# FpML 4.2 Trial Recommendation

## 10 September 2021

## Cashflow Matching Component Definitions

### Version: 4.2

### This Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Latest Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Previous Version:

> https://www.fpml.org/spec/fpml-4-2-12-rec-2/

### Errata for this Version:

> http://www.fpml.org/spec/errata/fpml-4-2-13-tr-6-errata.html

Document built: Thu 09/09/2021 16:55:39.02

Copyright (c) 1999 - 2006 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.html

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 Simple Types
  Global Complex Types
    AllegedCashflow
    AssertedCashflow
    CalculationDetails
    CancelTradeCashflows
    CashflowCalculationElements
    CashflowCalculationPeriod
    CashflowFixing
    CashflowFixingReference
    CashflowId
    CashflowNotional
    CashflowObservation
    CashflowObservationReference
    GrossCashflow
    MatchId
    PaymentId
    PaymentMatching
    StepReference
    TradeCashflowsAsserted
    TradeCashflowsId
    TradeCashflowsMatchResult
    TradeCashflowsProposedMatch
    TradeCashflowsStatus
    TradeDetails
    TradeIdentifyingItems
    TradeUnderlyer
    TradeUnderlyerReference
    UnderlyerReferenceUnits
  Global Elements
  Groups
    DefinitionAndCashflows.model
    IdAndTradeCashflows.model
    TradeCashflows.model
    TradeCashflowsDefinition.model
  Schema Listing

# Global Simple Types

The schema does not contain any global simple types.

# Global Complex Types

## AllegedCashflow

### Description:

### Figure:

### Contents:

asOfDate (zero or one occurrence; of the type xsd:dateTime)

- The date and time at which the set of cashflows was defined.

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by the party asserting the set of cashflows to be reconciled.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

### Used by:

- TradeCashflowsMatchResult/allegedCashflow

### Schema Fragment:

    <xsd:complexType name="AllegedCashflow">
      <xsd:sequence>
        <xsd:group ref="DefinitionAndCashflows.model"/>
      </xsd:sequence>
    </xsd:complexType>

## AssertedCashflow

### Description:

A type that defines a cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.

### Figure:

### Contents:

asOfDate (zero or one occurrence; of the type xsd:dateTime)

- The date and time at which the set of cashflows was defined.

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by the party asserting the set of cashflows to be reconciled.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

### Used by:

- TradeCashflowsMatchResult/assertedCashflow

### Schema Fragment:

    <xsd:complexType name="AssertedCashflow">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type that defines a cashflow (or set of cashflows for
          cross-currency swap) asserted by one of the parties.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="DefinitionAndCashflows.model"/>
      </xsd:sequence>
    </xsd:complexType>

## CalculationDetails

### Description:

A cashflow component with optional calculation details that explain how the cashflow amount was computed.

### Figure:

### Contents:

grossCashflow (zero or one occurrence; of the type GrossCashflow)

- Payment details of this cash flow component, including currency, amount and payer/payee.

observationElements (zero or more occurrences; of the type CashflowObservation)

- The underlyer rate or price observation(s) used to compute the amount of this cashflow component.

calculationElements (zero or one occurrence; of the type CashflowCalculationElements)

### Used by:

- PaymentMatching/calculationDetails

### Schema Fragment:

    <xsd:complexType name="CalculationDetails">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A cashflow component with optional calculation details that
          explain how the cashflow amount was computed.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="grossCashflow" type="GrossCashflow" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Payment details of this cash flow component, including
              currency, amount and payer/payee.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="observationElements" type="CashflowObservation" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The underlyer rate or price observation(s) used to compute
              the amount of this cashflow component.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculationElements" type="CashflowCalculationElements" minOccurs="0"/>
      </xsd:sequence>
    </xsd:complexType>

## CancelTradeCashflows

### Description:

Message for cancellation of payments to be reconciled. A message sent to indicate that previously asserted TradeCashFlows are no longer in effect. For example, this may be caused by a trade's being terminated or assigned after a TradeCashflowsAsserted message has been sent but before the payment date.

### 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.

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by either party to a set of cashflows.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

matchId (zero or one occurrence; of the type MatchId)

- A unique identifier assigned by matching service to each set of matched cashflows.

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="CancelTradeCashflows">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Message for cancellation of payments to be reconciled. A message
          sent to indicate that previously asserted TradeCashFlows are no
          longer in effect. For example, this may be caused by a trade's
          being terminated or assigned after a TradeCashflowsAsserted
          message has been sent but before the payment date.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="NotificationMessage">
          <xsd:sequence>
            <xsd:group ref="IdAndTradeCashflows.model"/>
            <xsd:element name="matchId" type="MatchId" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A unique identifier assigned by matching service to each
                  set of matched cashflows.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <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>

## CashflowCalculationElements

### Description:

### Figure:

### Contents:

numberOfUnits (zero or one occurrence; of the type UnderlyerReferenceUnits)

notional (zero or one occurrence; of the type CashflowNotional)

- Identifies the notional in effect for this calculation period.

underlyer (zero or more occurrences; of the type TradeUnderlyer)

- The underlyer(s) used to calculate the amount of this cashflow component. The underlyer(s) will remain unaltered from the values specified in the underlying transaction (i.e. the Fixed Rate on a Credit Default Swap).

calculatedRate (zero or more occurrences; of the type CashflowFixing)

- The computed rate(s) or price(s) used to calculate the amount of this cashflow component. These computed rates or prices may include averaging and/or various types of rate treatment rules.

calculationPeriod (zero or more occurrences; of the type CashflowCalculationPeriod)

- The period details for calculation/accrual periods that comprise this cashflow component.

### Used by:

- CalculationDetails/calculationElements

### Schema Fragment:

    <xsd:complexType name="CashflowCalculationElements">
      <xsd:sequence>
        <xsd:element name="numberOfUnits" type="UnderlyerReferenceUnits" minOccurs="0"/>
        <xsd:element name="notional" type="CashflowNotional" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Identifies the notional in effect for this calculation
              period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyer" type="TradeUnderlyer" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The underlyer(s) used to calculate the amount of this
              cashflow component. The underlyer(s) will remain unaltered
              from the values specified in the underlying transaction (i.e.
              the Fixed Rate on a Credit Default Swap).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculatedRate" type="CashflowFixing" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The computed rate(s) or price(s) used to calculate the amount
              of this cashflow component. These computed rates or prices
              may include averaging and/or various types of rate treatment
              rules.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculationPeriod" type="CashflowCalculationPeriod" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The period details for calculation/accrual periods that
              comprise this cashflow component.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## CashflowCalculationPeriod

### Description:

The period calculation details for a calculation/accrual period. This will include information about the dates and duration of the accrual period, the rate fixing(s), the notional in effect, and the amount of the accrual.

