http://www.fpml.org/2007/FpML-4-4

Namespace - http://www.fpml.org/2007/FpML-4-4 (fpml)	Generated using Liquid XML Studio by Liquid Technologies Ltd
	Financial products Markup Language (FpML®)

Schemas	fpml-allocation-4-4.xsd fpml-asset-4-4.xsd fpml-bond-option-4-4.xsd fpml-cd-4-4.xsd fpml-confirmation-4-4.xsd fpml-contract-notification-4-4.xsd fpml-correlation-swaps-4-4.xsd fpml-credit-event-notification-4-4.xsd fpml-dividend-swaps-4-4.xsd fpml-doc-4-4.xsd fpml-enum-4-4.xsd fpml-eqd-4-4.xsd fpml-eq-shared-4-4.xsd fpml-fx-4-4.xsd fpml-ird-4-4.xsd fpml-loan-4-4.xsd fpml-main-4-4.xsd fpml-matching-status-4-4.xsd fpml-mktenv-4-4.xsd fpml-msg-4-4.xsd fpml-option-shared-4-4.xsd fpml-posttrade-4-4.xsd fpml-posttrade-confirmation-4-4.xsd fpml-posttrade-execution-4-4.xsd fpml-posttrade-negotiation-4-4.xsd fpml-pretrade-4-4.xsd fpml-reconciliation-4-4.xsd fpml-reporting-4-4.xsd fpml-return-swaps-4-4.xsd fpml-riskdef-4-4.xsd fpml-shared-4-4.xsd fpml-tradeexec-4-4.xsd fpml-trade-notification-4-4.xsd fpml-valuation-4-4.xsd fpml-variance-swaps-4-4.xsd
Attribute Groups	VersionAttributes.atts
Complex Types	AcceptQuote Account AccountId AccountReference ActualPrice AdditionalData AdditionalDisruptionEvents AdditionalFixedPayments AdditionalPaymentAmount AdditionalTerm Address AdjustableDate AdjustableDate2 AdjustableDateOrRelativeDateSequence AdjustableDates AdjustableDatesOrRelativeDateOffset AdjustableOrRelativeAndAdjustedDate AdjustableOrRelativeDate AdjustableOrRelativeDates AdjustableRelativeOrPeriodicDates AdjustedPaymentDates AdjustedRelativeDateOffset AffectedTransactions AllegedCashflow Allocation AllocationAmended AllocationCancelled AllocationCreated Allocations AllocationTradeIdentifier Amendment AmendmentConfirmed AmericanExercise AmountReference AmountSchedule AnyAssetReference Approval Approvals Asian AssertedCashflow AssertedPosition Asset AssetMeasureType AssetOrTermPointOrPricingStructureReference AssetPool AssetReference AssetValuation AutomaticExercise AveragingPeriod AveragingSchedule BankruptcyEvent Barrier BasicAssetValuation BasicQuotation Basket BasketConstituent BasketId BasketName BasketReferenceInformation Beneficiary BermudaExercise BestFitTrade BlockTradeIdentifier Bond BondOption BondOptionStrike BondReference BoundedCorrelation BoundedVariance BrokerConfirmation BrokerConfirmationType BrokerEquityOption BulletPayment BusinessCenter BusinessCenters BusinessCentersReference BusinessCenterTime BusinessDateRange BusinessDayAdjustments BusinessDayAdjustmentsReference CalculatedAmount Calculation CalculationAgent CalculationAmount CalculationDetails CalculationFromObservation CalculationPeriod CalculationPeriodAmount CalculationPeriodDates CalculationPeriodDatesReference CalculationPeriodFrequency CalendarSpread CancelableProvision CancelableProvisionAdjustedDates CancellationEvent CancelTradeCashflows CancelTradeConfirmation CancelTradeMatch CapFloor Cash CashflowCalculationElements CashflowCalculationPeriod CashflowFixing CashflowFixingReference CashflowId CashflowNotional CashflowObservation CashflowObservationReference Cashflows CashflowType CashPriceMethod CashSettlement CashSettlementPaymentDate CashSettlementReferenceBanks CashSettlementTerms ChangeContract ChangeContractSize ClassifiedPayment ClearanceSystem Collateral Commission Composite Compounding CompoundingFrequency CompoundingRate ConfirmationCancelled ConfirmTrade ConstituentWeight Contract ContractCancelled ContractCreated ContractFullTermination ContractFullTerminationCancelled ContractHeader ContractId ContractIdentifier ContractIncreased ContractIncreasedCancelled ContractInformation ContractNovated ContractNovatedCancelled ContractNovation ContractPartialTermination ContractPartialTerminationCancelled ContractReference ContractReferenceMessage ContractTermination ContractualDefinitions ContractualMatrix ContractualSupplement