd:choice>
          <xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates a reference to the new transaction between
                the transferee and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="newTransaction" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Indicates the new transaction between the transferee
                and the remaining party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="oldTransactionReference" type="PartyTradeIdentifiers">
              <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="oldTransaction" 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:choice minOccurs="0">
            <xsd:element name="newTransactionReference" type="PartyTradeIdentifiers"/>
            <xsd:element name="newTransaction" type="Trade"/>
          </xsd:choice>
        </xsd:sequence>
      </xsd:choice>
      <xsd:element name="transferor" type="Reference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. In a three-way novation the
            party referenced is the Transferor (outgoing party) in the
            novation. The Transferor means a party which transfers by
            novation to a Transferee all of its rights, liabilities,
            duties and obligations with respect to a Remaining Party.
            In a four-way novation the party referenced is Transferor 1
            which transfers by novation to Transferee 1 all of its
            rights, liabilities, duties and obligations with respect to
            Transferor 2. ISDA 2004 Novation Term: Transferor
            (three-way novation) or Transferor 1 (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="transferee" type="Reference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. In a three-way novation the
            party referenced is the Transferee (incoming party) in the
            novation. Transferee means a party which accepts by way of
            novation all rights, liabilities, duties and obligations of
            a Transferor with respect to a Remaining Party. In a
            four-way novation the party referenced is Transferee 1
            which accepts by way of novation the rights, liabilities,
            duties and obligations of Transferor 1. ISDA 2004 Novation
            Term: Transferee (three-way novation) or Transferee 1
            (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="remainingParty" type="Reference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. In a three-way novation the
            party referenced is the Remaining Party in the novation.
            Remaining Party means a party which consents to a
            Transferor's transfer by novation and the acceptance
            thereof by the Transferee of all of the Transferor's
            rights, liabilities, duties and obligations with respect to
            such Remaining Party under and with respect of the Novated
            Amount of a transaction. In a four-way novation the party
            referenced is Transferor 2 per the ISDA definition and acts
            in the role of a Transferor. Transferor 2 transfers by
            novation to Transferee 2 all of its rights, liabilities,
            duties and obligations with respect to Transferor 1. ISDA
            2004 Novation Term: Remaining Party (three-way novation) or
            Transferor 2 (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="otherRemainingParty" type="Reference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. This element is not applicable
            in a three-way novation and should be omitted. In a
            four-way novation the party referenced is Transferee 2.
            Transferee 2 means a party which accepts by way of novation
            the rights, liabilities, duties and obligations of
            Transferor 2. ISDA 2004 Novation Term: Transferee 2
            (four-way novation).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element 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="novationTradeDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the date the parties agree to assign or novate a
            trade. If this element is not specified, the
            novationTradeDate 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:choice>
        <xsd:element name="novatedAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The amount which represents the portion of the Old
              Transaction being novated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <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 Transaction being novated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="fullFirstCalculationPeriod" type="xsd:boolean" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the applicability of the Full
            First Calculation Period as defined in the 2004 ISDA
            Novation Definitions, section 1.20.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="firstPeriodStartDate" type="FirstPeriodStartDate" minOccurs="0" maxOccurs="2">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Element that is used to be able to make sense of the “new
            transaction” without requiring reference back to the “old
            transaction”. In the case of interest rate products there
            are potentially 2 “first period start dates” to reference –
            one with respect to each party to the new transaction. For
            Credit Default Swaps there is just the one with respect to
            the party that is the fixed rate payer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="nonReliance" type="Empty" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element corresponds to the non-Reliance section in the
            2004 ISDA Novation Definitions, section 2.1 (c) (i). The
            element appears in the instance document when non-Reliance
            is applicable.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="creditDerivativesNotices" type="CreditDerivativesNotices" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            This element should be specified if one or more of either a
            Credit Event Notice, Notice of Publicly Available
            Information, Notice of Physical Settlement or Notice of
            Intended Physical Settlement, as applicable, has been
            delivered by or to the Transferor or the Remaining Party.
            The type of notice or notices that have been delivered
            should be indicated by setting the relevant boolean element
            value(s) to true. The absence of the element means that no
            Credit Event Notice, Notice of Publicly Available
            Information, Notice of Physical Settlement or Notice of
            Intended Physical Settlement, as applicable, has been
            delivered by or to the Transferor or the Remaining Party.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The definitions (such as those published by ISDA) that will
            define the terms of the novation transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A contractual supplement (such as those published by ISDA)
            that will apply to the novation transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="TerminationDetails.model">
    <xsd:sequence>
      <xsd:element name="terminationTradeDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the the parties enter into the
            Termination transaction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="terminationEffectiveDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the Termination becomes effective.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice>
        <xsd:element name="full" type="Empty">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The use of the Full element indicates that this is a Full
              Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="partial" type="PartialTerminationAmount">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The use of the Partial element indicates that this is a
              Partial Termination.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:group>
</xsd:schema>