<!--Created with Liquid Studio (https://www.liquid-technologies.com)-->
<!--
== Copyright (c) 2002-2016 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:fpml-annotation="http://www.fpml.org/annotation" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 12537 $" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-msg-5-8.xsd" />
<xsd:include schemaLocation="fpml-asset-5-8.xsd" />
<xsd:complexType abstract="true" name="AbstractEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for all events.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="eventIdentifier" type="BusinessEventIdentifier" minOccurs="0" maxOccurs="unbounded" />
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ActionOnExpiration - Unsupported-->
<xsd:complexType abstract="true" name="AdditionalEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for an extension/substitution point to customize FpML and add additional events.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent" />
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BasketChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure indicating that the basket underlyer of the trade has changed due to client trading activity</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent" />
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining an event identifier issued by the indicated party.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="eventId" type="EventId" />
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
<xsd:complexType abstract="true" name="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base type for non-negotiated trade change descriptions</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent" />
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED ClearingStatusItem - PartySpecific-->
<!--View Generation: SKIPPED ClearingInstructions - Unsupported-->
<!--View Generation: SKIPPED CompressionActivity - Unsupported-->
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<xsd:complexType name="CorporateActionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure indicating that a trade has changed due to a corporate action</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element name="type" type="CorporateActionType" minOccurs="0" />
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CorporateActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes what type of corporate action occurred.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="corporateActionScheme" type="NonEmptyURI" />
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CreditLimitBase - Unsupported -->
<!--View Generation: SKIPPED CreditLimit - Unsupported -->
<!--View Generation: SKIPPED CreditLimitInformation - Unsupported -->
<!--View Generation: SKIPPED CreditLimitReference - Unsupported -->
<!--View Generation: SKIPPED CreditLimitUtilization - Unsupported -->
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<!--View Generation: SKIPPED DeClear - Unsupported-->
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<xsd:complexType name="EventId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="eventIdScheme" type="NonEmptyURI" />
<xsd:attribute name="id" type="xsd:ID" />
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED EventsChoice - Unsupported-->
<xsd:complexType name="IndexChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing the effect of a change to an index.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ChangeEvent">
<xsd:sequence>
<xsd:element name="indexFactor" type="xsd:decimal" minOccurs="0" />
<xsd:element name="factoredCalculationAmount" type="Money" minOccurs="0" />
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED LimitApplicable - Unsupported -->
<!--View Generation: SKIPPED LimitId - Unsupported -->
<!--View Generation: SKIPPED LimitType - Unsupported -->
<!--View Generation: SKIPPED OptionExercise - Unsupported-->
<!--View Generation: SKIPPED OptionExerciseAmounts - Unsupported-->
<!--View Generation: SKIPPED OptionExpiry - Unsupported-->
<!--View Generation: SKIPPED OptionExpiryBase - Unsupported-->
<!--View Generation: SKIPPED PhysicalSettlement - Unsupported-->
<!--View Generation: SKIPPED ReportingRegimeIdentifier - Unsupported-->
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<xsd:complexType name="TerminatingEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that describes why a trade terminated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="terminatingEventScheme" default="http://www.fpml.org/coding-scheme/terminating-event" type="NonEmptyURI" />
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a negotiated amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">A full description of the amended trade (i.e. the trade after the amendment).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="AgreementAndEffectiveDates.model" />
<xsd:group ref="TradeAlterationPayment.model" />
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeChangeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a trade change.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="tradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded" />
<xsd:element name="originalTrade" type="Trade" />
</xsd:choice>
<xsd:element name="resultingTrade" type="Trade" minOccurs="0" />
<xsd:group ref="AgreementAndEffectiveDates.model" />
<xsd:group ref="TradeAlterationPayment.model" />
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED TradeChangeContent - Unsupported-->
<xsd:complexType name="TradeLegPriceChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a change to the size of a single leg or stream of a trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="priceReference" type="Reference" />
<xsd:element name="instrumentId" type="InstrumentId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identification of the underlying asset, using public and/or private identifiers.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="priceChangeAmount" type="xsd:decimal" minOccurs="0" />
<xsd:element name="newPrice" type="xsd:decimal" minOccurs="0" />
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeLegSizeChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a change to the size of a single leg or stream of a trade.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradeLegNotionalChange.model" />
<xsd:group ref="TradeLegNumberOfOptionsChange.model" />
<xsd:group ref="TradeLegNumberOfUnitsChange.model" />
<xsd:group ref="TradeLegNotionalScheduleChange.model" />
<xsd:group ref="TradeLegFixedAmountChange.model" />
</xsd:choice>
</xsd:complexType>
