XML Schema "fpml-shared-5-8.xsd"
Target Namespace:
Version:
$Revision: 12102 $
Defined Components:
elements (5 global + 406 local), complexTypes (246), simpleTypes (13), element groups (25)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (5):
All Element Summary
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
A reference to the party beneficiary of the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
An account identifier.
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
The name by which the account is known.
Type:
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:
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
The type of account. e.g., Client, House
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
A postal or street address.
Type:
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType; see XML source
adjustableDate (defined in AdjustableOrRelativeDate complexType)
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:
Content:
complex, 1 attribute, 3 elements
Defined:
A series of adjustable dates
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDate2 complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
adjustedDate (defined in AdjustableDates complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
adjustedDate (defined in AdjustableOrAdjustedDate complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in RelativeDateOffset complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
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
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
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:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
amount (defined in CashflowNotional complexType)
The quantity of notional (in currency or other units).
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowNotional complexType; see XML source
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)
The non negative monetary quantity in currency units.
Type:
Content:
simple
Defined:
locally within NonNegativeMoney complexType; see XML source
amount (defined in PositiveMoney complexType)
The positive monetary quantity in currency units.
Type:
Content:
simple
Defined:
locally within PositiveMoney complexType; see XML source
A classification of the risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
A human readable document related to this transaction, for example a confirmation.
Type:
Content:
complex, 12 elements
Defined:
locally within Documentation complexType; see XML source
automaticExercise (defined in ExerciseProcedure complexType)
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
complex, 1 element
Defined:
locally within ExerciseProcedure complexType; see XML source
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
empty
Defined:
averagingMethod (defined in FloatingRateCalculation complexType)
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type:
Content:
simple
Defined:
base64Binary (defined in Resource complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within Resource complexType; see XML source
The ultimate beneficiary of the funds.
Type:
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType; see XML source
The ultimate beneficiary of the funds.
Type:
Content:
complex, 3 elements
Defined:
locally within SplitSettlement complexType; see XML source
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType; see XML source
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 3 elements
Defined:
locally within SplitSettlement complexType; see XML source
beneficiaryPartyReference (defined in Beneficiary complexType)
Link to the party acting as beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
locally within Beneficiary complexType; see XML source
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:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
Specifies the deails for a broker confirm.
Type:
Content:
complex, 1 element
Defined:
locally within Documentation complexType; see XML source
The type of broker confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within BrokerConfirmation complexType; see XML source
businessCenter (defined in BusinessCenters complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType; see XML source
businessCenter (defined in ExerciseNotice complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within ExerciseNotice complexType; see XML source
Type:
Content:
complex, 1 attribute, 1 element
Defined:
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within BusinessDayAdjustments complexType; see XML source
businessDayConvention (defined in DateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within DateOffset 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:
Content:
simple
Defined:
locally within RelativeDateOffset complexType; see XML source
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within BusinessDateRange complexType; see XML source
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Party.model group; see XML source
An identifier used to uniquely identify organization unit
Type:
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
The unit for which the indvidual works.
Type:
Content:
empty, 1 attribute
Defined:
locally within Person complexType; see XML source
The unit that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType; see XML source
buyer (defined in Strike complexType)
The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally within Strike complexType; see XML source
buyer (defined in StrikeSchedule complexType)
The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType; see XML source
A reference to the account that buys this instrument.
Type:
Content:
empty, 1 attribute
Defined:
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
Content:
empty, 1 attribute
Defined:
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
simple
Defined:
locally within CalculationAgent complexType; see XML source
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within CalculationAgent complexType; see XML source
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType; see XML source
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationPeriodFrequency (defined in PeriodicDates complexType)
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType; see XML source
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
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType; see XML source
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingRate complexType; see XML source
Cash flow amount in a given currency to be paid/received.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within GrossCashflow complexType; see XML source
Unique identifier for a cash flow.
Type:
Content:
simple, 1 attribute
Defined:
locally within GrossCashflow complexType; see XML source
Defines the type of cash flow.
Type:
Content:
simple, 1 attribute
Defined:
locally within GrossCashflow complexType; see XML source
A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally within SettlementRateSource complexType; see XML source
The city component of a postal address.
Type:
Content:
simple
Defined:
locally within Address complexType; see XML source
The party's industry sector classification.
Type:
Content:
simple, 1 attribute
Defined:
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type:
xsd:boolean
Content:
simple
Defined:
Collateral allocation by value.