### Figure:

### Contents:

calculatedRateReference (zero or more occurrences; of the type CashflowFixingReference)

- Reference to the fixing details defined somewhere in the document.

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

- Date that defines the beginning of the calculation period.

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

- Date that defines the end of the calculation period.

numberOfDays (zero or one occurrence; of the type xsd:positiveInteger)

- The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.

fixedRateStepReference (zero or one occurrence; of the type StepReference)

- Reference to the fixed rate schedule's step in order to identify the calculation period fixed rate.

dayCountFraction (zero or one occurrence; of the type DayCountFraction)

- The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.

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

- The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.

compoundingMethod (zero or one occurrence; of the type CompoundingMethodEnum)

- If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount.

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

- The amount of payment accrued during this accrual period. This is required only when there are multiple calculation periods within the same cashflow component, for example when the calculation period is shorter than the payment period.

### Used by:

- CashflowCalculationElements/calculationPeriod

### Schema Fragment:

    <xsd:complexType name="CashflowCalculationPeriod">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The period calculation details for a calculation/accrual period.
          This will include information about the dates and duration of the
          accrual period, the rate fixing(s), the notional in effect, and
          the amount of the accrual.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="calculatedRateReference" type="CashflowFixingReference" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Reference to the fixing details defined somewhere in the
              document.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="adjustedStartDate" type="xsd:date" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Date that defines the beginning of the calculation period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="adjustedEndDate" type="xsd:date" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Date that defines the end of the calculation period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="numberOfDays" type="xsd:positiveInteger" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The number of days from the adjusted effective / start date
              to the adjusted termination / end date calculated in
              accordance with the applicable day count fraction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="fixedRateStepReference" type="StepReference" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Reference to the fixed rate schedule's step in order to
              identify the calculation period fixed rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="dayCountFraction" type="DayCountFraction" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The specification for how the number of days between two
              dates is calculated for purposes of calculation of a fixed or
              floating payment amount and the basis for how many days are
              assumed to be in a year. Day Count Fraction is an ISDA term.
              The equivalent AFB (Association Francaise de Banques) term is
              Calculation Basis.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="dayCountYearFraction" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The year fraction value of the calculation period, result of
              applying the ISDA rules for day count fraction defined in the
              ISDA Annex.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="compoundingMethod" type="CompoundingMethodEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              If more that one calculation period contributes to a single
              payment amount this element specifies whether compounding is
              applicable, and if so, what compounding method is to be used.
              This element must only be included when more that one
              calculation period contributes to a single payment amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="accruedAmount" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The amount of payment accrued during this accrual period.
              This is required only when there are multiple calculation
              periods within the same cashflow component, for example when
              the calculation period is shorter than the payment period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## CashflowFixing

### Description:

Details of the computation of a computed rate or price used to calculate the amount of a cashflow component. This computed rate or price may include averaging and/or various types of rate treatment rules. The details include all of the observations, the calculation parameters, and the resulting value.

### Figure:

### Contents:

observationReference (one or more occurrences; of the type CashflowObservationReference)

- Reference to the observation details of a particular rate observation.

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

- The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.

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

- A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).

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

- The ISDA Spread, if any, which applies for the calculation period. It also defines spread as price. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.

capValue (zero or more occurrences; of the type Strike)

- The cap rate or price, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.

floorValue (zero or more occurrences; of the type Strike)

- The floor rate or price, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.

Attribute: id (xsd:ID)

### Used by:

- CashflowCalculationElements/calculatedRate

### Schema Fragment:

    <xsd:complexType name="CashflowFixing">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Details of the computation of a computed rate or price used to
          calculate the amount of a cashflow component. This computed rate
          or price may include averaging and/or various types of rate
          treatment rules. The details include all of the observations, the
          calculation parameters, and the resulting value.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="observationReference" type="CashflowObservationReference" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Reference to the observation details of a particular rate
              observation.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculatedValue" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The value computed based on averaging the underlying
              observation and applying any spreads, multipliers, and cap
              and floors values. average or treated value computed based on
              the underlyer observations, following the calculation rules.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="multiplier" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A rate multiplier to apply to the floating rate. The
              multiplier can be a positive or negative decimal. This
              element should only be included if the multiplier is not
              equal to 1 (one).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="spread" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The ISDA Spread, if any, which applies for the calculation
              period. It also defines spread as price. The spread is a per
              annum rate, expressed as a decimal. For purposes of
              determining a calculation period amount, if positive the
              spread will be added to the floating rate and if negative the
              spread will be subtracted from the floating rate. A positive
              10 basis point (0.1%) spread would be represented as 0.001.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="capValue" type="Strike" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The cap rate or price, if any, which applies to the floating
              rate for the calculation period. The cap rate (strike) is
              only required where the floating rate on a swap stream is
              capped at a certain strike level. The cap rate is assumed to
              be exclusive of any spread and is a per annum rate, expressed
              as a decimal. A cap rate of 5% would be represented as 0.05.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="floorValue" type="Strike" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The floor rate or price, if any, which applies to the
              floating rate for the calculation period. The floor rate
              (strike) is only required where the floating rate on a swap
              stream is floored at a certain strike level. The floor rate
              is assumed to be exclusive of any spread and is a per annum
              rate, expressed as a decimal. The floor rate of 5% would be
              represented as 0.05.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>

## CashflowFixingReference

### Description:

A type defining a reference to a cash flow fixing component defined somewhere in the document.

### Figure:

### Contents:

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

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor is defined.

### Used by:

- CashflowCalculationPeriod/calculatedRateReference

### Extension of:

- Reference

### Schema Fragment:

    <xsd:complexType name="CashflowFixingReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type defining a reference to a cash flow fixing component
          defined somewhere in the document.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Reference"/>
      </xsd:complexContent>
    </xsd:complexType>

## CashflowId

### Description:

An identifier used to identify a single component cashflow.