<!--View Generation: SKIPPED TradeMaturity - Unsupported-->
<xsd:complexType name="TradeNotionalChange">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a change to the size of a trade.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="TradeChangeBase">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:group ref="TradeNotionalChange.model" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don’t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used." />
<xsd:element name="sizeChange" type="TradeLegSizeChange" maxOccurs="unbounded" />
</xsd:choice>
<xsd:element name="priceChange" type="TradeLegPriceChange" minOccurs="0" maxOccurs="unbounded" />
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovationContent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A structure describing a novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AbstractEvent">
<xsd:sequence>
<xsd:choice minOccurs="0">
<!--View Generation: Removed a degenerate choice.-->
<xsd:group ref="NewTrade.model" />
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between identification and representation of the old contract.</xsd:documentation>
</xsd:annotation>
<xsd:group ref="OldTrade.model" />
<xsd:group minOccurs="0" ref="FeeTrade.model" />
<xsd:group minOccurs="0" ref="NewTrade.model" />
</xsd:sequence>
<xsd:sequence>
<xsd:group ref="FeeTrade.model" />
<xsd:group minOccurs="0" ref="NewTrade.model" />
</xsd:sequence>
</xsd:choice>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:group ref="NovationDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The dates and times associated with the novation event.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group minOccurs="0" ref="NovationAmounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Documentation and other terms relating to the novation.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="payment" type="Payment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a payment made in settlement of the novation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED TradeReferenceInformation - PartySpecific-->
<!--View Generation: SKIPPED Velocity - Unsupported -->
<!--View Generation: SKIPPED Withdrawal - Unsupported-->
<!--View Generation: SKIPPED WithdrawalPartyTradeInformation - Unsupported-->
<!--View Generation: SKIPPED WithdrawalReason - Unsupported-->
<xsd:element name="additionalEvent" type="AdditionalEvent" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">The additionalEvent element is an extension/substitution point to customize FpML and add additional events.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketChange" type="BasketChangeEvent" substitutionGroup="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to change in composition of basket underlyer</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="changeEvent" type="ChangeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract substitutable place holder for specific change details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="corporateAction" type="CorporateActionEvent" substitutionGroup="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to a corporate action</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexChange" type="IndexChange" substitutionGroup="changeEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a change due to an index component being adjusted.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="AgreementAndEffectiveDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining agreement and effective dates.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="agreementDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which the change become effective.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED ChangeEvents.model - Unsupported-->
<!--View Generation: SKIPPED ChangeEventsBase.model - Unsupported-->
<!--View Generation: SKIPPED Compression.model - Unsupported-->
<!--View Generation: SKIPPED OptionsEvents.model - Unsupported-->
<!--View Generation: SKIPPED OptionsEventsBase.model - Unsupported-->
<xsd:group name="PostTradeEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between amendment, increase, termination, novation, and additional event.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="PostTradeEventsBase.model" />
<xsd:element ref="additionalEvent" />
</xsd:choice>
</xsd:group>
<xsd:group name="PostTradeEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between amendment, increase, termination, and novation events.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amendment" type="TradeAmendmentContent" />
<xsd:element name="increase" type="TradeNotionalChange" />
<xsd:sequence>
<xsd:element name="terminatingEvent" type="TerminatingEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">This may be used to describe why a trade was terminated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="termination" type="TradeNotionalChange" />
</xsd:sequence>
<xsd:element name="novation" type="TradeNovationContent" />
<xsd:element name="withdrawal" type="xsd:anyType">
<xsd:annotation>
<xsd:documentation>Liquid Technologies Change :
Standard has this as Withdrawl - which does not exist</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<!--View Generation: SKIPPED ServiceProviderEvents.model - Unsupported-->
<xsd:group name="TradingAndPostTradeEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between a trading, a post-trade event, and the extension point additional event</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model" />
<xsd:group ref="PostTradeEventsBase.model" />
<xsd:element ref="additionalEvent" />
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEvents.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between a trade, a post-trade event, or an additional event.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="TradingEventsBase.model" />
<xsd:element ref="additionalEvent" />
</xsd:choice>
</xsd:group>
<xsd:group name="TradingEventsBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between a trade and a post-trade event.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="originatingEvent" type="OriginatingEvent" minOccurs="0" />
<xsd:element name="trade" type="Trade" />
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="EventValuation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group holding valuation information for an event.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quote" type="BasicQuotation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FeeTrade.model">
<xsd:choice>