Type:
Content:
complex, 2 elements
Defined:
commencementDate (defined in SharedAmericanExercise complexType)
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
comments (defined in Resource complexType)
Any additional comments that are deemed necessary.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
Text description of the component
Type:
Content:
simple
Defined:
locally within FormulaComponent complexType; see XML source
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
contactInfo (defined in Party.model group)
Information on how to contact the party using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within Party.model group; see XML source
Information on how to contact the unit using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within BusinessUnit complexType; see XML source
Information on how to contact the individual using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within Person complexType; see XML source
The definitions such as those published by ISDA that will define the terms of the trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Documentation complexType; see XML source
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:
Content:
complex, 3 elements
Defined:
locally within Documentation complexType; see XML source
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
locally within Documentation complexType; see XML source
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Type:
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType; see XML source
Link to the party acting as correspondent.
Type:
Content:
empty, 1 attribute
Defined:
country (defined in Address complexType)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
Content:
simple, 1 attribute
Defined:
locally within Address complexType; see XML source
country (defined in PartyInformation.model group)
The country where the party is domiciled.
Type:
Content:
simple, 1 attribute
Defined:
The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
The party's credit rating.
Type:
Content:
simple, 1 attribute
Defined:
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type:
Content:
complex, 3 elements
Defined:
locally within Documentation complexType; see XML source
currency (defined in AmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within AmountSchedule complexType; see XML source
currency (defined in CashflowNotional complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within CashflowNotional complexType; see XML source
currency (defined in MoneyBase complexType)
The currency in which an amount is denominated.
Type:
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:
Content:
simple, 1 attribute
Defined:
currency (defined in PricingStructure complexType)
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type:
Content:
simple, 1 attribute
Defined:
locally within PricingStructure complexType; see XML source
currency1 (defined in QuotedCurrencyPair complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
currency2 (defined in QuotedCurrencyPair complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
date (defined in DateList complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DateList complexType; see XML source
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
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDates complexType; see XML source
A pointer style reference to date adjustments defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
dateOffset (defined in RelativeDateSequence complexType)
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within RelativeDateSequence complexType; see XML source
dateRelativeTo (defined in RelativeDateOffset complexType)
Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
dateRelativeTo (defined in RelativeDateSequence complexType)
Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelativeDateSequence complexType; see XML source
Type:
xsd:dateTime
Content:
simple
Defined:
locally within DateTimeList complexType; see XML source
dayType (defined in Offset complexType)
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:
Content:
simple
Defined:
locally within Offset complexType; see XML source
Reference to the depository of the settlement.
Type:
Content:
empty, 1 attribute
Defined:
locally within SettlementInstruction complexType; see XML source
discountFactor (defined in Payment complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Payment complexType; see XML source
discountFactor (in premium defined in OptionBaseExtended complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
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:
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
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:
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
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:
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
effectiveDate (defined in DirectionalLeg complexType)
Specifies the effective date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type:
Content:
simple, 1 attribute
Defined:
An address on an electronic mail or messaging sysem .
Type:
Content:
simple
Defined:
locally within ContactInformation complexType; see XML source
endDate (defined in Period.model group)
Date on which this period ends.
Type:
xsd:date
Content:
simple
Defined:
locally within Period.model group; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
The name of the reference entity.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
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:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
An placeholder for the actual option exercise definitions.
Type:
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:
A fee to be paid on exercise.
Type:
Content:
complex, 8 elements
Defined:
locally within EuropeanExercise complexType; see XML source
The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
locally within AmericanExercise complexType; see XML source
The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
locally within BermudaExercise complexType; see XML source
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType)
Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
locally within ManualExercise complexType; see XML source
The party referenced is the party to which notice of exercise should be given by the buyer.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
expirationDate (defined in SharedAmericanExercise complexType)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
Type:
xsd:boolean
Content:
simple
Defined:
locally within ManualExercise complexType; see XML source
The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
The exercise fee amount schedule.
Type:
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:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFee complexType; see XML source
A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
The exercise free rate schedule.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
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
The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type:
Content:
complex, 2 elements
Defined:
Given name, such as John or Mary.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
fixedRate (defined in InterestAccrualsMethod complexType)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InterestAccrualsMethod complexType; see XML source
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
fixing (defined in FxCashSettlement complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 3 elements
Defined:
locally within FxCashSettlement complexType; see XML source
fixing (defined in FxCashSettlementSimple complexType)
Quoted currency pair.
Type:
Content:
complex, 3 elements
Defined:
locally within FxCashSettlementSimple complexType; see XML source
fixingDate (defined in FxFixing complexType)
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
fixingDate (defined in FxRateSourceFixing complexType)
The date on which the fixing is scheduled to occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRateSourceFixing complexType; see XML source
fixingTime (defined in FxInformationSource complexType)
The time that the fixing will be taken along with a business center to define the time zone
Type:
Content:
complex, 2 elements
Defined:
locally within FxInformationSource complexType; see XML source
fixingTime (defined in FxSpotRateSource complexType)
The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
floatingRate (defined in StubValue complexType)
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within StubValue complexType; see XML source
The floating rate calculation definitions
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within InterestAccrualsMethod complexType; see XML source
Type:
Content:
simple, 1 attribute
Defined:
The ISDA Floating Rate Option, i.e. the floating rate index.
Type:
Content:
simple, 1 attribute
Defined:
locally within ForecastRateIndex complexType; see XML source
A rate multiplier or multiplier schedule to apply to the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRate complexType; see XML source
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingRate complexType; see XML source
followUpConfirmation (defined in ExerciseProcedure complexType)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType; see XML source
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
Additional formulas required to describe this component
Type:
Content:
complex, 3 elements
Defined:
locally within FormulaComponent complexType; see XML source
Elements describing the components of the formula.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType; see XML source
Text description of the formula
Type:
Content:
simple
Defined:
locally within Formula complexType; see XML source
fxSpotRateSource (defined in FxFixing complexType)
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType; see XML source
Payment details of this cash flow component, including currency, amount and payer/payee.
Type:
Content:
complex, 8 elements
Defined:
locally within PaymentDetails complexType; see XML source
Party Group Type, e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within Party complexType; see XML source
hexadecimalBinary (defined in Resource complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within Resource complexType; see XML source
An honorific title, such as Mr., Ms., Dr. etc.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
hourMinuteTime (defined in BusinessCenterTime complexType)
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:
Content:
simple
Defined:
locally within BusinessCenterTime complexType; see XML source
hourMinuteTime (defined in PrevailingTime complexType)
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:
Content:
simple
Defined:
locally within PrevailingTime complexType; see XML source
An identifier used to uniquely identify the CSA
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType; see XML source
If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
Content:
complex, 5 elements
Defined:
locally within Collateral complexType; see XML source
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ForecastRateIndex complexType; see XML source
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
locally within SettlementRateSource complexType; see XML source
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
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
The initial floating rate reset agreed between the principal parties involved in the trade.
Type:
xsd:decimal
Content:
simple
Defined:
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
Content:
simple
Defined:
initialValue (defined in NonNegativeSchedule complexType)
The non-negative initial rate or amount, as the case may be.
Type:
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
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:
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type:
Content:
complex, 5 elements
Defined:
locally within SettlementInstruction complexType; see XML source
Reference to the party acting as intermediary.
Type:
Content:
empty, 1 attribute
Defined:
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type:
xsd:positiveInteger
Content:
simple
Defined:
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:
Content:
simple, 1 attribute
Defined:
The legal jurisdiction of the entity's registration.
Type:
Content:
simple, 1 attribute
Defined:
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
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:
Content:
complex, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
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:
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
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:
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
Latest exercise time determination method.
Type:
Content:
simple, 2 attributes
Defined:
locally within SharedAmericanExercise complexType; see XML source
Identity of this leg.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegIdentifier complexType; see XML source
Version aware identification of this leg.
Type:
Content:
complex, 3 elements
Defined:
locally within DirectionalLeg complexType; see XML source
Indicates the length of the resource.
Type:
Content:
complex, 2 elements
Defined:
locally within Resource complexType; see XML source
The length unit of the resource.
Type:
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
Specifies the limitation percentage in Average Daily trading volume.
Type:
Content:
simple
Defined:
Specifies the limitation period for Average Daily trading volume in number of days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType; see XML source
location (defined in PrevailingTime complexType)
The geographic location to which the hourMinuteTime applies.
Type:
Content:
simple, 1 attribute
Defined:
locally within PrevailingTime complexType; see XML source
If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
manualExercise (defined in ExerciseProcedure complexType)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
locally within ExerciseProcedure complexType; see XML source
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Content:
empty
Defined:
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
locally within Documentation complexType; see XML source
The date on which the master agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterAgreement complexType; see XML source
An identifier that has been created to identify the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
The version of the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
locally within Documentation complexType; see XML source
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
The type of master confirmation annex executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType; see XML source
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
The type of master confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType; see XML source
An element for containing an XML representation of the formula.
Type:
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType; see XML source
Defines any applicable key into the relevant matrix.
Type:
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType; see XML source
Identifies the form of applicable matrix.
Type:
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType; see XML source
maximumNotionalAmount (defined in MultipleExercise complexType)
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 (defined in MultipleExercise complexType)
The maximum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
Content:
simple
Defined:
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
mimeType (defined in Resource complexType)
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:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
locally within AmericanExercise complexType; see XML source
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
locally within BermudaExercise complexType; see XML source
name (defined in PricingStructure complexType)
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type:
Content:
simple
Defined:
locally within PricingStructure complexType; see XML source
name (defined in Resource complexType)
The name of the resource.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
A name used to describe the organization unit
Type:
Content:
simple
Defined:
locally within BusinessUnit complexType; see XML source
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).
Type:
Content:
simple
Defined:
Indicates that a non-standard rate source will be used for the fixing.
Type:
Content:
complex, 4 elements
Defined:
locally within FxSettlementRateSource complexType; see XML source
notionalAmount (defined in FxCashSettlement complexType)
The amount of money that the settlement will be derived from.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxCashSettlement complexType; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseFee complexType; see XML source
A telephonic contact.
Type:
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
The number of units (index or securities).
Type:
Content:
simple
Defined:
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
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
offset (defined in OffsetPrevailingTime complexType)
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OffsetPrevailingTime 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:
Content:
complex, 2 elements
Defined:
The type of an organization's participantion in the OTC derivatives market.
Type:
Content:
simple, 1 attribute
Defined:
As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
Content:
complex, 4 elements
Defined:
locally within EuropeanExercise complexType; see XML source
party (defined in PartiesAndAccounts.model group)
A legal entity or a subdivision of a legal entity.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
The legal name of the organization.
Type:
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:
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:
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
partyReference (defined in Party complexType)
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:
Content:
empty, 1 attribute
Defined:
locally within Party complexType; see XML source
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
Type:
Content:
empty, 1 attribute
Defined:
locally within GrossCashflow complexType; see XML source
A reference to the account responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
locally within Payer.model group; see XML source
payerPartyReference (defined in Payer.model group)
A reference to the party responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
locally within Payer.model group; see XML source
paymentAmount (defined in NonNegativePayment complexType)
Non negative payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativePayment complexType; see XML source
paymentAmount (defined in Payment complexType)
The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
paymentAmount (defined in SimplePayment complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDate (defined in Payment complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Payment complexType; see XML source
paymentDate (defined in PaymentBaseExtended complexType)
The payment date, which can be expressed as either an adjustable or relative date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentBaseExtended complexType; see XML source
paymentDate (defined in SimplePayment complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
Payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within IndependentAmount complexType; see XML source
The reference to the identified payment strucutre.
Type:
Content:
empty, 1 attribute
Defined:
locally within PaymentDetails complexType; see XML source
A type defining the calculation rule.
Type:
Content:
empty
Defined:
locally within PaymentDetail complexType; see XML source
paymentType (defined in Payment complexType)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
Content:
simple, 1 attribute
Defined:
locally within Payment complexType; see XML source
percentageOfNotional (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Premium.model group; see XML source
period (defined in Frequency complexType)
A time period, e.g. a day, week, month, year or term of the stream.
Type:
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:
Content:
simple
Defined:
locally within Period complexType; see XML source
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
Type:
Content:
simple
Defined:
locally within ObservationFrequency complexType; see XML source
Type:
Content:
complex, 4 elements
Defined:
Type:
Content:
complex, 4 elements
Defined:
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
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
Optional information about people involved in a transaction or busines process.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Party.model group; see XML source
An identifier assigned by a system for uniquely identifying the individual
Type:
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
The individual person that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelatedPerson complexType; see XML source
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type:
Content:
simple
Defined:
locally within Address complexType; see XML source
precision (defined in Rounding complexType)
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
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
Type:
Content:
empty, 1 attribute
Defined:
premiumType (in premium defined in OptionBaseExtended complexType)
Forward start Premium type
Type:
Content:
simple
Defined:
locally within Premium.model group; see XML source
presentValueAmount (defined in Payment complexType)
The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
presentValueAmount (in premium defined in OptionBaseExtended complexType)
The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
pricePerOption (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Premium.model group; see XML source
A classification of the most important risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
primaryRateSource (defined in FxSpotRateSource complexType)
The primary source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
An abstract element used as a place holder for the substituting product elements.
