| header | RequestMessageHeader | | Message header. | | 0-1,
mre | |
| validation | Validation | A list of validation sets the sender asserts the document is valid with respect to.
This field is never filled for NSD messages.
| | | 0-∞,
ncf | |
| isCorrection | xsd:boolean | Indicates if this message corrects an earlier request. | Correction message mark | | 0-1,
mre,
nfr | |
| parentCorrelationId | CorrelationId | A reference to message which register a master agreement. Should be filled in messages
for trade registration when they are being send together with master agreement registration
message.
| Related document form identifier | | 0-1,
nfr | |
| correlationId | CorrelationId | A qualified identifier used to correlate between messages. For NSD messages the format
is [Sender identifier]-[Year]-[Message ID].
| Messages chain identifier | | 0-2,
mre,
nfr | In NSD repository messages only one correlationId element must be filled. |
| sequenceNumber | xsd:positiveInteger | A numeric value that can be used to order messages with the same correlation identifier
from the same sender.
| | | 0-1,
ncf | This is not used in messages to the repository. |
| onBehalfOf | OnBehalfOf | Indicates which party (or parties) (and accounts) a trade or event is being processed
for. Normally there will only be a maximum of 2 parties, but in the case of a novation
there could be a transferor, transferee, remaining party, and other remaining party.
Except for this case, there should be no more than two onABehalfOf references in a
message.
| Message on behalf of. | | 0-4,
ncf | This model is used in messages sent for registration by the repository only. |
| asOfDate | IdentifiedDate | The date for which this document reports positions and valuations. | Event's actual date | | 0-1,
mre,
mfr | |
| asOfTime | xsd:time | | | | 0-1,
ncf | This is not used in messages to the repository. |
| portfolioReference | PortfolioReferenceBase | | | | 0-1 | |
| Choice begin |
| Branch1 |
| originatingEvent | OriginatingEvent | | | | 0-1,
ncf | This is not used in messages to the repository. |
| trade | Trade | Information about master agreement or trade which is being reported. Attribute xsi:type
is not described for master agreement, but for trade xsi:type="TradeNsd".
| Form initial registration | | 1-1,
mre | |
| Branch2 |
| amendment | TradeAmendmentContent | Negotiated amendment to a trade. Used to communicate information on the amendments
to the terms of a trade. Amendment is the bilaterally agreed revision of one or more
terms of a contract that involves more than a change in notional and has an economic
effect. This is not to be confused with a correction to a previous notification of
the same contract event.
| Form values negotiated amendment | | 1-1,
mre | |
| Branch3 |
| increase | TradeNotionalChange | Notional amount increase event. This is used to transfer information about the change
of the trade notional amount and the payment made between the parties of the trade
which is related to such notional change.
| Notional amount increase. | | 1-1,
ncf | This is not used in messages to the repository. |
| Branch4 |
| terminatingEvent | TerminatingEvent | This may be used to describe why a trade was terminated. This field is only field
for message which register a repository agreement break. In this case value must be
'BreakRepositoryAgreement'.
| Agreement break reason | | 0-1,
ncf | This is not used in messages to the repository. |
| termination | TradeNotionalChange | Description of a trade termination event. It's used to transfer information about
the change of the trade notional and the payment made between parties of the trade
which is related to such notional change. Termination event includes the full or partial
end of the contract. The partial termination is, in effect, a decrease of the notional
and is also known as a “decrease”. A full termination is the cancellation of the notional
of the contract and also known as “close” or “unwind” of a trade.
| Trade termination | | 1-1 | This is not used in messages to the repository. |
| Branch5 |
| novation | TradeNovationContent | | | | 1-1,
ncf | This is not used in messages to the repository. |
| Branch6 |
| optionExercise | OptionExercise | | | | 1-1,
ncf | This is not used in messages to the repository. |
| Branch7 |
| optionExpiry | OptionExpiry | | | | 1-∞,
ncf | This is not used in messages to the repository. |
| Branch8 |
| deClear | DeClear | Define an de-clear event. | | | 1-1,
ncf | This is not used in messages to the repository. |
| Branch9 |
| withdrawal | Withdrawal | | | | 1-1,
ncf | This is not used in messages to the repository. |
| Branch10 |
| additionalEvent | Field must be replaced by one of next elments:
executionStatus,
reportAmendment,
masterAgreementTermination,
designationRA,
rejectionRA,
report,
| | | | 1-1, mre | |
| Choice end |
| quote | BasicQuotation | | | | 0-∞,
ncf | |
| party | Party | A legal entity or a subdivision of a legal entity. Parties can perform multiple roles
in a trade lifecycle. For example, the principal parties obligated to make payments
from time to time during the term of the trade, but may include other parties involved
in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee,
broker, calculation agent, etc. In FpML roles are defined in multiple places within
a document. In repository messages this includes reporting role of a party.
| Party | | 0-∞,
mre | |
| account | Account | Optional account information used to precisely define the origination and destination
of financial instruments. In particular this may include client account reference
when defined in this group.
| Party's clients. | Party's client. | 0-∞,
ncf | |