<xsd:element name="feeTradeIdentifier" type="PartyTradeIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the original trade between the transferor and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NewTrade.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice between identification and representation of the new contract.</xsd:documentation>
</xsd:annotation>
<xsd:element name="newTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates a reference to the new trade between the transferee and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the new trade between the transferee and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmounts.model">
<xsd:choice>
<xsd:group ref="NovationAmountsOld.model" />
<xsd:element name="novationAmount" type="TradeLegSizeChange" maxOccurs="unbounded" />
</xsd:choice>
</xsd:group>
<xsd:group name="NovationAmountsOld.model">
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="novatedAmount" type="Money" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">The amount which represents the portion of the Old Contract being novated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="remainingAmount" type="Money" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">The amount which represents the portion of the Old Contract not being novated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of options which represent the portion of the Old Contract being novated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="remainingNumberOfOptions" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of options which represent the portion of the Old Contract not being novated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="novatedNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of options which represent the portion of the Old Contract being novated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="remainingNumberOfUnits" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of options which represent the portion of the Old Contract not being novated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="NovationDates.model">
<xsd:sequence>
<xsd:element name="novationDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="executionDateTime" type="ExecutionDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date and time at which the change was agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="novationTradeDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED NovationRoles.model - Unsupported-->
<xsd:group name="NovationTerms.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Documentation and other terms (such as date terms) specific to this novation event.</xsd:documentation>
</xsd:annotation>
<xsd:sequence />
</xsd:group>
<xsd:group name="OldTrade.model">
<xsd:choice>
<xsd:element name="oldTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates a reference to the original trade between the transferor and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the original trade between the transferor and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<!--View Generation: SKIPPED OptionExerciseAmount.model - Unsupported-->
<!--View Generation: SKIPPED ProposedMatch.model - Unsupported-->
<xsd:group name="TradeAlterationPayment.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group defining a payment structure.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="payment" type="Payment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegFixedAmountChange.model">
<xsd:sequence>
<xsd:element name="knownAmountReference" type="AmountReference" minOccurs="0" />
<xsd:element name="changeInKnownAmount" type="NonNegativeMoney" />
<xsd:element name="outstandingKnownAmount" type="NonNegativeMoney" />
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalChange.model">
<xsd:sequence>
<xsd:element name="notionalReference" type="NotionalReference" minOccurs="0" />
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney" />
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney" />
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNotionalScheduleChange.model">
<xsd:sequence>
<xsd:element name="notionalScheduleReference" type="NotionalReference" minOccurs="0" />
<!-- in the future perhaps this should allow a notional schedule to be put in here instead of a single value -->
<xsd:element name="changeInNotionalSchedule" type="NonNegativeAmountSchedule" />
<xsd:element name="outstandingNotionalSchedule" type="NonNegativeAmountSchedule" />
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNumberOfOptionsChange.model">
<xsd:sequence>
<xsd:element name="numberOfOptionsReference" type="NumberOfOptionsReference" minOccurs="0" />
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal" />
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal" />
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeLegNumberOfUnitsChange.model">
<xsd:sequence>
<xsd:element name="numberOfUnitsReference" type="NumberOfUnitsReference" minOccurs="0" />
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal" />
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal" />
</xsd:sequence>
</xsd:group>
<xsd:group name="TradeNotionalChange.model" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for linking notionals with product legs. Also, there was limitation in the existing increase and termination events which don’t allow the reporting of both change of units or change of notional amount as required for dividend swaps, for example. Instead, sizeChange, should be used.">
<xsd:annotation>
<xsd:documentation xml:lang="en">DEPRECATED. A structure describing a change to the trade notional.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="changeInNotionalAmount" type="NonNegativeMoney" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination => reduction, Increase => greater.)</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNotionalAmount" type="NonNegativeMoney" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Change</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the fixed amount by which the Number of Options changes</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Change.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="changeInNumberOfUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the fixed amount by which the Number of Units changes</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfUnits" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Units</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<!--View Generation: SKIPPED TradeReferenceInformation.model - PartySpecific-->
</xsd:schema>
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XSD Schema Code: