XML Schema "fpml-shared-5-7.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 11066 $
Defined Components:
elements (5 global + 273 local), complexTypes (176), simpleTypes (7), element groups (16)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
X:\Documents\Tradeheader\trunk\trunk\xml\pretrade\fpml-shared-5-7.xsd; see XML source
Includes Schemas (1):
fpml-enum-5-7.xsd [src]
Included in Schemas (1):
fpml-asset-5-7.xsd [src]
All Element Summary
account
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Account
Content:
complex, 1 attribute, 5 elements
Defined:
locally within PartiesAndAccounts.model group; see XML source
accountBeneficiary
A reference to the party beneficiary of the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
accountId
An account identifier.
Type:
AccountId
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountName
The name by which the account is known.
Type:
AccountName
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountReference (defined in OnBehalfOf complexType)
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
accountReference (defined in PartyAndAccountReferences.model group)
Reference to an account.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group; see XML source
accountType
The type of account. e.g., Client, House
Type:
AccountType
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
address
A postal or street address.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType; see XML source
adjustableDate
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
AdjustableDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AdjustableOrRelativeDate complexType; see XML source
adjustableDates (defined in AdjustableOrRelativeDates complexType)
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
AdjustableDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AdjustableOrRelativeDates complexType; see XML source
adjustedDate
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
adjustedFixingDate
The adjusted fixing date, i.e. the actual date the rate is observed.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
americanExercise
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
AmericanExercise
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
amount (defined in Money complexType)
The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Money complexType; see XML source
amount (defined in NonNegativeMoney complexType)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeMoney complexType; see XML source
attachment
A human readable document related to this transaction, for example a confirmation.
Type:
Resource
Content:
complex, 12 elements
Defined:
locally within Documentation complexType; see XML source
averagingMethod
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within FloatingRateCalculation complexType; see XML source
base64Binary (in attachment)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within Resource complexType; see XML source
bermudaExercise
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
BermudaExercise
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
bermudaExerciseDates
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
brokerConfirmation
Specifies the deails for a broker confirm.
Type:
BrokerConfirmation
Content:
complex, 1 element
Defined:
locally within Documentation complexType; see XML source
brokerConfirmationType
The type of broker confirmation executed between the parties.
Type:
BrokerConfirmationType
Content:
simple, 1 attribute
Defined:
locally within BrokerConfirmation complexType; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType; see XML source
businessCenter (defined in ExerciseNotice complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within ExerciseNotice complexType; see XML source
businessCenter (in businessCenters)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType; see XML source
businessCenters
Type:
BusinessCenters
Content:
complex, 1 attribute, 1 element
Defined:
locally within BusinessCentersOrReference.model group; see XML source
businessCentersReference
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
BusinessCentersReference
Content:
empty, 1 attribute
Defined:
locally within BusinessCentersOrReference.model group; see XML source
businessDayConvention (defined in BusinessDayAdjustments complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDayAdjustments complexType; see XML source
businessDayConvention (defined in RelativeDateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within RelativeDateOffset complexType; see XML source
businessDayConvention (in businessDateRange)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDateRange complexType; see XML source
businessUnit (defined in PartyContactInformation complexType)
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
BusinessUnit
Content:
complex, 1 attribute, 4 elements
Defined:
locally within PartyContactInformation complexType; see XML source
businessUnit (in party)
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
BusinessUnit
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Party.model group; see XML source
businessUnitId
An identifier used to uniquely identify organization unit
Type:
Unit
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
businessUnitReference (defined in Person complexType)
The unit for which the indvidual works.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within Person complexType; see XML source
businessUnitReference (in relatedBusinessUnit)
The unit that is related to this.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType; see XML source
buyer
The buyer of the option
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within Strike complexType; see XML source
buyerAccountReference
A reference to the account that buys this instrument.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
buyerPartyReference (defined in BuyerSeller.model group)
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
calculationAgentParty
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
CalculationAgentPartyEnum
Content:
simple
Defined:
locally within CalculationAgent complexType; see XML source
calculationPeriodNumberOfDays (in futureValueNotional)
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within FutureValueAmount complexType; see XML source
cashSettlementReferenceBanks (in settlementRateSource)
A container for a set of reference institutions.
Type:
CashSettlementReferenceBanks
Content:
complex, 1 attribute, 1 element
Defined:
locally within SettlementRateSource complexType; see XML source
city
The city component of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType; see XML source
classification
The party's industry sector classification.
Type:
IndustryClassification
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
commencementDate
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
comments
Any additional comments that are deemed necessary.
Type:
xsd:string
Content:
simple
Defined:
locally within Resource complexType; see XML source
componentDescription
Text description of the component
Type:
xsd:string
Content:
simple
Defined:
locally within FormulaComponent complexType; see XML source
contactInfo (defined in BusinessUnit complexType)
Information on how to contact the unit using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within BusinessUnit complexType; see XML source
contactInfo (defined in PartyContactInformation complexType)
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within PartyContactInformation complexType; see XML source
contactInfo (defined in Person complexType)
Information on how to contact the individual using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Person complexType; see XML source
contactInfo (in party)
Information on how to contact the party using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Party.model group; see XML source
contractualDefinitions
The definitions such as those published by ISDA that will define the terms of the trade.
Type:
ContractualDefinitions
Content:
simple, 1 attribute
Defined:
locally within Documentation complexType; see XML source
contractualMatrix
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type:
ContractualMatrix
Content:
complex, 3 elements
Defined:
locally within Documentation complexType; see XML source
contractualTermsSupplement
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
ContractualTermsSupplement
Content:
complex, 2 elements
Defined:
locally within Documentation complexType; see XML source
country (defined in Address complexType)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Address complexType; see XML source
country (defined in BusinessUnit complexType)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
country (defined in Person complexType)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
country (in party)
The country where the party is domiciled.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
creditRating
The party's credit rating.
Type:
CreditRating
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
creditSupportAgreement
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type:
CreditSupportAgreement
Content:
complex, 3 elements
Defined:
locally within Documentation complexType; see XML source
currency (defined in MoneyBase complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within MoneyBase complexType; see XML source
currency (defined in NonNegativeAmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within NonNegativeAmountSchedule complexType; see XML source
currency (in feeAmountSchedule)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within AmountSchedule complexType; see XML source
currency1
The first currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
currency2
The second currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
date (in creditSupportAgreement)
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within CreditSupportAgreement complexType; see XML source
dateAdjustments (defined in AdjustableDate.model group)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDate.model group; see XML source
dateAdjustments (defined in AdjustableDate2 complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDate2 complexType; see XML source
dateAdjustments (defined in AdjustableDates complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDates complexType; see XML source
dateAdjustmentsReference
A pointer style reference to date adjustments defined elsewhere in the document.
Type:
BusinessDayAdjustmentsReference
Content:
empty, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
dateRelativeTo
Specifies the anchor as an href attribute.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
dayType
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
DayTypeEnum
Content:
simple
Defined:
locally within Offset complexType; see XML source
earliestExerciseTime (in americanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
earliestExerciseTime (in bermudaExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
earliestExerciseTime (in europeanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
effectiveDate (defined in VersionHistory.model group)
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within VersionHistory.model group; see XML source
email
An address on an electronic mail or messaging sysem .
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within ContactInformation complexType; see XML source
entityId
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityName
The name of the reference entity.
Type:
EntityName
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
europeanExercise
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
EuropeanExercise
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
exercise
An placeholder for the actual option exercise definitions.
Type:
Exercise
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 6 locations
exerciseFee
A fee to be paid on exercise.
