<!--
== Copyright (c) 2002-2006. 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/documents/license.html
-->
<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="http://www.fpml.org/2005/FpML-4-2" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:fpml="http://www.fpml.org/2005/FpML-4-2" targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 884 $">
<xsd:include schemaLocation="fpml-msg-4-2.xsd"/>
<xsd:include schemaLocation="fpml-valuation-4-2.xsd"/>
<xsd:complexType name="PositionReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the content model for a message allowing one party to send a report consisting of positions. </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="asOfDate" type="IdentifiedDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date for which this document reports positions and valuations.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dataSetName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the data set (portfolio, product type, etc.) that this report corresponds to. Used to help document the contents of the report.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotationCharacteristics" type="QuotationCharacteristics" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The default quotation characteristics for this document (e.g. currency, location). Currency must be specified; other fields may be specified.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="position" type="Position" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">The positions included in the position report.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="party" type="Party" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">The parties whose trades are included included in this position report.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PortfolioValuationItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type used in valuation enquiry messages which relates a portfolio to its trades and current value.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">Portfolio identifier</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Zero or more trade valuation items.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="valuationSet" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The portfolio valuation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RequestValuationReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
<xsd:element ref="market" minOccurs="0"/>
<xsd:element name="portfolioValuationItem" type="PortfolioValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">An instance of a unique portfolio valuation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">An instance of a unique trade valuation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeValuationItem">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type used in trade valuation enquiry messages which relates a trade identifier to its current value.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One or more trade identifiers needed to uniquely identify a trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trade" type="Trade" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fully-described trades whose values are reported.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="valuationSet">
<xsd:annotation>
<xsd:documentation xml:lang="en">The trade valuation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ValuationReport">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the content model for a message normally generated in response to a RequestValuationReport request.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
<xsd:element ref="market" minOccurs="0"/>
<xsd:element name="portfolioValuationItem" type="PortfolioValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">An instance of a unique portfolio valuation.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeValuationItem" type="TradeValuationItem" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">A collection of data values describing the state of the given trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="portfolio" type="Portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">Global portfolio element used as a basis for a substitution group.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="queryPortfolio" type="QueryPortfolio" substitutionGroup="portfolio">
<xsd:annotation>
<xsd:documentation xml:lang="en">Global element used to substitute for "portfolio".</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>
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