ContractualTermsSupplement ConversationId ConvertibleBond Correlation CorrelationAmount CorrelationLeg CorrelationSwap CorrelationSwapOption CorrespondentInformation Country CouponType CreditCurve CreditCurveValuation CreditDefaultSwap CreditDefaultSwapOption CreditDerivativesNotices CreditEvent CreditEventNotice CreditEventNoticeDocument CreditEventNotification CreditEvents CreditEventsReference CreditOptionStrike CreditSeniority Currency CutName DataDocument DateList DateOffset DateRange DateReference DateRelativeToPaymentDates DateTimeList DayCountFraction DealIdentifier DefaultProbabilityCurve DefinePosition DeliverableObligations DenominatorTerm Deposit DeprecatedEquityLeg DeprecatedEquityLegValuation DeprecatedEquityLegValuationPrice DeprecatedEquityPaymentDates DeprecatedScheduledTerminationDate DeprecatedVariance DeprecatedVarianceAmount DeprecatedVarianceLeg DerivativeCalculationMethod DerivativeCalculationProcedure DerivativeFormula DerivedValuationScenario DeterminationMethod DirectionalLeg DirectionalLegUnderlyer DirectionalLegUnderlyerValuation Discounting DividendAdjustment DividendConditions DividendLeg DividendPaymentDate DividendPayout DividendPeriod DividendPeriodDividend DividendPeriodPayment DividendSwapTransactionSupplement DividendSwapTransactionSupplementOption Document Documentation DrawdownNotice DrawdownPayment EarlyTerminationEvent EarlyTerminationProvision Empty EntityId EntityName EntityType EquityAmericanExercise EquityAsset EquityBermudaExercise EquityCorporateEvents EquityDerivativeBase EquityDerivativeLongFormBase EquityDerivativeShortFormBase EquityEuropeanExercise EquityExerciseValuationSettlement EquityForward EquityMultipleExercise EquityOption EquityOptionTermination EquityOptionTransactionSupplement EquityPremium EquityStrike EquitySwapTransactionSupplement EquityValuation EuropeanExercise Event EventId ExchangeId ExchangeRate ExchangeTraded ExchangeTradedContract ExchangeTradedFund ExecutionDateTime Exercise ExerciseEvent ExerciseFee ExerciseFeeSchedule ExerciseNotice ExercisePeriod ExerciseProcedure ExpiryDateTime ExtendibleProvision ExtendibleProvisionAdjustedDates ExtensionEvent ExtraordinaryEvents FacilityCommitmentPosition FacilityIdentifier FacilityNotice FacilityRepayment FacilityType FailureToPay FailureToPayEvent FallbackReferencePrice FeaturePayment FeeAccrualPeriod FeeAccrualSchedule FeeLeg FinalCalculationPeriodDateAdjustment FirstPeriodStartDate FixedAmountCalculation FixedPaymentAmount FixedPaymentLeg FixedRate FixedRateReference FloatingAmountEvents FloatingAmountProvisions FloatingRate FloatingRateCalculation FloatingRateDefinition FloatingRateIndex ForecastRateIndex Formula FormulaComponent FormulaTerm ForwardRateCurve Fra FrequencyType Future FutureId FxAmericanTrigger FxAverageRateObservationDate FxAverageRateObservationSchedule FxAverageRateOption FxBarrier FxBarrierOption FxCashSettlement FxConversion FxCurve FxCurveValuation FxDigitalOption FxEuropeanTrigger FxFeature FxFixing FxFixingDate FxLeg FxLinkedNotionalAmount FxLinkedNotionalSchedule FxOptionLeg FxOptionPayout FxOptionPremium FxRate FxRateAsset FxRateSet FxSpotRateSource FxStrikePrice FxSwap FxTerms GeneralTerms GenericDimension GoverningLaw GracePeriodExtension GrossCashflow IdentifiedCurrency IdentifiedCurrencyReference IdentifiedDate IdentifiedPayerReceiver Increase IncreaseConfirmed IndependentAmount Index IndexAdjustmentEvents IndexAnnexSource IndexId IndexName IndexReferenceInformation InflationRateCalculation InformationProvider InformationSource InitialPayment InitialPortfolioDefinition InstrumentId InstrumentSet InterestAccrualPeriod InterestAccrualSchedule InterestAccrualsCompoundingMethod InterestAccrualsMethod InterestCalculation InterestCalculationReference InterestLeg InterestLegCalculationPeriodDates InterestLegCalculationPeriodDatesReference InterestLegResetDates InterestPayment InterestPaymentNotice InterestRatePeriod InterestRateStream InterestRateStreamReference InterestShortFall IntermediaryInformation InterpolationMethod Interval Knock Language Leg LegalEntity LegalEntityReference LegAmount LenderLoanContractPeriod LenderPositionPeriod Lien LinkId Loan LoanContract LoanContractIdentifier LoanContractNotice LoanContractPosition LoanContractRepayment LoanParticipation MainPublication MakeWholeAmount MakeWholeProvisions MandatoryEarlyTermination MandatoryEarlyTerminationAdjustedDates ManualExercise Market MarketDisruption MarketReference MasterAgreement MasterAgreementType MasterConfirmation MasterConfirmationType MatchId Math MatrixSource MatrixTerm MatrixType Message MessageAddress MessageHeader MessageId MessageRejected MimeType ModifyTradeConfirmation ModifyTradeMatch Money Mortgage MortgageSector MultiDimensionalPricingData MultipleExercise MultipleValuationDates MutualFund NettedSwapBase NonDeliverableSettlement NotDomesticCurrency NotificationMessage NotificationMessageHeader NotifyingParty Notional NotionalAmountReference NotionalStepRule NovateTrade Novation NovationAlleged NovationConfirmed NovationConsentGranted NovationConsentRefused NovationConsentRequest NovationMatched NovationNotificationMessage NovationRequestMessage NovationResponseMessage ObligationAccelerationEvent ObligationDefaultEvent Obligations ObservedRates Offset OneOffFeeNotice OneOffFeePayment OnGoingFeeNotice OnGoingFeePayment OptionalEarlyTermination OptionalEarlyTerminationAdjustedDates OptionBase OptionBaseExtended OptionFeature OptionFeatures OptionNumericStrike OptionStrike ParametricAdjustment ParametricAdjustmentPoint PartialExercise PartialTerminationAmount ParticipationAmount Party PartyId PartyMessageInformation PartyOrAccountReference PartyOrTradeSideReference PartyPortfolioName PartyReference PartyRole PartyTradeIdentifier PartyTradeIdentifiers PartyTradeInformation PassThrough PassThroughItem Payment PaymentCalculationPeriod PaymentCurrency PaymentDates PaymentDatesReference PaymentDetail PaymentId PaymentMatching PaymentRule PaymentType PCDeliverableObligationCharac PendingPayment PercentageRule PeriodicDates PeriodicPayment PerturbationType PhysicalSettlementPeriod PhysicalSettlementTerms PikPeriod Portfolio PortfolioDefinition PortfolioName PortfolioValuationItem Position PositionConstituent PositionId PositionMatchResult PositionMatchStatus PositionProposedMatch PositionReference PositionReport PositionsAcknowledged PositionsAsserted PositionsMatchResults Premium PremiumQuote PrePayment Price PriceQuoteUnits PriceSourceDisruption PricingDataPointCoordinate PricingDataPointCoordinateReference PricingInputReplacement PricingInputType PricingMethod PricingParameterDerivative PricingParameterDerivativeReference PricingParameterShift PricingStructure PricingStructurePoint PricingStructureReference PricingStructureValuation PrincipalExchange PrincipalExchangeAmount PrincipalExchangeDescriptions PrincipalExchangeFeatures PrincipalExchanges ProblemLocation Product ProductId ProductReference ProductType ProtectionTerms ProtectionTermsReference PubliclyAvailableInformation Quanto QueryParameter QueryParameterId QueryParameterOperator QueryPortfolio QuotableFxLeg QuotableFxRate QuotablePayment QuotableProduct Quotation QuotationCharacteristics QuoteAcceptanceConfirmed QuoteAlreadyExpired QuotedAs QuotedAssetSet QuotedCurrencyPair QuoteTiming QuoteUpdated Rate RateIndex RateObservation RatePeriod RateReference RateSourcePage Reason ReasonCode Reference ReferenceAmount ReferenceBank ReferenceBankId ReferenceInformation ReferenceObligation ReferencePair ReferencePool ReferencePoolItem ReferenceSwapCurve RelativeDateOffset RelativeDates RelativeDateSequence RelevantUnderlyingDateReference Repayment RepaymentConfirmationNotice RepaymentNotice ReportingRoles Representations RepudiationMoratoriumEvent RequestAllocation RequestAmendmentConfirmation RequestedPositions RequestIncreaseConfirmation RequestMessage RequestMessageHeader RequestNovationConfirmation RequestPortfolio RequestPositionReport RequestQuote RequestQuoteResponse RequestTerminationConfirmation RequestTradeConfirmation RequestTradeMatch RequestTradeStatus RequestValuationReport RequiredIdentifierDate ResetDates ResetDatesReference ResetFrequency Resource ResourceId ResourceLength ResponseMessage ResponseMessageHeader Restructuring RestructuringEvent RestructuringType Return ReturnLeg ReturnLegValuation ReturnLegValuationPrice ReturnSwap ReturnSwapAdditionalPayment ReturnSwapAmount ReturnSwapBase ReturnSwapEarlyTermination ReturnSwapLeg ReturnSwapLegUnderlyer ReturnSwapNotional ReturnSwapPaymentDates Rounding Routing RoutingExplicitDetails RoutingId RoutingIds RoutingIdsAndExplicitDetails Schedule ScheduledDate ScheduledDates ScheduledDateType ScheduledTerminationDate ScheduleReference Sensitivity SensitivityDefinition SensitivitySet SensitivitySetDefinition SensitivitySetReference SettledEntityMatrix SettlementInformation SettlementInstruction SettlementMethod SettlementPriceSource SettlementProvision SettlementRateOption SettlementRateSource SettlementTerms SettlementTermsReference SharedAmericanExercise SideRate SideRates SimpleCreditDefaultSwap SimpleFra SimpleIRSwap SimplePayment SinglePartyOption SinglePayment SingleUnderlyer SingleValuationDate SpecifiedCurrency SplitSettlement SpreadSchedule SpreadScheduleReference SpreadScheduleType StartingDate Step StepReference Strategy StrategyFeature StreetAddress Strike StrikeSchedule StrikeSpread Stub StubCalculationPeriod StubCalculationPeriodAmount StubValue Swap SwapAdditionalTerms SwapCurveValuation Swaption SwaptionAdjustedDates TermCurve TermDeposit Termination TerminationConfirmed TermPoint TimeDimension Trade TradeAffirmation TradeAffirmed TradeAlleged TradeAlreadyAffirmed TradeAlreadyCancelled TradeAlreadyConfirmed TradeAlreadyMatched TradeAlreadySubmitted TradeAlreadyTerminated TradeAmended TradeAmendment TradeAmendmentRequest TradeAmendmentResponse TradeCancelled TradeCashflowsAsserted TradeCashflowsId TradeCashflowsMatchResult TradeCashflowsProposedMatch TradeCashflowsStatus TradeConfirmed TradeCreated TradeDetails TradeDifference TradeErrorResponse TradeHeader TradeId TradeIdentifier TradeIdentifyingItems TradeIncreaseRequest TradeIncreaseResponse TradeMatched TradeMismatched TradeNotFound TradeNovated Trader TradeSide TradeStatus TradeStatusItem TradeStatusValue TradeTerminationRequest TradeTerminationResponse TradeUnderlyer TradeUnderlyerReference TradeUnmatched TradeValuationItem Tranche Trigger TriggerEvent Underlyer UnderlyerReferenceUnits UnderlyingAsset UnderlyingAssetTranche UnprocessedPosition Validation Valuation ValuationDate ValuationDocument ValuationPostponement ValuationReference ValuationReport Valuations ValuationScenario ValuationScenarioReference ValuationSet ValuationSetDetail Variance VarianceAmount VarianceLeg VarianceSwap VarianceSwapOption VersionedContractId VersionedTradeId VolatilityMatrix VolatilityRepresentation WeightedPartialDerivative YieldCurve YieldCurveMethod YieldCurveValuation ZeroRateCurve
Elements	americanExercise bankruptcy bermudaExercise bond bondOption brokerEquityOption bulletPayment capFloor cash convertibleBond correlationSwap correlationSwapOption creditCurve creditCurveValuation creditDefaultSwap creditDefaultSwapOption creditEvent creditEventNotice deposit dividendSwapTransactionSupplement dividendSwapTransactionSupplementOption equity equityForward equityLeg equityOption equityOptionTransactionSupplement equitySwap equitySwapTransactionSupplement europeanExercise event exchangeTradedFund exercise failureToPay floatingRateCalculation FpML fra future fxAverageRateOption fxBarrierOption fxCurve fxCurveValuation fxDigitalOption fxRate fxSimpleOption fxSingleLeg fxSwap index inflationRateCalculation interestLeg loan market mortgage mutualFund obligationAcceleration obligationDefault portfolio pricingStructure pricingStructureValuation product queryPortfolio quotableFxSingleLeg quotableProduct rateCalculation rateIndex repudiationMoratorium restructuring returnLeg returnSwap returnSwapLeg simpleCreditDefaultSwap simpleFra simpleIrSwap strategy swap swaption termDeposit underlyingAsset valuationSet varianceLeg varianceSwap varianceSwapOption volatilityMatrixValuation volatilityRepresentation yieldCurve yieldCurveValuation
Element Groups	AccountReferenceOrPartyReference.model AdjustedAndOrUnadjustedDate.model AllocationContent.model AmendmentDetails.model AnalyticDerivativeParameters.model AssetValuationOrReference.model AssociatedValue.model BasketIdentifier.model BidMidAsk.model BondCalculation.model BondChoice.model BondContent.model BusinessCentersOrReference.model BuyerSeller.model CalculationAgent.model ComputedDerivative.model ContractNovationDetails.model ContractOrContractReference.model CreditCurveCharacteristics.model CreditEntity.model DefinitionAndCashflows.model DerivativeCalculationParameters.model Exception.model ExchangeIdentifier.model FacilityNoticeDetails.model Feature.model FiniteDifferenceDerivativeParameters.model FloatingRateIndex.model FxCurveCharacteristics.model IdAndTradeCashflows.model IncreaseDetails.model MandatoryEarlyTermination.model MessageHeader.model NovationDetails.model NovationMessage.model OptionalEarlyTermination.model OptionBaseFeature.model OptionDenomination.model OptionFeature.model OptionSettlement.model PartialExercise.model PayerReceiver.model PaymentDiscounting.model Period.model PositionIdAndVersion.model PositionWithoutId.model Premium.model PricingCoordinateOrReference.model PricingInputDates.model PricingStructureIndex.model Product.model Quotation.model QuotationCharacteristics.model QuoteLocation.model RecoveryRate.model RoutingExplicitDetails.model RoutingIdentification.model SensitivityDescription.model SettlementAmountOrCurrency.model SubstitutionDerivativeParameters.model TerminationDetails.model TradeCashflows.model TradeCashflowsDefinition.model TradeOrTradeReference.model UnderlyingAssetOrReference.model Validation.model VersionHistory.model YieldCurveCharacteristics.model
Simple Types	AveragingInOutEnum AveragingMethodEnum BreakageCostEnum BusinessDayConventionEnum CalculationAgentPartyEnum CommissionDenominationEnum CompoundingMethodEnum CorrelationValue DayTypeEnum DifferenceSeverityEnum DifferenceTypeEnum DiscountingTypeEnum DividendAmountTypeEnum DividendDateReferenceEnum DividendEntitlementEnum DividendPeriodEnum DrawdownEventTypeEnum ExerciseStyleEnum FraDiscountingEnum FrequencyTypeEnum FxBarrierTypeEnum HourMinuteTime IndexEventConsequenceEnum InterestCalculationMethodEnum InterestPaidWithRepaymentEnum InterestShortfallCapEnum LengthUnitEnum LoanRepaymentConfirmEnum MethodOfAdjustmentEnum NationalisationOrInsolvencyOrDelistingEventEnum NegativeInterestRateTreatmentEnum NonNegativeDecimal NotionalAdjustmentEnum ObligationCategoryEnum OneOffFeeTypeEnum OnGoingFeeTypeEnum OptionTypeEnum PayerReceiverEnum PayoutEnum PayRelativeToEnum PeriodEnum PositiveDecimal PremiumQuoteBasisEnum PremiumTypeEnum PriceExpressionEnum QueryParameterValue QuotationRateTypeEnum QuotationSideEnum QuoteBasisEnum RateTreatmentEnum RealisedVarianceMethodEnum ResetRelativeToEnum RestrictedPercentage ReturnTypeEnum RollConventionEnum RoundingDirectionEnum SettlementTypeEnum ShareExtraordinaryEventEnum SideRateBasisEnum StandardSettlementStyleEnum StepRelativeToEnum StrikeQuoteBasisEnum StubPeriodTypeEnum TimeTypeEnum TouchConditionEnum TriggerConditionEnum ValuationMethodEnum WeeklyRollConventionEnum
Generated using Liquid XML Studio Designer Edition 8.0.4.1955 by Liquid Technologies Ltd