Type:
ExerciseFee
Content:
complex, 8 elements
Defined:
locally within EuropeanExercise complexType; see XML source
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 8 elements
Defined:
locally within AmericanExercise complexType; see XML source
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 8 elements
Defined:
locally within BermudaExercise complexType; see XML source
exerciseNoticePartyReference
The party referenced is the party to which notice of exercise should be given by the buyer.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
expirationDate (in americanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationDate (in europeanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
expirationTime (in americanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationTime (in bermudaExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
expirationTime (in europeanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
feeAmount
The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
feeAmountSchedule
The exercise fee amount schedule.
Type:
AmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate (defined in ExerciseFeeSchedule complexType)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 7 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate (in exerciseFee)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 7 elements
Defined:
locally within ExerciseFee complexType; see XML source
feeRate
A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
feeRateSchedule
The exercise free rate schedule.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
finalExchange
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
finalRateRounding
The rounding convention to apply to the final rate used in determination of a calculation period amount. - For use with pre-trade Credit Limit Check messages.
Type:
Rounding
Content:
complex, 2 elements
Defined:
locally within FloatingRateCalculation complexType; see XML source
firstName
Given name, such as John or Mary.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
fixing
Specifies the source for and timing of a fixing of an exchange rate.
Type:
FxFixing
Content:
complex, 2 elements
Defined:
locally within FxCashSettlement complexType; see XML source
fixingDate
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFixing complexType; see XML source
fixingTime
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
floatingRate
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
Type:
FloatingRate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within StubValue complexType; see XML source
floatingRateIndex
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within FloatingRateIndex.model group; see XML source
forecastRate (in rateObservation)
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
formula (in formulaComponent)
Additional formulas required to describe this component
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within FormulaComponent complexType; see XML source
formulaComponent
Elements describing the components of the formula.
Type:
FormulaComponent
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType; see XML source
formulaDescription
Text description of the formula
Type:
xsd:string
Content:
simple
Defined:
locally within Formula complexType; see XML source
groupType (defined in PartyGroup complexType)
Party Group Type, e.g.
Type:
PartyGroupType
Content:
simple, 1 attribute
Defined:
locally within PartyGroup complexType; see XML source
groupType (in party)
Party Group Type, e.g.
Type:
PartyGroupType
Content:
simple, 1 attribute
Defined:
locally within Party complexType; see XML source
hexadecimalBinary (in attachment)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within Resource complexType; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
hourMinuteTime
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type:
HourMinuteTime
Content:
simple
Defined:
locally within BusinessCenterTime complexType; see XML source
identifier
An identifier used to uniquely identify the CSA
Type:
CreditSupportAgreementIdentifier
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType; see XML source
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
IndependentAmount
Content:
complex, 5 elements
Defined:
locally within Collateral complexType; see XML source
indexTenor
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRateIndex.model group; see XML source
informationSource (in settlementRateSource)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within SettlementRateSource complexType; see XML source
initial
Type:
Initial
Content:
simple
Defined:
locally within Person complexType; see XML source
initialExchange
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
initialRate
The initial floating rate reset agreed between the principal parties involved in the trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateCalculation complexType; see XML source
initialValue (defined in NonNegativeSchedule complexType)
The non-negative initial rate or amount, as the case may be.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeSchedule complexType; see XML source
initialValue (defined in Schedule complexType)
The initial rate or amount, as the case may be.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Schedule complexType; see XML source
integralMultipleAmount
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
intermediateExchange
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
issuer (defined in IssuerTradeId.model group)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within IssuerTradeId.model group; see XML source
jurisdiction
The legal jurisdiction of the entity's registration.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
language
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Language
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
latestExerciseTime (in americanExercise)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
latestExerciseTime (in bermudaExercise)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
length
Indicates the length of the resource.
Type:
ResourceLength
Content:
complex, 2 elements
Defined:
locally within Resource complexType; see XML source
lengthUnit
The length unit of the resource.
Type:
LengthUnitEnum
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
lengthValue
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
masterAgreement
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
MasterAgreement
Content:
complex, 4 elements
Defined:
locally within Documentation complexType; see XML source
masterAgreementDate
The date on which the master agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterAgreement complexType; see XML source
masterAgreementId
An identifier that has been created to identify the master agreement.
Type:
MasterAgreementId
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
masterAgreementType
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type:
MasterAgreementType
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
masterAgreementVersion
The version of the master agreement.
Type:
MasterAgreementVersion
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
masterConfirmation
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
MasterConfirmation
Content:
complex, 4 elements
Defined:
locally within Documentation complexType; see XML source
masterConfirmationAnnexDate
The date that an annex to the master confirmation was executed between the parties.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterConfirmation complexType; see XML source
masterConfirmationAnnexType
The type of master confirmation annex executed between the parties.
Type:
MasterConfirmationAnnexType
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType; see XML source
masterConfirmationDate (in masterConfirmation)
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterConfirmation complexType; see XML source
masterConfirmationType
The type of master confirmation executed between the parties.
Type:
MasterConfirmationType
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType; see XML source
math
An element for containing an XML representation of the formula.
Type:
Math
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType; see XML source
matrixTerm
Defines any applicable key into the relevant matrix.
Type:
MatrixTerm
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType; see XML source
matrixType
Identifies the form of applicable matrix.
Type:
MatrixType
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType; see XML source
maximumNotionalAmount
The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumNumberOfOptions
The maximum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
middleName
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
mimeType (in attachment)
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type:
MimeType
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
minimumNotionalAmount
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
minimumNumberOfOptions
The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
multipleExercise (in americanExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within AmericanExercise complexType; see XML source
multipleExercise (in bermudaExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within BermudaExercise complexType; see XML source
name (defined in BusinessUnit complexType)
A name used to describe the organization unit
Type:
xsd:string
Content:
simple
Defined:
locally within BusinessUnit complexType; see XML source
name (in attachment)
The name of the resource.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Resource complexType; see XML source
negativeInterestRateTreatment
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). - For use with pre-trade Credit Limit Check messages.
Type:
NegativeInterestRateTreatmentEnum
Content:
simple
Defined:
locally within FloatingRateCalculation complexType; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
ScheduleReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
notionalReference (defined in PartialExercise.model group)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within PartialExercise.model group; see XML source
notionalReference (in exerciseFee)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFee complexType; see XML source
number
A telephonic contact.
Type:
xsd:string
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
observationWeight
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
observedRate
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
onBehalfOf (defined in OnBehalfOf.model group)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within OnBehalfOf.model group; see XML source
organizationType
The type of an organization's participantion in the OTC derivatives market.
Type:
OrganizationType
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
partialExercise
As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
PartialExercise
Content:
complex, 4 elements
Defined:
locally within EuropeanExercise complexType; see XML source
party
A legal entity or a subdivision of a legal entity.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PartiesAndAccounts.model group; see XML source
partyId
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
PartyId
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyName
The legal name of the organization.
Type:
PartyName
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyReference (defined in ExerciseNotice complexType)
The party referenced has allocated the trade identifier.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
partyReference (defined in OnBehalfOf complexType)
The party for which the message reciever should work.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
partyReference (defined in PartyAndAccountReferences.model group)
Reference to a party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group; see XML source
partyReference (defined in PartyContactInformation complexType)
The party to which the terms apply.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyContactInformation complexType; see XML source
partyReference (in party)
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Party complexType; see XML source
payerAccountReference
A reference to the account responsible for making the payments defined by this structure.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
payerPartyReference
A reference to the party responsible for making the payments defined by this structure.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
paymentAmount (defined in Payment complexType)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
paymentAmount (in initialFee)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDate (defined in Payment complexType)
Type:
AdjustableOrAdjustedDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
paymentDate (in initialFee)
The payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
paymentDate (in paymentDetail)
Payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
PaymentDetail
Content:
complex, 1 attribute, 3 elements
Defined:
locally within IndependentAmount complexType; see XML source
paymentRule
A type defining the calculation rule.
