FpML 4.2 Working Draft

12 October 2005

Pre-trade Component Definitions

Version: 4.2

This Version:

http://www.fpml.org/spec/2005/wd-fpml-4-2-2005-10-12

Latest Version:

http://www.fpml.org/spec/2005/wd-fpml-4-2-2005-10-12

Previous Version:

http://www.fpml.org/spec/2005/wd-fpml-4-2-2005-05-04/

Errata for this Version:

http://www.fpml.org/spec/errata/wd-fpml-4-2-2005-10-12-errata.html

Document built: Tue 10/11/2005 12:44:44.90


Copyright (c) 1999 - 2005 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license



The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

Contents

Global Elements
quotableFxSingleLeg
quotableProduct

Global Complex Types
AcceptQuote
QuotableFxLeg
QuotableFxRate
QuotablePayment
QuotableProduct
QuoteAcceptanceConfirmed
QuoteAlreadyExpired
QuoteUpdated
RequestQuote
RequestQuoteResponse

Global Simple Types

Schema Listing

Global Elements

quotableFxSingleLeg

Description:

Figure:

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Contents:

Element quotableFxSingleLeg is defined by the complex type QuotableFxLeg

Used by:

Schema Fragment: 

<xsd:element name="quotableFxSingleLeg" type="QuotableFxLeg" substitutionGroup="quotableProduct"/>

quotableProduct

Description:

Figure:

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Contents:

Element quotableProduct is defined by the complex type QuotableProduct

Used by:

Substituted by:

Schema Fragment: 

<xsd:element name="quotableProduct" type="QuotableProduct" abstract="true"/>

Global Complex Types

AcceptQuote

Description:

Figure:

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Contents:

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

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

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

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="AcceptQuote">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

QuotableFxLeg

Description:

A type that represents a single exchange of one currency for another that may be quoted on. The definition allows currency amounts to be absent and does not include an exchange rate.

Figure:

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Contents:

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

exchangedCurrency (zero or one occurrence; of the type QuotablePayment)

exchangeRate (exactly one occurrence; of the type QuotableFxRate)

nonDeliverableForward (zero or one occurrence; of the type FxCashSettlement)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="QuotableFxLeg">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that represents a single exchange of one currency for
      another that may be quoted on. The definition allows currency
      amounts to be absent and does not include an exchange rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="QuotableProduct">
      <xsd:sequence>
        <xsd:element name="exchangedCurrency" type="QuotablePayment" minOccurs="0"/>
        <xsd:element name="exchangeRate" type="QuotableFxRate"/>
        <xsd:element name="nonDeliverableForward" type="FxCashSettlement" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Used to describe a particular type of FX forward
              transaction that is settled in a single currency.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

QuotableFxRate

Description:

Figure:

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Contents:

quotedCurrencyPair (exactly one occurrence; of the type QuotedCurrencyPair)

Used by:

Schema Fragment: 

<xsd:complexType name="QuotableFxRate">
  <xsd:sequence>
    <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
  </xsd:sequence>
</xsd:complexType>

QuotablePayment

Description:

A type for defining payments

Figure:

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Contents:

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

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

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

paymentDate (zero or one occurrence; of the type AdjustableDate)

Used by:

Schema Fragment: 

<xsd:complexType name="QuotablePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining payments
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="payerPartyReference" type="Reference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="receiverPartyReference" type="Reference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentAmount" type="Money" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The currency amount of the payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The payment date. This date is subject to adjustment in
          accordance with any applicable business day convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

QuotableProduct

Description:

The abstract base class for all product definitions for pre-trade quotation

Figure:

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Contents:

productType (zero or one occurrence; of the type ProductType)

productId (zero or more occurrences; of the type ProductId)

Used by:

Derived Types:

Schema Fragment: 

<xsd:complexType name="QuotableProduct" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The abstract base class for all product definitions for pre-trade
      quotation
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="productType" type="ProductType" minOccurs="0"/>
    <xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

QuoteAcceptanceConfirmed

Description:

Figure:

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Contents:

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

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

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

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="QuoteAcceptanceConfirmed">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

QuoteAlreadyExpired

Description:

Figure:

No SVG plugin installed

Contents:

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

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="QuoteAlreadyExpired">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage"/>
  </xsd:complexContent>
</xsd:complexType>

QuoteUpdated

Description:

Figure:

No SVG plugin installed

Contents:

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

quotableProduct (one or more occurrences; of the type QuotableProduct)

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

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="QuoteUpdated">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

RequestQuote

Description:

Figure:

No SVG plugin installed

Contents:

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

quotableProduct (one or more occurrences; of the type QuotableProduct)

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

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="RequestQuote">
  <xsd:complexContent>
    <xsd:extension base="RequestMessage">
      <xsd:sequence>
        <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

RequestQuoteResponse

Description:

Figure:

No SVG plugin installed

Contents:

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

product (one or more occurrences; of the type Product)

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

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="RequestQuoteResponse">
  <xsd:complexContent>
    <xsd:extension base="ResponseMessage">
      <xsd:sequence>
        <xsd:element ref="product" maxOccurs="unbounded"/>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </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-shared-4-2.xsd"/>
  <xsd:complexType name="AcceptQuote">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuotableFxLeg">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that represents a single exchange of one currency for
        another that may be quoted on. The definition allows currency
        amounts to be absent and does not include an exchange rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="QuotableProduct">
        <xsd:sequence>
          <xsd:element name="exchangedCurrency" type="QuotablePayment" minOccurs="0"/>
          <xsd:element name="exchangeRate" type="QuotableFxRate"/>
          <xsd:element name="nonDeliverableForward" type="FxCashSettlement" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Used to describe a particular type of FX forward
                transaction that is settled in a single currency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuotableFxRate">
    <xsd:sequence>
      <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="QuotablePayment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining payments
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="payerPartyReference" type="Reference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="receiverPartyReference" type="Reference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="paymentAmount" type="Money" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The currency amount of the payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The payment date. This date is subject to adjustment in
            accordance with any applicable business day convention.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="QuotableProduct" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The abstract base class for all product definitions for
        pre-trade quotation
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="productType" type="ProductType" minOccurs="0"/>
      <xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="QuoteAcceptanceConfirmed">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuoteAlreadyExpired">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage"/>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="QuoteUpdated">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestQuote">
    <xsd:complexContent>
      <xsd:extension base="RequestMessage">
        <xsd:sequence>
          <xsd:element ref="quotableProduct" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" minOccurs="0" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RequestQuoteResponse">
    <xsd:complexContent>
      <xsd:extension base="ResponseMessage">
        <xsd:sequence>
          <xsd:element ref="product" maxOccurs="unbounded"/>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:element name="quotableFxSingleLeg" type="QuotableFxLeg" substitutionGroup="quotableProduct"/>
  <xsd:element name="quotableProduct" type="QuotableProduct" abstract="true"/>
</xsd:schema>