### Figure:

### Contents:

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

Attribute: cashflowIdScheme (xsd:anyURI)

### Used by:

- GrossCashflow/cashflowId

### Schema Fragment:

    <xsd:complexType name="CashflowId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An identifier used to identify a single component cashflow.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:simpleContent>
        <xsd:extension base="xsd:normalizedString">
          <xsd:attribute name="cashflowIdScheme" type="xsd:anyURI"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>

## CashflowNotional

### Description:

The notional/principal value/quantity/volume used to compute the cashflow.

### Figure:

### Contents:

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

currency (exactly one occurrence; of the type Currency)

- The currency in which an amount is denominated.

Or

units (exactly one occurrence; of the type xsd:normalizedString)

- The units in which an amount (not monetary) is denominated.

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

- The quantity of notional (in currency or other units).

Attribute: id (xsd:ID)

### Used by:

- CashflowCalculationElements/notional
- TradeDetails/notional

### Schema Fragment:

    <xsd:complexType name="CashflowNotional">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The notional/principal value/quantity/volume used to compute the
          cashflow.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="currency" type="Currency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which an amount is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="units" type="xsd:normalizedString">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The units in which an amount (not monetary) is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:element name="amount" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The quantity of notional (in currency or other units).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>

## CashflowObservation

### Description:

An observation of a rate or a price of an underlyer used in the computation of a cash flow amount.

### Figure:

### Contents:

underlyerReference (exactly one occurrence; of the type TradeUnderlyerReference)

- The underlyer whose rate or price is observed. Reference to an underlyer defined within the calculationElements structure.

In cases where the underlying index is observed by observing the value of a specific security different from the index (typically a futures price), the specific security whose price was observed. For example, the underlying index might be NYMEX Crude Oil, and the underlying asset whose price is observed on a particular day might be CLU7. The index is specified via the underlyerReference, while the specific asset is specified via the underlyingAsset. underlyingAsset (zero or one occurrence; of the type Asset)

- Define the underlying asset when it is a listed security.

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

- The date when the rate is observed. Corresponds to adjustedFixingDate on the Interest Rate Derivatives subschema.

observedValue (zero or one occurrence; of the type BasicQuotation)

- The observed rate or price, together with descriptive information such as units.

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

- The factor used to weight the observation in computing a weighted average. This is typically based on the number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one observate date is established for a single calculation period. If omitted all observations are weighted equally. For Equity Derivatives Products it defines the basket percentage.

Attribute: id (xsd:ID) - optional

### Used by:

- CalculationDetails/observationElements

### Schema Fragment:

    <xsd:complexType name="CashflowObservation">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An observation of a rate or a price of an underlyer used in the
          computation of a cash flow amount.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="underlyerReference" type="TradeUnderlyerReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The underlyer whose rate or price is observed. Reference to
              an underlyer defined within the calculationElements
              structure.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="underlyingAsset" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              In cases where the underlying index is observed by observing
              the value of a specific security different from the index
              (typically a futures price), the specific security whose
              price was observed. For example, the underlying index might
              be NYMEX Crude Oil, and the underlying asset whose price is
              observed on a particular day might be CLU7. The index is
              specified via the underlyerReference, while the specific
              asset is specified via the underlyingAsset.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="observationDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date when the rate is observed. Corresponds to
              adjustedFixingDate on the Interest Rate Derivatives
              subschema.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="observedValue" type="BasicQuotation" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The observed rate or price, together with descriptive
              information such as units.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="weight" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The factor used to weight the observation in computing a
              weighted average. This is typically based on the number of
              days weighting to be associated with the rate observation,
              i.e. the number of days such rate is in effect. This is
              applicable in the case of a weighted average method of
              calculation where more than one observate date is established
              for a single calculation period. If omitted all observations
              are weighted equally. For Equity Derivatives Products it
              defines the basket percentage.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:attribute name="id" type="xsd:ID" use="optional"/>
    </xsd:complexType>

## CashflowObservationReference

### Description:

Reference to a cash flow obervation component.

### Figure:

### Contents:

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

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor is defined.

### Used by:

- CashflowFixing/observationReference

### Extension of:

- Reference

### Schema Fragment:

    <xsd:complexType name="CashflowObservationReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to a cash flow obervation component.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Reference"/>
      </xsd:complexContent>
    </xsd:complexType>

## GrossCashflow

### Description:

A payment component owed from one party to the other for the cash flow date. This payment component should by of only a single type, e.g. a fee or a cashflow from a cashflow stream.

### Figure:

### Contents:

cashflowId (exactly one occurrence; of the type CashflowId)

- Unique identifier for a cash flow.

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

- A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

- A reference to the party that receives the payments corresponding to this structure.

cashflowAmount (exactly one occurrence; of the type Money)

- Cash flow amount in a given currency to be paid/received.

cashflowType (zero or one occurrence; of the type CashflowType)

- Defines the type of cash flow. For instance, a type of fee, premium, principal exchange, leg fee.

### Used by:

- CalculationDetails/grossCashflow

### Schema Fragment:

    <xsd:complexType name="GrossCashflow">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A payment component owed from one party to the other for the cash
          flow date. This payment component should by of only a single
          type, e.g. a fee or a cashflow from a cashflow stream.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:sequence minOccurs="0">
          <xsd:element name="cashflowId" type="CashflowId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Unique identifier for a cash flow.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="cashflowAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Cash flow amount in a given currency to be paid/received.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:element name="cashflowType" type="CashflowType" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Defines the type of cash flow. For instance, a type of fee,
              premium, principal exchange, leg fee.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## MatchId

### Description:

An identifier used to identify matched cashflows.

### Figure:

### Contents:

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

Attribute: matchIdScheme (xsd:anyURI)

### Used by:

- CancelTradeCashflows/matchId
- TradeCashflowsAsserted/matchId
- TradeCashflowsProposedMatch/matchId

### Schema Fragment:

    <xsd:complexType name="MatchId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An identifier used to identify matched cashflows.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:simpleContent>
        <xsd:extension base="xsd:normalizedString">
          <xsd:attribute name="matchIdScheme" type="xsd:anyURI"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>

## PaymentId

### Description:

An identifier used to identify a matchable payment.

### Figure:

### Contents:

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

Attribute: paymentIdScheme (xsd:anyURI)

### Used by:

- PaymentMatching/identifier

### Schema Fragment:

    <xsd:complexType name="PaymentId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An identifier used to identify a matchable payment.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:simpleContent>
        <xsd:extension base="xsd:normalizedString">
          <xsd:attribute name="paymentIdScheme" type="xsd:anyURI"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>

## PaymentMatching

### Description:

A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details.

### Figure:

### Contents:

identifier (exactly one occurrence; of the type PaymentId)

- Unique identifier assigned by either party or matching service, as agreed, to a payment.

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

- A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

- A reference to the party that receives the payments corresponding to this structure.

paymentAmount (exactly one occurrence; of the type Money)

- Payment amount in a given currency to be paid/received.

calculationDetails (zero or more occurrences; of the type CalculationDetails)

- The set of cash flow components with calculations that comprise this payment.

### Used by:

### Schema Fragment:

    <xsd:complexType name="PaymentMatching">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A global type describing the payment exposed to the matching
          process, along with its gross component(s) and calculation
          details.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="identifier" type="PaymentId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Unique identifier assigned by either party or matching
              service, as agreed, to a payment.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:element name="paymentAmount" type="Money">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Payment amount in a given currency to be paid/received.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculationDetails" type="CalculationDetails" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The set of cash flow components with calculations that
              comprise this payment.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## StepReference

### Description:

Reference to a Schedule's Step.

### Figure:

### Contents:

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

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor is defined.

### Used by:

- CashflowCalculationPeriod/fixedRateStepReference

### Extension of:

- Reference

### Schema Fragment:

    <xsd:complexType name="StepReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to a Schedule's Step.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Reference"/>
      </xsd:complexContent>
    </xsd:complexType>

## TradeCashflowsAsserted

### Description:

Message for assertion of payments to be reconciled. Notification message that submits cashflows that need to be reconciled per payment date at the trade level.

### 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.

asOfDate (zero or one occurrence; of the type xsd:dateTime)

- The date and time at which the set of cashflows was defined.

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by the party asserting the set of cashflows to be reconciled.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

matchId (zero or one occurrence; of the type MatchId)

- A unique identifier assigned by either party, or matching service, as agreed, to each set of matched cashflows.

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="TradeCashflowsAsserted">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Message for assertion of payments to be reconciled. Notification
          message that submits cashflows that need to be reconciled per
          payment date at the trade level.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="NotificationMessage">
          <xsd:sequence>
            <xsd:group ref="TradeCashflowsDefinition.model"/>
            <xsd:group ref="TradeCashflows.model"/>
            <xsd:element name="matchId" type="MatchId" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A unique identifier assigned by either party, or matching
                  service, as agreed, to each set of matched cashflows.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <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>

## TradeCashflowsId

### Description:

An identifier used to identify the collection of cashflows for a particular trade on a particular day.

### Figure:

### Contents:

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

Attribute: tradeCashflowsIdScheme (xsd:anyURI)

### Used by:

### Schema Fragment:

    <xsd:complexType name="TradeCashflowsId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An identifier used to identify the collection of cashflows for a
          particular trade on a particular day.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:simpleContent>
        <xsd:extension base="xsd:normalizedString">
          <xsd:attribute name="tradeCashflowsIdScheme" type="xsd:anyURI"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>

## TradeCashflowsMatchResult

### Description:

Message for sending match results. Response message that returns the status of the set of cashflows (more than one in the case of cross-currency swaps) that have been reconciled.

### 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.

status (exactly one occurrence; of the type TradeCashflowsStatus)

- Reconciliation status of the set of cashflows.

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

allegedCashflow (exactly one occurrence; of the type AllegedCashflow)

- Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.

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="TradeCashflowsMatchResult">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Message for sending match results. Response message that returns
          the status of the set of cashflows (more than one in the case of
          cross-currency swaps) that have been reconciled.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="ResponseMessage">
          <xsd:sequence>
            <xsd:element name="status" type="TradeCashflowsStatus">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Reconciliation status of the set of cashflows.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:choice>
              <xsd:sequence>
                <xsd:element name="assertedCashflow" type="AssertedCashflow">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Cashflow (or set of cashflows for cross-currency
                      swap) asserted by one of the parties.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="proposedMatch" type="TradeCashflowsProposedMatch" minOccurs="0" maxOccurs="unbounded">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      "Other side's" cashflow that meets the minimimum
                      matching criteria and is proposed as match to the
                      cashflow that is being asserted.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
              <xsd:element name="allegedCashflow" type="AllegedCashflow">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Cashflow (or set of cashflows for cross-currency swap)
                    asserted by the "other side's" party.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:choice>
            <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>

## TradeCashflowsProposedMatch

### Description:

"Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cash flow that is being asserted.

### Figure:

### Contents:

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by either party to a set of cashflows.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

matchId (exactly one occurrence; of the type MatchId)

- A unique identifier assigned by the matching service to each set of matched cashflows.

difference (zero or more occurrences; of the type TradeDifference)

- A type used to record the details of a difference between two sides of a payment.

### Used by:

- TradeCashflowsMatchResult/proposedMatch

### Schema Fragment:

    <xsd:complexType name="TradeCashflowsProposedMatch">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          "Other side's" cashflow that meets the minimimum matching
          criteria and is proposed as match to the cash flow that is being
          asserted.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="IdAndTradeCashflows.model"/>
        <xsd:element name="matchId" type="MatchId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A unique identifier assigned by the matching service to each
              set of matched cashflows.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="difference" type="TradeDifference" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A type used to record the details of a difference between two
              sides of a payment.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## TradeCashflowsStatus

### Description:

An coding scheme used to describe the matching status of a TradeCashFlows element.

### Figure:

### Contents:

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

Attribute: tradeCashflowsStatusScheme (xsd:anyURI)

### Used by:

- TradeCashflowsMatchResult/status

### Schema Fragment:

    <xsd:complexType name="TradeCashflowsStatus">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An coding scheme used to describe the matching status of a
          TradeCashFlows element.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:simpleContent>
        <xsd:extension base="xsd:normalizedString">
          <xsd:attribute name="tradeCashflowsStatusScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>

## TradeDetails

### Description:

Summary trade economic details used to help identify a trade where no shared trade ID is available.

### Figure:

### Contents:

tradeDate (exactly one occurrence; of the type IdentifiedDate)

- The trade date.

effectiveDate (exactly one occurrence; of the type AdjustableDate2)

- The earliest of all the effective dates of all constituent streams.

terminationDate (exactly one occurrence; of the type AdjustableDate2)

- The latest of all of the termination dates of the constituent streams.

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

- A classification of the type of product. FpML does not define domain values for this element.

underlyer (zero or more occurrences; of the type TradeUnderlyer)

- The set of underlyers to the trade that can be used in computing the trade's cashflows. If this information is needed to identify the trade, all of the trade's underlyers should be specified, whether or not they figure into the cashflow calculation. Otherwise, only those underlyers used to compute this particular cashflow need be supplied.

notional (zero or more occurrences; of the type CashflowNotional)

- The notional or notionals in effect on the last day of the last calculation period in each stream.

### Used by:

- TradeIdentifyingItems/tradeDetails

### Schema Fragment:

    <xsd:complexType name="TradeDetails">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Summary trade economic details used to help identify a trade
          where no shared trade ID is available.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="tradeDate" type="IdentifiedDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trade date.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="effectiveDate" type="AdjustableDate2">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The earliest of all the effective dates of all constituent
              streams.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="terminationDate" type="AdjustableDate2">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The latest of all of the termination dates of the constituent
              streams.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="productType" type="ProductType" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A classification of the type of product. FpML does not define
              domain values for this element.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyer" type="TradeUnderlyer" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The set of underlyers to the trade that can be used in
              computing the trade's cashflows. If this information is
              needed to identify the trade, all of the trade's underlyers
              should be specified, whether or not they figure into the
              cashflow calculation. Otherwise, only those underlyers used
              to compute this particular cashflow need be supplied.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="notional" type="CashflowNotional" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The notional or notionals in effect on the last day of the
              last calculation period in each stream.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## TradeIdentifyingItems

### Description:

Data elements that can be used to identify the trade for which cashflows are being communicated. This includes both explicit trade identifiers and summary economic details.

### Figure:

### Contents:

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

- Structure defining one or more trade identifiers allocated to the trade by a party. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.

tradeDetails (zero or one occurrence; of the type TradeDetails)

- Structure that holds some trade-specific elements for identifying the trade only in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

### Used by:

### Schema Fragment:

    <xsd:complexType name="TradeIdentifyingItems">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Data elements that can be used to identify the trade for which
          cashflows are being communicated. This includes both explicit
          trade identifiers and summary economic details.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Structure defining one or more trade identifiers allocated to
              the trade by a party. It is expected that for external
              communication of trade there will be only one tradeId sent in
              the document per party.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="tradeDetails" type="TradeDetails" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Structure that holds some trade-specific elements for
              identifying the trade only in the case of trades that have
              not been negotiated through electronic platforms and for
              which the counterparty's trade ID has not been captured.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## TradeUnderlyer

### Description:

The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow. It can be an index, fixed rate, listed security, quoted currency pair, or a reference entity (for credit derivatives).

### Figure:

### Contents:

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

floatingRate (exactly one occurrence; of the type FloatingRate)

- A floating rate.

Or

fixedRate (exactly one occurrence; of the type Schedule)

- The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.

Or

Define the underlying asset when it is a listed security. underlyingAsset (exactly one occurrence; of the type Asset)

- Define the underlying asset when it is a listed security.

Or

referenceEntity (exactly one occurrence; of the type LegalEntity)

- The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity

Attribute: id (xsd:ID)

### Used by:

- CashflowCalculationElements/underlyer
- TradeDetails/underlyer

### Schema Fragment:

    <xsd:complexType name="TradeUnderlyer">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The underlying asset/index/reference price etc. whose rate/price
          may be observed to compute the value of the cashflow. It can be
          an index, fixed rate, listed security, quoted currency pair, or a
          reference entity (for credit derivatives).
        </xsd:documentation>
      </xsd:annotation>
      <xsd:choice>
        <xsd:element name="floatingRate" type="FloatingRate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A floating rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="fixedRate" type="Schedule">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The fixed rate or fixed rate schedule expressed as explicit
              fixed rates and dates. In the case of a schedule, the step
              dates may be subject to adjustment in accordance with any
              adjustments specified in calculationPeriodDatesAdjustments.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="underlyingAsset">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Define the underlying asset when it is a listed security.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="referenceEntity" type="LegalEntity">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The corporate or sovereign entity on which you are buying or
              selling protection and any successor that assumes all or
              substantially all of its contractual and other obligations.
              It is vital to use the correct legal name of the entity and
              to be careful not to choose a subsidiary if you really want
              to trade protection on a parent company. Please note,
              Reference Entities cannot be senior or subordinated. It is
              the obligations of the Reference Entities that can be senior
              or subordinated. ISDA 2003 Term: Reference Entity
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>

## TradeUnderlyerReference

### Description:

Reference to a trade underlyer component.

### Figure:

### Contents:

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

- Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor is defined.

### Used by:

- CashflowObservation/underlyerReference
- UnderlyerReferenceUnits/underlyerReference

### Extension of:

- Reference

### Schema Fragment:

    <xsd:complexType name="TradeUnderlyerReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to a trade underlyer component.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Reference"/>
      </xsd:complexContent>
    </xsd:complexType>

## UnderlyerReferenceUnits

### Description:

### Figure:

### Contents:

underlyerReference (exactly one occurrence; of the type TradeUnderlyerReference)

- Reference to the underlyer defined within the calculationElements structure.

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

- Amount of units.

### Used by:

- CashflowCalculationElements/numberOfUnits

### Schema Fragment:

    <xsd:complexType name="UnderlyerReferenceUnits">
      <xsd:sequence>
        <xsd:element name="underlyerReference" type="TradeUnderlyerReference">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Reference to the underlyer defined within the
              calculationElements structure.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="quantity" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Amount of units.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

# Global Elements

The schema does not contain any global elements.

# Groups

## DefinitionAndCashflows.model

### Description:

### Figure:

### Contents:

asOfDate (zero or one occurrence; of the type xsd:dateTime)

- The date and time at which the set of cashflows was defined.

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by the party asserting the set of cashflows to be reconciled.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

### Used by:

- AllegedCashflow
- AssertedCashflow

### Schema Fragment:

    <xsd:group name="DefinitionAndCashflows.model">
      <xsd:sequence>
        <xsd:group ref="TradeCashflowsDefinition.model"/>
        <xsd:group ref="TradeCashflows.model" minOccurs="0"/>
      </xsd:sequence>
    </xsd:group>

## IdAndTradeCashflows.model

### Description:

### Figure:

### Contents:

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by either party to a set of cashflows.

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

### Used by:

- CancelTradeCashflows
- TradeCashflowsProposedMatch

### Schema Fragment:

    <xsd:group name="IdAndTradeCashflows.model">
      <xsd:sequence>
        <xsd:element name="tradeCashflowsId" type="TradeCashflowsId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Unique identifier assigned by either party to a set of
              cashflows.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="TradeCashflows.model" minOccurs="0"/>
      </xsd:sequence>
    </xsd:group>

## TradeCashflows.model

### Description:

A group describing the cashflows owing on a particular adjustedPaymentDate for a specific trade.

### Figure:

### Contents:

tradeIdentifyingItems (exactly one occurrence; of the type TradeIdentifyingItems)

- Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.

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

- The adjusted date in which the payments are being paid/received.

payment (one or more occurrences; of the type PaymentMatching)

- Specifies the payment that is exposed to the matching process. Usually there will be a single payment but for cross-currency swaps a different payment per currency shall be provided.

### Used by:

- TradeCashflowsAsserted

### Schema Fragment:

    <xsd:group name="TradeCashflows.model">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A group describing the cashflows owing on a particular
          adjustedPaymentDate for a specific trade.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="tradeIdentifyingItems" type="TradeIdentifyingItems">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Structure that holds reference to the trade through the
              tradeId and optionally some trade-specific elements for
              identifying the trade in the case of trades that have not
              been negotiated through electronic platforms and for which
              the counterparty's trade ID has not been captured.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="adjustedPaymentDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The adjusted date in which the payments are being
              paid/received.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="payment" type="PaymentMatching" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the payment that is exposed to the matching
              process. Usually there will be a single payment but for
              cross-currency swaps a different payment per currency shall
              be provided.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:group>

## TradeCashflowsDefinition.model

### Description:

### Figure:

### Contents:

asOfDate (zero or one occurrence; of the type xsd:dateTime)

- The date and time at which the set of cashflows was defined.

tradeCashflowsId (exactly one occurrence; of the type TradeCashflowsId)

- Unique identifier assigned by the party asserting the set of cashflows to be reconciled.

### Used by:

- TradeCashflowsAsserted

### Schema Fragment:

    <xsd:group name="TradeCashflowsDefinition.model">
      <xsd:sequence>
        <xsd:element name="asOfDate" type="xsd:dateTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The date and time at which the set of cashflows was defined.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="tradeCashflowsId" type="TradeCashflowsId">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Unique identifier assigned by the party asserting the set of
              cashflows to be reconciled.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:group>

# Full XML Schema

    <xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1360 $">
      <xsd:include schemaLocation="fpml-msg-4-2.xsd"/>
      <xsd:include schemaLocation="fpml-ird-4-2.xsd"/>
      <xsd:include schemaLocation="fpml-valuation-base-4-2.xsd"/>
      <xsd:include schemaLocation="fpml-tradeexec-4-2.xsd"/>
      <xsd:complexType name="AllegedCashflow">
        <xsd:sequence>
          <xsd:group ref="DefinitionAndCashflows.model"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="AssertedCashflow">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type that defines a cashflow (or set of cashflows for
            cross-currency swap) asserted by one of the parties.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="DefinitionAndCashflows.model"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="CancelTradeCashflows">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Message for cancellation of payments to be reconciled. A
            message sent to indicate that previously asserted
            TradeCashFlows are no longer in effect. For example, this may
            be caused by a trade's being terminated or assigned after a
            TradeCashflowsAsserted message has been sent but before the
            payment date.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="NotificationMessage">
            <xsd:sequence>
              <xsd:group ref="IdAndTradeCashflows.model"/>
              <xsd:element name="matchId" type="MatchId" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    A unique identifier assigned by matching service to
                    each set of matched cashflows.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <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="CalculationDetails">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A cashflow component with optional calculation details that
            explain how the cashflow amount was computed.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="grossCashflow" type="GrossCashflow" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Payment details of this cash flow component, including
                currency, amount and payer/payee.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="observationElements" type="CashflowObservation" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The underlyer rate or price observation(s) used to compute
                the amount of this cashflow component.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="calculationElements" type="CashflowCalculationElements" minOccurs="0"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="CashflowCalculationElements">
        <xsd:sequence>
          <xsd:element name="numberOfUnits" type="UnderlyerReferenceUnits" minOccurs="0"/>
          <xsd:element name="notional" type="CashflowNotional" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identifies the notional in effect for this calculation
                period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="underlyer" type="TradeUnderlyer" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The underlyer(s) used to calculate the amount of this
                cashflow component. The underlyer(s) will remain unaltered
                from the values specified in the underlying transaction
                (i.e. the Fixed Rate on a Credit Default Swap).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="calculatedRate" type="CashflowFixing" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The computed rate(s) or price(s) used to calculate the
                amount of this cashflow component. These computed rates or
                prices may include averaging and/or various types of rate
                treatment rules.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="calculationPeriod" type="CashflowCalculationPeriod" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The period details for calculation/accrual periods that
                comprise this cashflow component.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="CashflowCalculationPeriod">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The period calculation details for a calculation/accrual
            period. This will include information about the dates and
            duration of the accrual period, the rate fixing(s), the
            notional in effect, and the amount of the accrual.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="calculatedRateReference" type="CashflowFixingReference" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Reference to the fixing details defined somewhere in the
                document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="adjustedStartDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Date that defines the beginning of the calculation period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="adjustedEndDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Date that defines the end of the calculation period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="numberOfDays" type="xsd:positiveInteger" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The number of days from the adjusted effective / start date
                to the adjusted termination / end date calculated in
                accordance with the applicable day count fraction.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fixedRateStepReference" type="StepReference" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Reference to the fixed rate schedule's step in order to
                identify the calculation period fixed rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="dayCountFraction" type="DayCountFraction" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The specification for how the number of days between two
                dates is calculated for purposes of calculation of a fixed
                or floating payment amount and the basis for how many days
                are assumed to be in a year. Day Count Fraction is an ISDA
                term. The equivalent AFB (Association Francaise de Banques)
                term is Calculation Basis.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="dayCountYearFraction" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The year fraction value of the calculation period, result
                of applying the ISDA rules for day count fraction defined
                in the ISDA Annex.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="compoundingMethod" type="CompoundingMethodEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                If more that one calculation period contributes to a single
                payment amount this element specifies whether compounding
                is applicable, and if so, what compounding method is to be
                used. This element must only be included when more that one
                calculation period contributes to a single payment amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="accruedAmount" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The amount of payment accrued during this accrual period.
                This is required only when there are multiple calculation
                periods within the same cashflow component, for example
                when the calculation period is shorter than the payment
                period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="CashflowFixing">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Details of the computation of a computed rate or price used to
            calculate the amount of a cashflow component. This computed
            rate or price may include averaging and/or various types of
            rate treatment rules. The details include all of the
            observations, the calculation parameters, and the resulting
            value.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="observationReference" type="CashflowObservationReference" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Reference to the observation details of a particular rate
                observation.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="calculatedValue" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The value computed based on averaging the underlying
                observation and applying any spreads, multipliers, and cap
                and floors values. average or treated value computed based
                on the underlyer observations, following the calculation
                rules.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="multiplier" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A rate multiplier to apply to the floating rate. The
                multiplier can be a positive or negative decimal. This
                element should only be included if the multiplier is not
                equal to 1 (one).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="spread" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The ISDA Spread, if any, which applies for the calculation
                period. It also defines spread as price. The spread is a
                per annum rate, expressed as a decimal. For purposes of
                determining a calculation period amount, if positive the
                spread will be added to the floating rate and if negative
                the spread will be subtracted from the floating rate. A
                positive 10 basis point (0.1%) spread would be represented
                as 0.001.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="capValue" type="Strike" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The cap rate or price, if any, which applies to the
                floating rate for the calculation period. The cap rate
                (strike) is only required where the floating rate on a swap
                stream is capped at a certain strike level. The cap rate is
                assumed to be exclusive of any spread and is a per annum
                rate, expressed as a decimal. A cap rate of 5% would be
                represented as 0.05.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="floorValue" type="Strike" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The floor rate or price, if any, which applies to the
                floating rate for the calculation period. The floor rate
                (strike) is only required where the floating rate on a swap
                stream is floored at a certain strike level. The floor rate
                is assumed to be exclusive of any spread and is a per annum
                rate, expressed as a decimal. The floor rate of 5% would be
                represented as 0.05.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
      <xsd:complexType name="CashflowFixingReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type defining a reference to a cash flow fixing component
            defined somewhere in the document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Reference"/>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="CashflowId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An identifier used to identify a single component cashflow.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="cashflowIdScheme" type="xsd:anyURI"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
      <xsd:complexType name="CashflowNotional">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The notional/principal value/quantity/volume used to compute
            the cashflow.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="currency" type="Currency">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The currency in which an amount is denominated.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="units" type="xsd:normalizedString">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The units in which an amount (not monetary) is
                  denominated.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="amount" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The quantity of notional (in currency or other units).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
      <xsd:complexType name="CashflowObservation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An observation of a rate or a price of an underlyer used in the
            computation of a cash flow amount.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="underlyerReference" type="TradeUnderlyerReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The underlyer whose rate or price is observed. Reference to
                an underlyer defined within the calculationElements
                structure.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="underlyingAsset" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                In cases where the underlying index is observed by
                observing the value of a specific security different from
                the index (typically a futures price), the specific
                security whose price was observed. For example, the
                underlying index might be NYMEX Crude Oil, and the
                underlying asset whose price is observed on a particular
                day might be CLU7. The index is specified via the
                underlyerReference, while the specific asset is specified
                via the underlyingAsset.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="observationDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date when the rate is observed. Corresponds to
                adjustedFixingDate on the Interest Rate Derivatives
                subschema.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="observedValue" type="BasicQuotation" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The observed rate or price, together with descriptive
                information such as units.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="weight" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The factor used to weight the observation in computing a
                weighted average. This is typically based on the number of
                days weighting to be associated with the rate observation,
                i.e. the number of days such rate is in effect. This is
                applicable in the case of a weighted average method of
                calculation where more than one observate date is
                established for a single calculation period. If omitted all
                observations are weighted equally. For Equity Derivatives
                Products it defines the basket percentage.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID" use="optional"/>
      </xsd:complexType>
      <xsd:complexType name="CashflowObservationReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to a cash flow obervation component.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Reference"/>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="GrossCashflow">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A payment component owed from one party to the other for the
            cash flow date. This payment component should by of only a
            single type, e.g. a fee or a cashflow from a cashflow stream.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:sequence minOccurs="0">
            <xsd:element name="cashflowId" type="CashflowId">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Unique identifier for a cash flow.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:group ref="PayerReceiver.model"/>
            <xsd:element name="cashflowAmount" type="Money">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Cash flow amount in a given currency to be paid/received.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:element name="cashflowType" type="CashflowType" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Defines the type of cash flow. For instance, a type of fee,
                premium, principal exchange, leg fee.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="MatchId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An identifier used to identify matched cashflows.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="matchIdScheme" type="xsd:anyURI"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
      <xsd:complexType name="PaymentId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An identifier used to identify a matchable payment.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="paymentIdScheme" type="xsd:anyURI"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
      <xsd:complexType name="PaymentMatching">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A global type describing the payment exposed to the matching
            process, along with its gross component(s) and calculation
            details.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="identifier" type="PaymentId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Unique identifier assigned by either party or matching
                service, as agreed, to a payment.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="paymentAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Payment amount in a given currency to be paid/received.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="calculationDetails" type="CalculationDetails" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The set of cash flow components with calculations that
                comprise this payment.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="StepReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to a Schedule's Step.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Reference"/>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="TradeCashflowsAsserted">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Message for assertion of payments to be reconciled.
            Notification message that submits cashflows that need to be
            reconciled per payment date at the trade level.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="NotificationMessage">
            <xsd:sequence>
              <xsd:group ref="TradeCashflowsDefinition.model"/>
              <xsd:group ref="TradeCashflows.model"/>
              <xsd:element name="matchId" type="MatchId" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    A unique identifier assigned by either party, or
                    matching service, as agreed, to each set of matched
                    cashflows.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <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="TradeCashflowsId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An identifier used to identify the collection of cashflows for
            a particular trade on a particular day.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="tradeCashflowsIdScheme" type="xsd:anyURI"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
      <xsd:complexType name="TradeCashflowsMatchResult">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Message for sending match results. Response message that
            returns the status of the set of cashflows (more than one in
            the case of cross-currency swaps) that have been reconciled.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="ResponseMessage">
            <xsd:sequence>
              <xsd:element name="status" type="TradeCashflowsStatus">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Reconciliation status of the set of cashflows.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:choice>
                <xsd:sequence>
                  <xsd:element name="assertedCashflow" type="AssertedCashflow">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        Cashflow (or set of cashflows for cross-currency
                        swap) asserted by one of the parties.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                  <xsd:element name="proposedMatch" type="TradeCashflowsProposedMatch" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                      <xsd:documentation xml:lang="en">
                        "Other side's" cashflow that meets the minimimum
                        matching criteria and is proposed as match to the
                        cashflow that is being asserted.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                </xsd:sequence>
                <xsd:element name="allegedCashflow" type="AllegedCashflow">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Cashflow (or set of cashflows for cross-currency
                      swap) asserted by the "other side's" party.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:choice>
              <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="TradeCashflowsProposedMatch">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            "Other side's" cashflow that meets the minimimum matching
            criteria and is proposed as match to the cash flow that is
            being asserted.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="IdAndTradeCashflows.model"/>
          <xsd:element name="matchId" type="MatchId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A unique identifier assigned by the matching service to
                each set of matched cashflows.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="difference" type="TradeDifference" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A type used to record the details of a difference between
                two sides of a payment.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="TradeCashflowsStatus">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An coding scheme used to describe the matching status of a
            TradeCashFlows element.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="tradeCashflowsStatusScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
      <xsd:complexType name="TradeDetails">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Summary trade economic details used to help identify a trade
            where no shared trade ID is available.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="tradeDate" type="IdentifiedDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The trade date.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="effectiveDate" type="AdjustableDate2">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The earliest of all the effective dates of all constituent
                streams.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="terminationDate" type="AdjustableDate2">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The latest of all of the termination dates of the
                constituent streams.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="productType" type="ProductType" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A classification of the type of product. FpML does not
                define domain values for this element.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="underlyer" type="TradeUnderlyer" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The set of underlyers to the trade that can be used in
                computing the trade's cashflows. If this information is
                needed to identify the trade, all of the trade's underlyers
                should be specified, whether or not they figure into the
                cashflow calculation. Otherwise, only those underlyers used
                to compute this particular cashflow need be supplied.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="notional" type="CashflowNotional" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The notional or notionals in effect on the last day of the
                last calculation period in each stream.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="TradeIdentifyingItems">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Data elements that can be used to identify the trade for which
            cashflows are being communicated. This includes both explicit
            trade identifiers and summary economic details.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Structure defining one or more trade identifiers allocated
                to the trade by a party. It is expected that for external
                communication of trade there will be only one tradeId sent
                in the document per party.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="tradeDetails" type="TradeDetails" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Structure that holds some trade-specific elements for
                identifying the trade only in the case of trades that have
                not been negotiated through electronic platforms and for
                which the counterparty's trade ID has not been captured.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="TradeUnderlyer">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The underlying asset/index/reference price etc. whose
            rate/price may be observed to compute the value of the
            cashflow. It can be an index, fixed rate, listed security,
            quoted currency pair, or a reference entity (for credit
            derivatives).
          </xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
          <xsd:element name="floatingRate" type="FloatingRate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A floating rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fixedRate" type="Schedule">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The fixed rate or fixed rate schedule expressed as explicit
                fixed rates and dates. In the case of a schedule, the step
                dates may be subject to adjustment in accordance with any
                adjustments specified in calculationPeriodDatesAdjustments.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="underlyingAsset">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Define the underlying asset when it is a listed security.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="referenceEntity" type="LegalEntity">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The corporate or sovereign entity on which you are buying
                or selling protection and any successor that assumes all or
                substantially all of its contractual and other obligations.
                It is vital to use the correct legal name of the entity and
                to be careful not to choose a subsidiary if you really want
                to trade protection on a parent company. Please note,
                Reference Entities cannot be senior or subordinated. It is
                the obligations of the Reference Entities that can be
                senior or subordinated. ISDA 2003 Term: Reference Entity
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:complexType>
      <xsd:complexType name="TradeUnderlyerReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to a trade underlyer component.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Reference"/>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="UnderlyerReferenceUnits">
        <xsd:sequence>
          <xsd:element name="underlyerReference" type="TradeUnderlyerReference">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Reference to the underlyer defined within the
                calculationElements structure.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="quantity" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Amount of units.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:group name="DefinitionAndCashflows.model">
        <xsd:sequence>
          <xsd:group ref="TradeCashflowsDefinition.model"/>
          <xsd:group ref="TradeCashflows.model" minOccurs="0"/>
        </xsd:sequence>
      </xsd:group>
      <xsd:group name="IdAndTradeCashflows.model">
        <xsd:sequence>
          <xsd:element name="tradeCashflowsId" type="TradeCashflowsId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Unique identifier assigned by either party to a set of
                cashflows.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="TradeCashflows.model" minOccurs="0"/>
        </xsd:sequence>
      </xsd:group>
      <xsd:group name="TradeCashflows.model">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A group describing the cashflows owing on a particular
            adjustedPaymentDate for a specific trade.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="tradeIdentifyingItems" type="TradeIdentifyingItems">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Structure that holds reference to the trade through the
                tradeId and optionally some trade-specific elements for
                identifying the trade in the case of trades that have not
                been negotiated through electronic platforms and for which
                the counterparty's trade ID has not been captured.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="adjustedPaymentDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The adjusted date in which the payments are being
                paid/received.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="payment" type="PaymentMatching" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Specifies the payment that is exposed to the matching
                process. Usually there will be a single payment but for
                cross-currency swaps a different payment per currency shall
                be provided.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:group>
      <xsd:group name="TradeCashflowsDefinition.model">
        <xsd:sequence>
          <xsd:element name="asOfDate" type="xsd:dateTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The date and time at which the set of cashflows was
                defined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="tradeCashflowsId" type="TradeCashflowsId">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Unique identifier assigned by the party asserting the set
                of cashflows to be reconciled.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:group>
    </xsd:schema>