Type:
PaymentRule
Content:
empty
Defined:
locally within PaymentDetail complexType; see XML source
paymentType
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within Payment complexType; see XML source
period (defined in Frequency complexType)
A time period, e.g. a day, week, month, year or term of the stream.
Type:
PeriodExtendedEnum
Content:
simple
Defined:
locally within Frequency complexType; see XML source
period (defined in Period complexType)
A time period, e.g. a day, week, month or year of the stream.
Type:
PeriodEnum
Content:
simple
Defined:
locally within Period complexType; see XML source
periodMultiplier (defined in Frequency complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Frequency complexType; see XML source
periodMultiplier (defined in Period complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally within Period complexType; see XML source
periodSkip
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RelativeDates complexType; see XML source
person (defined in PartyContactInformation complexType)
Optional information about people involved in a transaction or busines process.
Type:
Person
Content:
complex, 1 attribute, 10 elements
Defined:
locally within PartyContactInformation complexType; see XML source
person (in party)
Optional information about people involved in a transaction or busines process.
Type:
Person
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Party.model group; see XML source
personId
An identifier assigned by a system for uniquely identifying the individual
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
personReference
The individual person that is related to this.
Type:
PersonReference
Content:
empty, 1 attribute
Defined:
locally within RelatedPerson complexType; see XML source
postalCode
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType; see XML source
precision
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within Rounding complexType; see XML source
primaryAssetClass
A classification of the most important risk class of the trade.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
primaryRateSource
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
product
An abstract element used as a place holder for the substituting product elements.
Type:
Product
Content:
complex, 1 attribute, 3 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally; see XML source
Used:
at 6 locations
productId (defined in Product.model group)
A product reference identifier.
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
productType (defined in Product.model group)
A classification of the type of product.
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
publicationDate (in contractualMatrix)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualMatrix complexType; see XML source
publicationDate (in contractualTermsSupplement)
Specifies the publication date of the applicable version of the contractual supplement.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualTermsSupplement complexType; see XML source
quoteBasis
The method by which the exchange rate is quoted.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within QuotedCurrencyPair complexType; see XML source
quotedCurrencyPair (in fixing)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType; see XML source
quotedCurrencyPair (in fxRate)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxRate complexType; see XML source
rate (in fxRate)
The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxRate complexType; see XML source
rateReference
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type:
RateReference
Content:
empty, 1 attribute
Defined:
locally within RateObservation complexType; see XML source
rateSource (defined in InformationSource complexType)
An information source for obtaining a market rate.
Type:
InformationProvider
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePage
A specific page for the rate source for obtaining a market rate.
Type:
RateSourcePage
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePageHeading
The heading for the rate source on a given rate source page.
Type:
xsd:string
Content:
simple
Defined:
locally within InformationSource complexType; see XML source
receiverAccountReference
A reference to the account that receives the payments corresponding to this structure.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
receiverPartyReference
A reference to the party that receives the payments corresponding to this structure.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
referenceBank
An institution (party) identified by means of a coding scheme and an optional name.
Type:
ReferenceBank
Content:
complex, 2 elements
Defined:
locally within CashSettlementReferenceBanks complexType; see XML source
referenceBankId
An institution (party) identifier, e.g. a bank identifier code (BIC).
Type:
ReferenceBankId
Content:
simple, 1 attribute
Defined:
locally within ReferenceBank complexType; see XML source
referenceBankName
The name of the institution (party).
Type:
xsd:string
Content:
simple
Defined:
locally within ReferenceBank complexType; see XML source
region
A code for a grouping of countries to which this belongs.
Type:
Region
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
relatedParty (defined in PartyGroup complexType)
Reference to the depository of the settlement.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyGroup complexType; see XML source
relativeDate (defined in AdjustableOrRelativeDate complexType)
A date specified as some offset to another date (the anchor date).
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 7 elements
Defined:
locally within AdjustableOrRelativeDate complexType; see XML source
relativeDateAdjustments
The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustedRelativeDateOffset complexType; see XML source
relativeDates
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 9 elements
Defined:
locally within AdjustableOrRelativeDates complexType; see XML source
relevantUnderlyingDate (in americanExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
relevantUnderlyingDate (in bermudaExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
relevantUnderlyingDate (in europeanExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
resetDate (in rateObservation)
The reset date.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
resourceId
The unique identifier of the resource within the event.
Type:
ResourceId
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
resourceType
A description of the type of the resource, e.g. a confirmation.
Type:
ResourceType
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
role (defined in RelatedParty complexType)
The category of the relationship.
Type:
PartyRole
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
role (in relatedBusinessUnit)
The category of the relationship.
Type:
BusinessUnitRole
Content:
simple, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType; see XML source
role (in relatedPerson)
The category of the relationship.
Type:
PersonRole
Content:
simple, 1 attribute
Defined:
locally within RelatedPerson complexType; see XML source
rollConvention (in calculationPeriodFrequency)
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
Type:
RollConventionEnum
Content:
simple
Defined:
locally within CalculationPeriodFrequency complexType; see XML source
roundingDirection
Specifies the rounding direction.
Type:
RoundingDirectionEnum
Content:
simple
Defined:
locally within Rounding complexType; see XML source
routingAccountNumber
An account number via which a payment can be routed.
Type:
xsd:string
Content:
simple
Defined:
locally within RoutingExplicitDetails.model group; see XML source
routingAddress
A physical postal address via which a payment can be routed.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within RoutingExplicitDetails.model group; see XML source
routingExplicitDetails
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
Type:
RoutingExplicitDetails
Content:
complex, 4 elements
Defined:
locally within RoutingIdentification.model group; see XML source
routingId
A unique identifier for party that is a participant in a recognized payment system.
Type:
RoutingId
Content:
simple, 1 attribute
Defined:
locally within RoutingIds complexType; see XML source
routingIds (defined in RoutingIdentification.model group)
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
RoutingIds
Content:
complex, 1 element
Defined:
locally within RoutingIdentification.model group; see XML source
routingIds (in routingIdsAndExplicitDetails)
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
RoutingIds
Content:
complex, 1 element
Defined:
locally within RoutingIdsAndExplicitDetails complexType; see XML source
routingIdsAndExplicitDetails
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
Type:
RoutingIdsAndExplicitDetails
Content:
complex, 5 elements
Defined:
locally within RoutingIdentification.model group; see XML source
routingName
A real name that is used to identify a party involved in the routing of a payment.
Type:
xsd:string
Content:
simple
Defined:
locally within RoutingExplicitDetails.model group; see XML source
routingReferenceText
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
Type:
xsd:string
Content:
simple
Defined:
locally within RoutingExplicitDetails.model group; see XML source
scheduleBounds
The first and last dates of a schedule.
Type:
DateRange
Content:
complex, 2 elements
Defined:
locally within RelativeDates complexType; see XML source
secondaryRateSource
An alternative, or secondary, source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
seller
The party that has sold.
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within Strike complexType; see XML source
sellerAccountReference
A reference to the account that sells this instrument.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
sellerPartyReference (defined in BuyerSeller.model group)
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
servicingParty
A reference to the party that services/supports the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
settlementCurrency (in nonDeliverableSettlement in fxSingleLeg)
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType; see XML source
sizeInBytes
Indicates the size of the resource in bytes.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Resource complexType; see XML source
spreadSchedule
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
SpreadSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate complexType; see XML source
state
A country subdivision used in postal addresses in some countries.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType; see XML source
step (defined in NonNegativeSchedule complexType)
The schedule of step date and non-negative value pairs.
Type:
NonNegativeStep
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativeSchedule complexType; see XML source
step (defined in Schedule complexType)
The schedule of step date and value pairs.
Type:
Step
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Schedule complexType; see XML source
stepDate
The date on which the associated stepValue becomes effective.
Type:
xsd:date
Content:
simple
Defined:
locally within StepBase complexType; see XML source
stepValue (defined in Step complexType)
The rate or amount which becomes effective on the associated stepDate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Step complexType; see XML source
stepValue (in step defined in NonNegativeSchedule complexType)
The non-negative rate or amount which becomes effective on the associated stepDate.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeStep complexType; see XML source
streetAddress
The set of street and building number information that identifies a postal address within a city.
Type:
StreetAddress
Content:
complex, 1 element
Defined:
locally within Address complexType; see XML source
streetLine
An individual line of street and building number information, forming part of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally within StreetAddress complexType; see XML source
strikeRate
The rate for a cap or floor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Strike complexType; see XML source
string (in attachment)
Provides extra information as string.
Type:
xsd:string
Content:
simple
Defined:
locally within Resource complexType; see XML source
suffix
Name suffix, such as Jr., III, etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
surname
Family name, such as Smith or Jones.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
telephone
A telephonic contact.
Type:
TelephoneNumber
Content:
complex, 2 elements
Defined:
locally within ContactInformation complexType; see XML source
tradeId (defined in IssuerTradeId.model group)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within IssuerTradeId.model group; see XML source
treatedForecastRate
The value representing the forecast rate after applying rate treatment rules.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
treatedRate
The observed rate after any required rate treatment is applied.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
type (defined in RelatedParty complexType)
Additional definition refining the type of relationship.
Type:
PartyRoleType
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
type (in contractualTermsSupplement)
Identifies the form of applicable contractual supplement.
Type:
ContractualSupplement
Content:
simple, 1 attribute
Defined:
locally within ContractualTermsSupplement complexType; see XML source
type (in creditSupportAgreement)
The type of ISDA Credit Support Agreement
Type:
CreditSupportAgreementType
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType; see XML source
type (in spreadSchedule)
Type:
SpreadScheduleType
Content:
simple, 1 attribute
Defined:
locally within SpreadSchedule complexType; see XML source
type (in telephone)
The type of telephone number (work, personal, mobile).
Type:
TelephoneTypeEnum
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
unadjustedDate (defined in AdjustableDate.model group)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate.model group; see XML source
unadjustedDate (defined in AdjustableDate2 complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
unadjustedDate (defined in AdjustableDates complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
unadjustedFirstDate
The first date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
unadjustedLastDate
The last date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
url
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Type:
xsd:anyURI
Content:
simple
Defined:
locally within Resource complexType; see XML source
valueDate (in futureValueNotional)
Adjusted value date of the future value amount.
Type:
xsd:date
Content:
simple
Defined:
locally within FutureValueAmount complexType; see XML source
version (defined in VersionHistory.model group)
The version number
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within VersionHistory.model group; see XML source
weeklyRollConvention
The day of the week on which a weekly reset date occurs.
Type:
WeeklyRollConventionEnum
Content:
simple
Defined:
locally within ResetFrequency complexType; see XML source
Complex Type Summary
Account
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 1 location
AccountId
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountName
The data type used for the name of the account.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountReference
Reference to an account.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
AccountType
The data type used for account type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Address
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
AdjustableDate
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
AdjustableDate2
A type that is different from AdjustableDate in two regards.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
AdjustableDates
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 3 locations
AdjustableOrAdjustedDate
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AdjustableOrRelativeDate
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 6 locations
AdjustableOrRelativeDates
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 4 locations
AdjustedRelativeDateOffset
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
AmericanExercise
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
AmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
AssetClass
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BermudaExercise
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
BrokerConfirmation
Identifies the market sector in which the trade has been arranged.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
BrokerConfirmationType
Identifies the market sector in which the trade has been arranged.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BusinessCenter
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 6 locations
BusinessCenters
A type for defining business day calendar used in determining whether a day is a business day or not.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
BusinessCentersReference
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BusinessCenterTime
A type for defining a time with respect to a business day calendar location.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 11 locations
BusinessDateRange
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
BusinessDayAdjustments
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 8 locations
BusinessDayAdjustmentsReference
Reference to a business day adjustments structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BusinessUnit
A type that represents information about a unit within an organization.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
BusinessUnitReference
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
BusinessUnitRole
A type describing a role played by a unit in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CalculationAgent
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CalculationPeriodFrequency
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CashflowType
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CashSettlementReferenceBanks
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 3 locations
ClearanceSystem
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Collateral
A type for defining the obligations of the counterparty subject to credit support requirements.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
ContactInformation
A type that represents how to contact an individual or organization.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
ContractualDefinitions
The definitions, such as those published by ISDA, that will define the terms of the trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ContractualMatrix
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ContractualSupplement
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ContractualTermsSupplement
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CountryCode
The code representation of a country or an area of special sovereignty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
CreditRating
A party's credit rating.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditSeniority
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditSupportAgreement
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditSupportAgreementIdentifier
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditSupportAgreementType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Currency
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 19 locations
DateRange
A type defining a contiguous series of calendar dates.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
DateReference
Reference to an identified date or a complex date structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
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.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
Documentation
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
Empty
A special type meant to be used for elements with no content and no attributes.
Content:
empty
Defined:
globally; see XML source
Used:
at 1 location
EntityId
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EntityName
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EuropeanExercise
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ExchangeId
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
Exercise
The abstract base class for all types which define way in which options may be exercised.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ExerciseFee
A type defining the fee payable on exercise of an option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ExerciseFeeSchedule
A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
ExerciseNotice
A type defining to whom and where notice of execution should be given.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
FloatingRate
A type defining a floating rate.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FloatingRateCalculation
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
FloatingRateIndex
The ISDA Floating Rate Option, i.e. the floating rate index.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Formula
A type describing a financial formula, with its description and components.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FormulaComponent
Elements describing the components of the formula.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
Frequency
A type defining a time frequency, e.g. one day, three months.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 4 locations
FutureValueAmount
A type defining a currency amount as at a future value date. - For use with pre-trade Credit Limit Check messages.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxCashSettlement
A type that is used for describing cash settlement of an option / non deliverable forward.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxFixing
A type that specifies the source for and timing of a fixing of an exchange rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxRate
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxSpotRateSource
A type defining the source and time for an fx rate.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GoverningLaw
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IdentifiedCurrency
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedDate
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 7 locations
IdentifiedPayerReceiver
A type extending the PayerReceiverEnum type wih an id attribute.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IndependentAmount
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
IndustryClassification
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InformationProvider
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InformationSource
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
InstrumentId
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IssuerId
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IssuerTradeId
A complex type for a two part identifier such as a USI.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
Language
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Leg
A supertype of leg.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
LegalEntity
A type defining a legal entity.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 7 locations
LegalEntityReference
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
MasterAgreement
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
MasterAgreementId
A master agreement identifier allocated by a party.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MasterAgreementType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MasterAgreementVersion
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MasterConfirmation
An entity for defining the master confirmation agreement executed between the parties.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
MasterConfirmationAnnexType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MasterConfirmationType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Math
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
globally; see XML source
Includes:
definition of elem. wildcard
Used:
at 1 location
MatrixTerm
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MatrixType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MimeType
The type that indicates the type of media used to store the content.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Money
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 21 locations
MoneyBase
Abstract base class for all money types.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
MultipleExercise
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
NonNegativeAmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
NonNegativeMoney
A type defining a non negative money amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
NonNegativeSchedule
A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
NonNegativeStep
A type defining a step date and non-negative step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NotionalReference
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
Offset
A type defining an offset used in calculating a new date relative to a reference date.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
OnBehalfOf
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
OrganizationType
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OriginatingEvent
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PartialExercise
A type defining partial exercise.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
at 1 location
Party
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
PartyContactInformation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
never
PartyGroup
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
PartyGroupType
The data type used for party group classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PartyId
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyName
The data type used for the legal name of an organization.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyReference
Reference to a party.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 29 locations
PartyRole
A type describing a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyRoleType
A type refining the role a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyTradeIdentifierReference
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Payment
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
PaymentBase
An abstract base class for payment types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
PaymentDetail
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PaymentRule
The abstract base type from which all calculation rules of the independent amount must be derived.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
PaymentType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Period
A type to define recurring periods or time offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 9 locations
Person
A type that represents information about a person connected with a trade or business process.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 10 elements
Used:
at 2 locations
PersonId
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PersonReference
Reference to an individual.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PersonRole
A type describing a role played by a person in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PrincipalExchanges
A type defining which principal exchanges occur for the stream.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
Product
The base type which all FpML products extend.
Content:
complex, 1 attribute, 3 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
ProductId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
ProductReference
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ProductType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
QuotedCurrencyPair
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
Rate
The abstract base class for all types which define interest rate streams.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
RateObservation
A type defining parameters associated with an individual observation or fixing.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
at 1 location
RateReference
Reference to any rate (floating, inflation) derived from the abstract Rate component.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RateSourcePage
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Reference
The abstract base class for all types which define intra-document pointers.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 20 locations
ReferenceBank
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReferenceBankId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Region
A code that describes the world region of a counterparty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RelatedBusinessUnit
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RelatedParty
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
RelatedPerson
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RelativeDateOffset
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 12 locations
RelativeDates
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReportingRegimeName
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResetFrequency
A type defining the reset frequency.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Resource
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
ResourceId
The data type used for resource identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResourceLength
The type that indicates the length of the resource.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ResourceType
The data type used for describing the type or purpose of a resource, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Rounding
A type defining a rounding direction and precision to be used in the rounding of a rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RoutingExplicitDetails
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
at 1 location
RoutingId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RoutingIds
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
RoutingIdsAndExplicitDetails
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Schedule
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 4 locations
ScheduleReference
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SettlementRateOption
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
SettlementRateSource
A type describing the method for obtaining a settlement rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SimplePayment
A complex type to specified payments in a simpler fashion than the Payment type.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SpreadSchedule
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
SpreadScheduleType
Defines a Spread Type Scheme to identify a long or short spread value.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Step
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
StepBase
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
StreetAddress
A type that describes the set of street and building number information that identifies a postal address within a city.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Strike
A type describing a single cap or floor rate.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 2 locations
StubValue
A type defining how a stub calculation period amount is calculated.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
SupervisoryBody
An identifier of an organization that supervises or regulates trading activity, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
TelephoneNumber
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeId
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 5 locations
Unit
A type used to record information about a unit, subdivision, desk, or other similar business entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Simple Type Summary
HourMinuteTime
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Defined:
globally; see XML source
Used:
at 1 location
Initial
Defined:
globally; see XML source
Used:
at 1 location
NonNegativeDecimal
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
globally; see XML source
Used:
at 5 locations
PositiveDecimal
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
globally; see XML source
Used:
at 1 location
RestrictedPercentage
A type defining a percentage specified as decimal from 0 to 1.
Defined:
globally; see XML source
Used:
at 2 locations
Scheme
The base class for all types which define coding schemes.
Defined:
globally; see XML source
Used:
at 122 locations
Token60
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
globally; see XML source
Used:
never
Element Group Summary
AdjustableDate.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
BusinessCentersOrReference.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
BuyerSeller.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 4 locations
FloatingRateIndex.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
IssuerTradeId.model
A model group for a two part identifier such as a USI.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
OnBehalfOf.model
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
PartialExercise.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
PartiesAndAccounts.model
Supporting party and account definitions.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 20 locations
Party.model
A model group with the content model of a party.
Content:
11 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
PartyAndAccountReferences.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 6 locations
PartyInformation.model
Information about a party for reporting purposes.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
PayerReceiver.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 6 locations
Product.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
RoutingExplicitDetails.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
RoutingIdentification.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
never
VersionHistory.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2014 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 attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="pre" ecore:package="org.fpml.pretrade" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/pretrade" version="$Revision: 11066 $" xmlns="http://www.fpml.org/FpML-5/pretrade" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-enum-5-7.xsd"/>
<!--View Generation: SKIPPED CorrelationValue - Unsupported-->
<xsd:simpleType name="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Initial">
<xsd:restriction base="xsd:normalizedString">
<xsd:length value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as non negative decimal greater than 0 inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as positive decimal greater than 0 exclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minExclusive value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a percentage specified as decimal from 0 to 1. A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
<xsd:maxInclusive value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Scheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base class for all types which define coding schemes.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:normalizedString">
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Token60">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a token of length between 1 and 60 characters inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:minLength value="1"/>
<xsd:maxLength value="60"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType name="Account">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A generic account that represents any party's account at another party. Parties may be identified by the account at another party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="accountId" type="AccountId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account identifier. For example an Account number.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountName" type="AccountName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name by which the account is known.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountType" type="AccountType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of account. e.g., Client, House</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element minOccurs="0" name="accountBeneficiary" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party beneficiary of the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="servicingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that services/supports the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unique identifier for the account within the document.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="AccountId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for account identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="accountIdScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AccountName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for the name of the account.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="accountNameScheme" type="xsd:anyURI" use="optional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountName. A unique URI to determine the source of the account name.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an account.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Account" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AccountType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for account type.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/account-type" name="accountTypeScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountType. A unique URI to determine the the type of account.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that represents a physical postal address.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="streetAddress" type="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="city" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">The city component of a postal address.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="state" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the postal address is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="postalCode" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="AdjustableDate.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDate2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to date adjustments defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="adjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED adjustedDate - Documentation-->
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<!--View Generation: SKIPPED AdjustableDatesOrRelativeDateOffset - Unsupported-->
<xsd:complexType name="AdjustableOrAdjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="AdjustableDate.model"/>
<!--View Generation: SKIPPED adjustedDate - DateAdjustments-->
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified as some offset to another date (the anchor date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED AdjustableRelativeOrPeriodicDates - Unsupported-->
<!--View Generation: SKIPPED AdjustableRelativeOrPeriodicDates2 - Unsupported-->
<xsd:complexType name="AdjustedRelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element minOccurs="0" name="relativeDateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multipleExercise" type="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED AmountReference - Unsupported-->
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element minOccurs="0" 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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AssetClass">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/asset-class" name="assetClassScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED AutomaticExercise - Unsupported-->
<!--View Generation: SKIPPED AverageDailyTradingVolumeLimit - Unsupported-->
<!--View Generation: SKIPPED Beneficiary - Documentation-->
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multipleExercise" type="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BrokerConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the market sector in which the trade has been arranged.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="brokerConfirmationType" type="BrokerConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of broker confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BrokerConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the market sector in which the trade has been arranged.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/broker-confirmation-type" name="brokerConfirmationTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/business-center" name="businessCenterScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code. An FpML document containing an unordered business day calendar location list is still regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of business day calendar defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessCenters" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business day calendar location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="hourMinuteTime" type="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustmentsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a business day adjustments structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessDayAdjustments" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents information about a unit within an organization.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">A name used to describe the organization unit</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessUnitId" type="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to uniquely identify organization unit
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the unit using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an organizational unit.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessUnit" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessUnitRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a role played by a unit in one or more transactions. Examples include roles such as Trader, Collateral, Confirmation, Settlement, etc. This can be extended to provide custom roles.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/unit-role" name="unitRoleScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<!--View Generation: SKIPPED calculationAgentPartyReference - PartySpecific-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. For example, the Calculation Agent may be defined as being the Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency">
<xsd:sequence>
<xsd:element minOccurs="0" name="rollConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED CashflowId - Unsupported-->
<!--View Generation: SKIPPED CashflowNotional - Unsupported-->
<xsd:complexType name="CashflowType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/cashflow-type" name="cashflowTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CashSettlementReferenceBanks">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="referenceBank" type="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identified by means of a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearance-system" name="clearanceSystemScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED SwaptionPhysicalSettlement - Documentation-->
<xsd:complexType name="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the obligations of the counterparty subject to credit support requirements.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="independentAmount" type="IndependentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ("with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero").
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED CollateralValueAllocation - Unsupported-->
<xsd:complexType name="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents how to contact an individual or organization.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="telephone" type="TelephoneNumber">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="email" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An address on an electronic mail or messaging sysem .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="address" type="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">A postal or street address.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ContractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions, such as those published by ISDA, that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/contractual-definitions" name="contractualDefinitionsScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualMatrix">
<xsd:sequence>
<xsd:element minOccurs="0" name="matrixType" type="MatrixType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identifies the form of applicable matrix.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publicationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the publication date of the applicable version of the matrix. When this element is omitted, the ISDA supplemental language for incorporation of the relevant matrix will generally define rules for which version of the matrix is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="matrixTerm" type="MatrixTerm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines any applicable key into the relevant matrix. For example, the Transaction Type would be the single term required for the Credit Derivatives Physical Settlement Matrix. This element should be omitted in the case of the 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ContractualSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/contractual-supplement" name="contractualSupplementScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualTermsSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="ContractualSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the form of applicable contractual supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="publicationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the publication date of the applicable version of the contractual supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED CorrespondentInformation - Documentation-->
<xsd:complexType name="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code representation of a country or an area of special sovereignty. By default it is a valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries http://www.niso.org/standards/resources/3166.html.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso3166" name="countryScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditSeniority">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The repayment precedence of a debt instrument.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-seniority" name="creditSeniorityScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
creditSeniorityTradingScheme overrides creditSeniorityScheme when the underlyer defines the reference obligation used in a single name credit default swap trade.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditSupportAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="CreditSupportAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of ISDA Credit Support Agreement</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="identifier" type="CreditSupportAgreementIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">An identifier used to uniquely identify the CSA</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CreditSupportAgreementIdentifier">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="creditSupportAgreementIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditSupportAgreementType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-support-agreement-type" name="creditSupportAgreementTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditRating">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party's credit rating.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/moodys" name="creditRatingScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code representation of a currency or fund. By default it is a valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http://www.iso.org/iso/en/prods-services/popstds/currencycodeslist.html.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15" name="currencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED DateList - Unsupported-->
<!--View Generation: SKIPPED DateOffset - Unsupported-->
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The first date of a date range.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The last date of a date range.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an identified date or a complex date structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED DateTimeList - Unsupported-->
<xsd:complexType name="DayCountFraction">
<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:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/day-count-fraction" name="dayCountFractionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED DeterminationMethod - Unsupported-->
<!--View Generation: SKIPPED DeterminationMethodReference - Unsupported-->
<!--View Generation: SKIPPED DirectionalLeg - Unsupported-->
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="masterAgreement" type="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="masterConfirmation" type="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="brokerConfirmation" type="BrokerConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the deails for a broker confirm.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions such as those published by ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualMatrix" type="ContractualMatrix">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade. The applicable matrix is identified by reference to a name and optionally a publication date. Depending on the structure of the matrix, an additional term (specified in the matrixTerm element) may be required to further identify a subset of applicable terms/values within the matrix.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditSupportAgreement" type="CreditSupportAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="attachment" type="Resource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A human readable document related to this transaction, for example a confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED EmbeddedOptionType - Unsupported-->
<xsd:complexType name="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A special type meant to be used for elements with no content and no attributes.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexType name="EntityId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-id-RED-1-0" name="entityIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-name-RED-1-0" name="entityNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="partialExercise" type="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFee" type="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/exchange-id-MIC-1-0" name="exchangeIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee currency is that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="notionalReference" type="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseNoticePartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the party to which notice of exercise should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ExerciseProcedure - Unsupported-->
<!--View Generation: SKIPPED ExerciseProcedureOption - Unsupported-->
<xsd:complexType name="FloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a floating rate.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<!--View Generation: SKIPPED floatingRateMultiplierSchedule - Unsupported-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. 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>
<!--View Generation: SKIPPED rateTreatment - Documentation-->
<!--View Generation: SKIPPED capRateSchedule - Unsupported-->
<!--View Generation: SKIPPED floorRateSchedule - Unsupported-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FloatingRate">
<xsd:sequence>
<xsd:element minOccurs="0" name="initialRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. - For use with pre-trade Credit Limit Check messages.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="finalRateRounding" type="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rounding convention to apply to the final rate used in determination of a calculation period amount. - For use with pre-trade Credit Limit Check messages.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies. - For use with pre-trade Credit Limit Check messages.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). - For use with pre-trade Credit Limit Check messages.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/floating-rate-index" name="floatingRateIndexScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED ForecastRateIndex - Unsupported-->
<xsd:complexType name="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a financial formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="formulaDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">Text description of the formula</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="math" type="Math">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="formulaComponent" type="FormulaComponent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FormulaComponent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a numeric value defined elsewhere in the document that is used by the formula component.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="componentDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">Text description of the component</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="formula" type="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional formulas required to describe this component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="name" type="xsd:normalizedString"/>
</xsd:complexType>
<xsd:complexType name="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time frequency, e.g. one day, three months. Used for specifying payment or calculation frequencies at which the value T (Term) is applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="periodMultiplier" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="period" type="PeriodExtendedEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term of the stream.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FutureValueAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount as at a future value date. - For use with pre-trade Credit Limit Check messages.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valueDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Adjusted value date of the future value amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxCashSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is used for describing cash settlement of an option / non deliverable forward. It includes the currency to settle into together with the fixings required to calculate the currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED referenceCurrency - Unsupported-->
<!--View Generation: SKIPPED notionalAmount - Unsupported-->
<!--View Generation: Removed a degenerate choice.-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fixing" type="FxFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED settlementDate - Unsupported-->
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED FxInformationSource - Unsupported-->
<xsd:complexType name="FxFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED fxSpotRateSource - Unsupported-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED FxRateSourceFixing - Unsupported-->
<!--View Generation: SKIPPED FxSettlementRateSource - Unsupported-->
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="secondaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the law governing the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="governingLawScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED GrossCashflow - Unsupported-->
<xsd:complexType name="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies Currency with ID attribute.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED IdentifiedCurrencyReference - Unsupported-->
<xsd:complexType name="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date which can be referenced elsewhere.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type extending the PayerReceiverEnum type wih an id attribute.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED IdentifiedRate - Unsupported-->
<xsd:complexType name="IndependentAmount">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="paymentDetail" type="PaymentDetail">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container element allowing a schedule of payments associated with the Independent Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IndustryClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party's industry sector classification.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/regulatory-corporate-sector" name="industryClassificationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/information-provider" name="informationProviderScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="rateSource" type="InformationProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rateSourcePage" type="RateSourcePage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rateSourcePageHeading" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The heading for the rate source on a given rate source page.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A short form unique identifier for a security.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="instrumentIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED InterestAccrualsCompoundingMethod - Unsupported-->
<!--View Generation: SKIPPED InterestAccrualsMethod - Unsupported-->
<!--View Generation: SKIPPED IntermediaryInformation - Documentation-->
<!--View Generation: SKIPPED InterpolationMethod - Unsupported-->
<xsd:complexType name="Language">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="languageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Leg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A supertype of leg. All swap legs extend this type.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED LegId - Unsupported-->
<!--View Generation: SKIPPED LegIdentifier - Unsupported-->
<xsd:complexType name="LegalEntity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a legal entity.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="entityName" type="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="entityId" type="EntityId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--View Generation: SKIPPED entityId - Technical-->
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegalEntityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
References a credit entity defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="LegalEntity" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED MainPublication - Unsupported-->
<!--View Generation: SKIPPED ManualExercise - Unsupported-->
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="masterAgreementId" type="MasterAgreementId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier that has been created to identify the master agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterAgreementType" type="MasterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterAgreementVersion" type="MasterAgreementVersion">
<xsd:annotation>
<xsd:documentation xml:lang="en">The version of the master agreement.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterAgreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterAgreementId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A master agreement 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="Scheme">
<xsd:attribute name="masterAgreementIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterAgreementType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-agreement-type" name="masterAgreementTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterAgreementVersion">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-agreement-version" name="masterAgreementVersionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement executed between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="masterConfirmationType" type="MasterConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterConfirmationAnnexDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="masterConfirmationAnnexType" type="MasterConfirmationAnnexType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation annex executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterConfirmationAnnexType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-confirmation-annex-type" name="masterConfirmationAnnexTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterConfirmationType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-confirmation-type" name="masterConfirmationTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED MatchId - Unsupported-->
<xsd:complexType mixed="true" name="Math">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a mathematical expression.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:any maxOccurs="unbounded" namespace="##any" processContents="skip"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MatrixType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/matrix-type" name="matrixTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MatrixTerm">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-matrix-transaction-type" name="matrixTermScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="mimeTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a currency amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The monetary quantity in currency units.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="MoneyBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all money types.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation/>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartialExercise.model"/>
<xsd:choice minOccurs="0">
<xsd:element name="maximumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maximumNumberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" 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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a non negative money amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<xsd:element name="amount" type="NonNegativeDecimal">
<xsd:annotation/>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED NonNegativePayment - Unsupported-->
<xsd:complexType name="NonNegativeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="initialValue" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The non-negative initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="step" type="NonNegativeStep">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and non-negative value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="NonNegativeStep">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and non-negative step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="StepBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="stepValue" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The non-negative rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED NotionalAmount - Unsupported-->
<!--View Generation: SKIPPED NotionalAmountReference - Unsupported-->
<xsd:complexType name="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Notional" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED NumberOfOptionsReference - Unsupported-->
<!--View Generation: SKIPPED NumberOfUnitsReference - Unsupported-->
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date relative to a reference date. E.g. calendar days, business days, Commodity Business days, etc..
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Period">
<xsd:sequence>
<xsd:element minOccurs="0" name="dayType" type="DayTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED OffsetPrevailingTime - Unsupported-->
<xsd:complexType name="OnBehalfOf">
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party for which the message reciever should work.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="accountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrganizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-type" name="organizationTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OriginatingEvent">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/originating-event" name="originatingEventScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartialExercise.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="Party.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group of parties acting as a single party (e.g. joint and several).
</xsd:documentation>
</xsd:annotation>
<xsd:element name="groupType" type="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Party Group Type, e.g. JointAndSeveralLiability</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The id uniquely identifying the Party within the document.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="PartyContactInformation">
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The party to which the terms apply.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessUnit" type="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="person" type="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PartyGroup">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="groupType" type="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Party Group Type, e.g. JointAndSeveralLiability</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to the depository of the settlement.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:group name="Party.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group with the content model of a party.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="partyId" type="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="partyName" type="PartyName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The legal name of the organization. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="PartyInformation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Descriptive/categorization information for a party.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the party using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessUnit" type="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="person" type="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for party group classification.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="partyGroupTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for party identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso9362" name="partyIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for the legal name of an organization.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="partyNameScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Party" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a role played by a party in one or more transactions. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role" name="partyRoleScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyRoleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type refining the role a role played by a party in one or more transactions. Examples include "AllPositions" and "SomePositions" for Guarantor. This can be extended to provide custom types.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role-type" name="partyRoleTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PersonReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an individual.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Person" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to a partyTradeIdentifier object.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="PartyTradeIdentifier" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Payment">
<xsd:annotation/>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Only a currency buyer is required in the pre-trade clearing certainty flows' context.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation/>
</xsd:element>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrAdjustedDate">
<xsd:annotation/>
</xsd:element>
<xsd:element minOccurs="0" name="paymentType" type="PaymentType">
<xsd:annotation/>
</xsd:element>
<!--View Generation: SKIPPED settlementInformation - Documentation-->
<!--View Generation: SKIPPED discountFactor - NonStandardFeature-->
<!--View Generation: SKIPPED presentValueAmount - NonStandardFeature-->
</xsd:sequence>
<!--View Generation: SKIPPED href - Unsupported-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PaymentBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">An abstract base class for payment types.</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED PaymentBaseExtended - Unsupported-->
<xsd:complexType name="PaymentDetail">
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Payment date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentRule" type="PaymentRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the calculation rule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A fixed payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED PaymentDetails - Unsupported-->
<!--View Generation: SKIPPED PaymentReference - Unsupported-->
<xsd:complexType abstract="true" name="PaymentRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all calculation rules of the independent amount must be derived.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexType name="PaymentType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define recurring periods or time offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="period" type="PeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED PeriodicDates - Unsupported-->
<xsd:complexType name="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents information about a person connected with a trade or business process.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="honorific" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">An honorific title, such as Mr., Ms., Dr. etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="firstName" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Given name, such as John or Mary.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="middleName" type="xsd:normalizedString"/>
<xsd:element maxOccurs="unbounded" name="initial" type="Initial"/>
</xsd:choice>
<xsd:element minOccurs="0" name="surname" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Family name, such as Smith or Jones.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="suffix" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Name suffix, such as Jr., III, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="personId" type="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier assigned by a system for uniquely identifying the individual
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessUnitReference" type="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">The unit for which the indvidual works.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the individual using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to identify an individual person.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="personIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PersonRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a role played by a person in one or more transactions. Examples include roles such as Trader, Broker, MiddleOffice, Legal, etc. This can be extended to provide custom roles.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/person-role" name="personRoleScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED PositiveMoney - Unsupported-->
<!--View Generation: SKIPPED PrevailingTime - Unsupported-->
<!--View Generation: SKIPPED PricingStructure - Unsupported-->
<!--View Generation: SKIPPED PricingStructureReference - Unsupported-->
<xsd:complexType name="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining which principal exchanges occur for the stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="initialExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="finalExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intermediateExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType abstract="true" name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">The base type which all FpML products extend.</xsd:documentation>
</xsd:annotation>
<xsd:group minOccurs="0" ref="Product.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="productIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a full FpML product.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Product" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/product-taxonomy" name="productTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED ProposedCollateralAllocation - Unsupported-->
<xsd:complexType name="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency1" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first currency specified when a pair of currencies is to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency2" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The second currency specified when a pair of currencies is to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The method by which the exchange rate is quoted.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="Rate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define interest rate streams.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="resetDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The reset date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="adjustedFixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="treatedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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 reset date is established for a single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rateReference" type="RateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="treatedForecastRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to any rate (floating, inflation) derived from the abstract Rate component.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute ecore:reference="Rate" name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Reference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define intra-document pointers.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<!--View Generation: SKIPPED ReferenceAmount - Unsupported-->
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="referenceBankId" type="ReferenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="referenceBankName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string. FpML does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReferenceBankId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Region">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code that describes the world region of a counterparty. For example, NorthAmerica, Europe, Asia.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/region" name="regionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RelatedBusinessUnit">
<xsd:sequence>
<xsd:element minOccurs="0" name="businessUnitReference" type="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">The unit that is related to this.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="role" type="BusinessUnitRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The category of the relationship. The related unit performs the role specified in this field for the base party. For example, if the role is "Trader", the related unit acts acts or acted as the base party's trading unit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RelatedParty">
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model"/>
<xsd:element minOccurs="0" name="role" type="PartyRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is "Guarantor", the related party acts as a guarantor for the base party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="type" type="PartyRoleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional definition refining the type of relationship. For example, if the "role" is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RelatedPerson">
<xsd:sequence>
<xsd:element minOccurs="0" name="personReference" type="PersonReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">The individual person that is related to this.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="role" type="PersonRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The category of the relationship. The related individual performs the role specified in this field for the base party. For example, if the role is "Trader", the related person acts acts or acted as the base party's trader.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
<xsd:element minOccurs="0" name="dateRelativeTo" type="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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 date is defined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED adjustedDate - DateAdjustments-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element minOccurs="0" name="periodSkip" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="scheduleBounds" type="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED RelativeDateSequence - Unsupported-->
<xsd:complexType name="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-regime" name="reportingRegimeNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED RequiredIdentifierDate - Unsupported-->
<xsd:complexType name="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaginhg is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency">
<xsd:sequence>
<xsd:element minOccurs="0" name="weeklyRollConvention" type="WeeklyRollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Resource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information). For example, can describe a file or a URL that represents the event. This type is an extended version of a type defined by RIXML (www.rixml.org).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="resourceId" type="ResourceId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unique identifier of the resource within the event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="resourceType" type="ResourceType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A description of the type of the resource, e.g. a confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="language" type="Language">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the language of the resource, described using the ISO 639-2/T Code.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sizeInBytes" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="length" type="ResourceLength">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="mimeType" type="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="name" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the resource.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="comments" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="string" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="hexadecimalBinary" type="xsd:hexBinary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in hexadecimal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="base64Binary" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in base64.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="url" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResourceId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for resource identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="resourceIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResourceLength">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type that indicates the length of the resource.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="lengthUnit" type="LengthUnitEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="lengthValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The length value of the resource.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResourceType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for describing the type or purpose of a resource, e.g. "Confirmation".
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/resource-type" name="resourceTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED ReturnSwapNotionalAmountReference - Unsupported-->
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used in the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="roundingDirection" type="RoundingDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the rounding direction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED Routing - Documentation-->
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="RoutingExplicitDetails.model"/>
</xsd:complexType>
<xsd:complexType name="RoutingId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso9362" name="routingIdCodeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="routingId" type="RoutingId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a recognized payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="RoutingExplicitDetails.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="step" type="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a schedule of rates or amounts.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Schedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED SettlementInformation - Documentation-->
<!--View Generation: SKIPPED SettlementInstruction - Documentation-->
<!--View Generation: SKIPPED SettlementMethod - Documentation-->
<!--View Generation: SKIPPED SettlementPriceDefaultElection - Unsupported-->
<!--View Generation: SKIPPED SettlementPriceSource - Unsupported-->
<xsd:complexType name="SettlementRateOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-rate-option" name="settlementRateOptionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the method for obtaining a settlement rate.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<!--View Generation: SKIPPED SharedAmericanExercise - Unsupported-->
<xsd:complexType name="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A complex type to specified payments in a simpler fashion than the Payment type. This construct should be used from the version 4.3 onwards.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="paymentAmount" type="NonNegativeMoney"/>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED SplitSettlement - Documentation-->
<xsd:complexType name="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Adds an optional spread type element to the Schedule to identify a long or short spread value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="SpreadScheduleType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED SpreadScheduleReference - Unsupported-->
<xsd:complexType name="SpreadScheduleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a Spread Type Scheme to identify a long or short spread value.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/spread-schedule-type" name="spreadScheduleTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="StepBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="StepBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="streetLine" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number information, forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing a single cap or floor rate.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The rate for a cap or floor.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="buyer" type="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">The buyer of the option</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="seller" type="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party that has sold.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED StrikeSchedule - Unsupported-->
<!--View Generation: SKIPPED Stub - Unsupported-->
<xsd:complexType name="StubValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element maxOccurs="2" name="floatingRate" type="FloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED stubRate - Unsupported-->
<!--View Generation: SKIPPED stubAmount - Unsupported-->
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="SupervisoryBody">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier of an organization that supervises or regulates trading activity, e.g. CFTC, SEC, FSA, ODRF, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/supervisory-body" name="supervisoryBodyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TelephoneNumber">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that represents a telephonic contact.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="TelephoneTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of telephone number (work, personal, mobile).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="number" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED TimezoneLocation - Unsupported-->
<xsd:complexType name="TradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A trade 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="Scheme">
<xsd:attribute name="tradeIdScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED UnderlyerInterestLeg - Unsupported-->
<xsd:complexType name="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record information about a unit, subdivision, desk, or other similar business entity.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="unitScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element name="americanExercise" substitutionGroup="exercise" type="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="bermudaExercise" substitutionGroup="exercise" type="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" substitutionGroup="exercise" type="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="exercise" type="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="product" type="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="AdjustableDate.model">
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED adjustedDate - DateAdjustments-->
</xsd:sequence>
</xsd:group>
<xsd:choice>
<xsd:element name="businessCentersReference" type="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:group>
<xsd:group name="BuyerSeller.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="buyerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="buyerAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account that buys this instrument.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sellerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sellerAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account that sells this instrument.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED CollateralPartyAndAccountReferences.model - Unsupported-->
<xsd:group name="FloatingRateIndex.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="floatingRateIndex" type="FloatingRateIndex"/>
<xsd:element minOccurs="0" name="indexTenor" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OnBehalfOf.model">
<xsd:sequence>
<xsd:element maxOccurs="4" minOccurs="0" name="onBehalfOf" type="OnBehalfOf">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartialExercise.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="integralMultipleAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNumberOfOptions" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum number of options that can be exercised on a given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartiesAndAccounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Supporting party and account definitions.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="party" type="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="account" type="Account">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional account information used to precisely define the origination and destination of financial instruments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an account.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartyInformation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Information about a party for reporting purposes.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="classification" type="IndustryClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party's industry sector classification.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditRating" type="CreditRating">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party's credit rating.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">The country where the party is domiciled.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="region" type="Region">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code for a grouping of countries to which this belongs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="jurisdiction" type="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The legal jurisdiction of the entity's registration.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="organizationType" type="OrganizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of an organization's participantion in the OTC derivatives market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="payerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for making the payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payerAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account responsible for making the payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="receiverPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that receives the payments corresponding to this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="receiverAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account that receives the payments corresponding to this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED PaymentDiscounting.model - Unsupported-->
<!--View Generation: SKIPPED Period.model - Unsupported-->
<!--View Generation: SKIPPED Premium.model - Unsupported-->
<xsd:group name="Product.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="primaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED secondaryAssetClass - Unsupported-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productType" type="ProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productId" type="ProductId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. 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:element>
<!--View Generation: SKIPPED assetClass - Other-new view doesn't need to maintain compatibility with deprecated sequence-->
<!--View Generation: SKIPPED embeddedOptionType - Unsupported-->
</xsd:sequence>
</xsd:group>
<xsd:group name="RoutingExplicitDetails.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="routingAddress" type="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="routingAccountNumber" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="routingReferenceText" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="RoutingIdentification.model">
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<!--View Generation: SKIPPED SettlementAmountOrCurrency.model - Unsupported-->
<!--View Generation: SKIPPED StockLoan.model - Unsupported-->
<xsd:complexType name="IssuerId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for issuer identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="issuerIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IssuerTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A complex type for a two part identifier such as a USI.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="IssuerTradeId.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:group name="IssuerTradeId.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group for a two part identifier such as a USI.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="issuer" type="IssuerId"/>
<xsd:element name="tradeId" type="TradeId"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="VersionHistory.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="version" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">The version number</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optionally it is possible to specify a version effective date when a versionId is supplied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.