Type:
Content:
complex, 1 attribute, 5 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 47 elements
Defined:
globally; see XML source
Used:
at 50 locations
productId (defined in Product.model group)
A product reference identifier.
Type:
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:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
Specifies the publication date of the applicable version of the contractual supplement.
Type:
xsd:date
Content:
simple
Defined:
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualMatrix complexType; see XML source
quoteBasis (defined in QuotedCurrencyPair complexType)
The method by which the exchange rate is quoted.
Type:
Content:
simple
Defined:
locally within QuotedCurrencyPair complexType; see XML source
quotedCurrencyPair (defined in FxFixing complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType; see XML source
quotedCurrencyPair (defined in FxRate complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxRate complexType; see XML source
rate (defined in FxRate complexType)
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
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type:
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:
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourceFixing (defined in FxCashSettlement complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 2 elements
Defined:
locally within FxCashSettlement complexType; see XML source
rateSourceFixing (defined in FxCashSettlementSimple complexType)
Settlement Rate Source and Fixing Date.
Type:
Content:
complex, 2 elements
Defined:
locally within FxCashSettlementSimple complexType; see XML source
rateSourcePage (defined in InformationSource complexType)
A specific page for the rate source for obtaining a market rate.
Type:
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePageHeading (defined in InformationSource complexType)
The heading for the rate source on a given rate source page.
Type:
Content:
simple
Defined:
locally within InformationSource complexType; see XML source
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
Type:
Content:
simple
Defined:
locally within FloatingRate complexType; see XML source
A reference to the account that receives the payments corresponding to this structure.
Type:
Content:
empty, 1 attribute
Defined:
A reference to the party that receives the payments corresponding to this structure.
Type:
Content:
empty, 1 attribute
Defined:
An institution (party) identified by means of a coding scheme and an optional name.
Type:
Content:
complex, 2 elements
Defined:
An institution (party) identifier, e.g. a bank identifier code (BIC).
Type:
Content:
simple, 1 attribute
Defined:
locally within ReferenceBank complexType; see XML source
The name of the institution (party).
Type:
Content:
simple
Defined:
locally within ReferenceBank complexType; see XML source
referenceCurrency (defined in FxCashSettlement complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType; see XML source
referenceCurrency (defined in FxCashSettlementSimple complexType)
Reference Currency.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlementSimple complexType; see XML source
A code for a grouping of countries to which this belongs.
Type:
Content:
simple, 1 attribute
Defined:
A series of dates specified as a repeating sequence from a base date.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
relativeDate (defined in AdjustableOrRelativeDate complexType)
A date specified as some offset to another date (the anchor date).
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
relativeDates (defined in AdjustableOrRelativeDates complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
A series of dates specified as some offset to other dates (the anchor dates) which can
Type:
Content:
complex, 4 elements
Defined:
The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
The reset date.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
The unique identifier of the resource within the event.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
A description of the type of the resource, e.g. a confirmation.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
role (defined in RelatedParty complexType)
The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType; see XML source
The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedPerson complexType; see XML source
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:
Content:
simple
Defined:
Specifies the rounding direction.
Type:
Content:
simple
Defined:
locally within Rounding complexType; see XML source
An account number via which a payment can be routed.
Type:
Content:
simple
Defined:
A physical postal address via which a payment can be routed.
Type:
Content:
complex, 5 elements
Defined:
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:
Content:
complex, 4 elements
Defined:
A unique identifier for party that is a participant in a recognized payment system.
Type:
Content:
simple, 1 attribute
Defined:
locally within RoutingIds complexType; see XML source
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
Content:
complex, 1 element
Defined:
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
Content:
complex, 1 element
Defined:
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
Type:
Content:
complex, 5 elements
Defined:
A real name that is used to identify a party involved in the routing of a payment.
Type:
Content:
simple
Defined:
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
Type:
Content:
simple
Defined:
The first and last dates of a schedule.
Type:
Content:
complex, 2 elements
Defined:
locally within RelativeDates complexType; see XML source
A classification of additional risk classes of the trade, if any.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
secondaryRateSource (defined in FxSpotRateSource complexType)
An alternative, or secondary, source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
seller (defined in Strike complexType)
The party that has sold.
Type:
Content:
simple, 1 attribute
Defined:
locally within Strike complexType; see XML source
seller (defined in StrikeSchedule complexType)
The party that has sold.
Type:
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType; see XML source
A reference to the account that sells this instrument.
Type:
Content:
empty, 1 attribute
Defined:
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:
Content:
empty, 1 attribute
Defined:
A reference to the party that services/supports the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
A reference to the party that services/supports the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
Settlement Amount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
settlementCurrency (defined in FxCashSettlement complexType)
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType; see XML source
The currency in which cash settlement occurs.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlementSimple complexType; see XML source
Settlement Currency for use where the Settlement Amount cannot be known in advance
Type:
Content:
simple, 1 attribute
Defined:
settlementDate (defined in FxCashSettlement complexType)
The date on which settlement is scheduled to occur
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxCashSettlement complexType; see XML source
settlementInformation (defined in Payment complexType)
The information required to settle a currency payment that results from a trade.
Type:
Content:
complex, 2 elements
Defined:
locally within Payment complexType; see XML source
settlementInformation (defined in PaymentDetails complexType)
The information required to settle a currency payment.
Type:
Content:
complex, 2 elements
Defined:
locally within PaymentDetails complexType; see XML source
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
Type:
Content:
complex, 7 elements
Defined:
locally within SettlementInformation complexType; see XML source
The mechanism by which settlement is to be made.
Type:
Content:
simple, 1 attribute
Defined:
locally within SettlementInstruction complexType; see XML source
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxSettlementRateSource complexType; see XML source
settlementRateSource (defined in FxRateSourceFixing complexType)
Type:
Content:
complex, 2 elements
Defined:
locally within FxRateSourceFixing complexType; see XML source
Indicates the size of the resource in bytes.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Resource complexType; see XML source
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.
Type:
Content:
complex, 3 elements
Defined:
locally within SettlementInstruction complexType; see XML source
One of the monetary amounts in a split settlement payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SplitSettlement complexType; see XML source
Typically applicable to the physical settlement of bond and convertible bond options.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType; see XML source
spreadSchedule (defined in FloatingRate complexType)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate complexType; see XML source
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
An optional element used to describe how a trade will settle.
Type:
Content:
simple
Defined:
locally within SettlementInformation complexType; see XML source
startDate (defined in Period.model group)
Date on which this period begins.
Type:
xsd:date
Content:
simple
Defined:
locally within Period.model group; see XML source
A country subdivision used in postal addresses in some countries.
Type:
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:
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:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Schedule complexType; see XML source
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:
Content:
simple
Defined:
locally within NonNegativeStep complexType; see XML source
The set of street and building number information that identifies a postal address within a city.
Type:
Content:
complex, 1 element
Defined:
locally within Address complexType; see XML source
An individual line of street and building number information, forming part of a postal address.
Type:
Content:
simple
Defined:
locally within StreetAddress complexType; see XML source
The rate for a cap or floor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Strike complexType; see XML source
string (defined in Resource complexType)
Provides extra information as string.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within StubValue complexType; see XML source
End date of stub period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Stub complexType; see XML source
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
Type:
xsd:decimal
Content:
simple
Defined:
locally within StubValue complexType; see XML source
Start date of stub period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Stub complexType; see XML source
Name suffix, such as Jr., III, etc.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
Family name, such as Smith or Jones.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
A telephonic contact.
Type:
Content:
complex, 2 elements
Defined:
locally within ContactInformation complexType; see XML source
terminationDate (defined in DirectionalLeg complexType)
Specifies the termination date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
A threshold rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AutomaticExercise complexType; see XML source
time (defined in OffsetPrevailingTime complexType)
Type:
Content:
complex, 2 elements
Defined:
locally within OffsetPrevailingTime complexType; see XML source
tradeId (defined in IssuerTradeId.model group)
Type:
Content:
simple, 2 attributes
Defined:
The value representing the forecast rate after applying rate treatment rules.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
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 ContractualTermsSupplement complexType)
Identifies the form of applicable contractual supplement.
Type:
Content:
simple, 1 attribute
Defined:
type (defined in RelatedParty complexType)
Additional definition refining the type of relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
type (defined in SpreadSchedule complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within SpreadSchedule complexType; see XML source
The type of allocation e.g.
Type:
Content:
simple
Defined:
The type of ISDA Credit Support Agreement
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType; see XML source
The type of telephone number (work, personal, mobile).
Type:
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
A date subject to adjustment.
Type:
Content:
simple, 1 attribute
Defined:
unadjustedDate (defined in AdjustableDate2 complexType)
A date subject to adjustment.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
unadjustedDate (defined in AdjustableDates complexType)
A date subject to adjustment.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
The first date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
The last date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
The price of each unit.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
units (defined in CashflowNotional complexType)
The units in which an amount (not monetary) is denominated.
Type:
Content:
simple
Defined:
locally within CashflowNotional complexType; see XML source
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
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:
The day of the week on which a weekly reset date occurs.
Type:
Content:
simple
Defined:
locally within ResetFrequency complexType; see XML source
Complex Type Summary
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Reference to an account.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 12 locations
The data type used for account type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for ESMA action type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
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, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 17 locations
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:
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, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 14 locations
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
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 57 locations
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:
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
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, or as a set of factors to specify periodic occurences.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
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, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
Specifies a reference to a monetary amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type to define automatic exercise of a swaption.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
To indicate the limitation percentage and limitation period.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the beneficiary of the funds.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
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:
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:
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
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:
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:
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 36 locations
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:
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 15 locations
Reference to a business day adjustments structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
An identifier used to identify a single component cashflow.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The notional/principal value/quantity/volume used to compute the cashflow.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
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:
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:
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:
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:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
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:
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
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:
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:
A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
A party's credit rating.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 51 locations
List of Dates
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining a contiguous series of calendar dates.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
List of DateTimes
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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 16 locations
Coding scheme that specifies the method according to which an amount or a date is determined.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A reference to the return swap notional determination method.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
Content:
complex, 1 attribute, 7 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
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:
A special type meant to be used for elements with no content and no attributes.
Content:
empty
Defined:
globally; see XML source
Used:
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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 12 locations
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:
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:
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:
A type describing how notice of exercise should be given.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type describing how notice of exercise should be given.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining a floating rate.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
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:
A type defining a rate index.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
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:
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:
A type defining a currency amount as at a future value date.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that is used for describing cash settlement of an option / non deliverable forward.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A type that is used for describing cash settlement of a variance or volatility swap option.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type that specifies the source for and timing of a fixing of an exchange rate.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
Describes a rate source to be fixed and the date the fixing occurs
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the rate source and fixing time for an fx rate.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A payment component owed from one party to the other for the cash flow date.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to a currency with ID attribute
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 21 locations
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:
A rate which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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 14 locations
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type describing the method for accruing interests on dividends.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The type of interpolation used.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A complex type for a two part identifier such as a USI.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
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:
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:
A type defining a legal entity.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 10 locations
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Leg identity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Version aware identification of a leg.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type to define the main publication source.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
A master agreement identifier allocated by a party.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
An identifier used to identify matched cashflows.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
globally; see XML source
Includes:
definition of elem. wildcard
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 48 locations
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:
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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 17 locations
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 52 locations
A complex type to specify non negative payments.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
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:
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the number of options.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the number of units.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
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 13 locations
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining partial exercise.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
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 41 locations
The data type used for party group classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Reference to a party.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 90 locations
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:
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:
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining payments.
Content:
complex, 2 attributes, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 17 locations
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 13 locations
Base type for payments.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Details on the referenced payment. e.g.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Reference to a payment.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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 37 locations
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
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:
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to an individual.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
A type defining a positive money amount
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
An abstract pricing structure base type.
Content:
complex, 1 attribute, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Reference to a pricing structure or any derived components (i.e. yield curve).
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
The base type which all FpML products extend.
Content:
complex, 1 attribute, 5 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 32 locations
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The proposed collateral allocation.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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 17 locations
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:
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:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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 69 locations
Specifies the reference amount using a scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 18 locations
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type describing a date when this date is defined in reference to another date through one or several date offsets.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A date with a required identifier which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the reset frequency.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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:
The data type used for resource identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The type that indicates the length of the resource.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
A reference to the return swap notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
Content:
complex, 3 elements
Defined:
globally; see XML source
Used:
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:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
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:
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 17 locations
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Coding scheme that specifies the settlement price default election.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
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:
TBA
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
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:
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
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:
Provides a reference to a spread schedule.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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:
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:
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:
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:
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:
A type describing a schedule of cap or floor rates.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining how a stub calculation period amount is calculated.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
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:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A type describing interest payments associated with and underlyer, such as financing
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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:
Simple Type Summary
A type defining a number specified as a decimal between -1 and 1 inclusive.
Defined:
globally; see XML source
Used:
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:
Defined:
globally; see XML source
Used:
The base class for all types which define coding schemes that must be populated.
Defined:
globally; see XML source
Used:
at 31 locations
A URI that cannot be empty.
Defined:
globally; see XML source
Used:
at 214 locations
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
globally; see XML source
Used:
at 35 locations
A normalized string that may not be empty
Defined:
globally; see XML source
Used:
at 21 locations
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
globally; see XML source
Used:
at 45 locations
A type defining a percentage specified as decimal from 0 to 1.
Defined:
globally; see XML source
Used:
at 10 locations
The base class for all types which define coding schemes that are allowed to be empty.
Defined:
globally; see XML source
Used:
at 178 locations
A string that may not be empty
Defined:
globally; see XML source
Used:
at 54 locations
A token that may not be empty
Defined:
globally; see XML source
Used:
at 123 locations
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
globally; see XML source
Used:
Element Group Summary
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 12 locations
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 17 locations
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A model group for a two part identifier such as a USI.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Supporting party and account definitions.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 40 locations
A model group with the content model of a party.
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Information about a party for reporting purposes.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
4 elements
Defined:
globally; see XML source
Used:
at 29 locations
A model group for representing the discounting elements that can be associated with a payment.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 11 locations
A model group for representing the option premium when expressed in a way other than an amount.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Stock Loan Content Model
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2016 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 12102 $" xmlns="http://www.fpml.org/FpML-5/confirmation" 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-5-8.xsd"/>
<xsd:simpleType name="CorrelationValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as a decimal between -1 and 1 inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="-1"/>
<xsd:maxInclusive value="1"/>
</xsd:restriction>
</xsd:simpleType>
<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 that are allowed to be empty.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="NormalizedString">
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyScheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base class for all types which define coding schemes that must be populated.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="NormalizedString">
<xsd:minLength value="1"/>
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">A URI that cannot be empty.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:anyURI">
<xsd:minLength value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">A string that may not be empty</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">A normalized string that may not be empty</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:normalizedString">
<xsd:minLength value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Token">
<xsd:annotation>
<xsd:documentation xml:lang="en">A token that may not be empty</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:minLength value="0"/>
</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="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" 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>
<xsd:choice>
<xsd:sequence>
<xsd:element 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:element 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:choice>
</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="NonEmptyScheme">
<xsd:attribute name="accountIdScheme" type="NonEmptyURI">
<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="NonEmptyURI" 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="NonEmptyURI">
<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="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for ESMA action type.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/action-type" name="actionTypeScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this actionType. A unique URI to determine the the type of action.
</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="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="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="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 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 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:element maxOccurs="unbounded" 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" use="optional"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDatesOrRelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">A series of adjustable dates</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as a repeating sequence from a base date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<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"/>
<xsd:element 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: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>
<xsd:complexType name="AdjustableRelativeOrPeriodicDates">
<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="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to other dates (the anchor dates) which can
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodicDates" type="PeriodicDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableRelativeOrPeriodicDates2">
<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, or as a set of factors to specify periodic occurences.
</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:element name="periodicDates" type="PeriodicDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<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 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 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 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 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="AmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies a reference to a monetary amount.</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>
<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 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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be represented as 0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AverageDailyTradingVolumeLimit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
To indicate the limitation percentage and limitation period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="limitationPercentage" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the limitation percentage in Average Daily trading volume.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="limitationPeriod" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the limitation period for Average Daily trading volume in number of days.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the beneficiary of the funds.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="RoutingIdentification.model"/>
<xsd:element minOccurs="0" name="beneficiaryPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Link to the party acting as beneficiary. This element can only appear within the beneficiary container element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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 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 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 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 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="NonEmptyURI"/>
</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="NonEmptyURI"/>
<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" 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 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 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 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 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="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="NonEmptyURI"/>
</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>
<xsd:element maxOccurs="unbounded" name="calculationAgentPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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 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>
<xsd:complexType name="CashflowId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to identify a single component cashflow.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="cashflowIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CashflowNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional/principal value/quantity/volume used to compute the cashflow.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element 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:element name="units" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The units in which an amount (not monetary) is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The quantity of notional (in currency or other units).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<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="NonEmptyURI"/>
</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" 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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SwaptionPhysicalSettlement">
<xsd:sequence>
<xsd:element name="clearedPhysicalSettlement" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house. The meaning of Cleared Physical Settlement is defined in the 2006 ISDA Definitions, Section 15.2 (published in Supplement number 28).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="predeterminedClearingOrganizationPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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 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>
<xsd:complexType name="CollateralValueAllocation">
<xsd:sequence>
<xsd:element name="type" type="CollateralValueAllocationEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of allocation e.g. Full or ExcessOverMargin
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="value" type="Money"/>
</xsd:sequence>
</xsd:complexType>
<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="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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualMatrix">
<xsd:sequence>
<xsd:element 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="NonEmptyURI"/>
</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 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>
<xsd:complexType name="CorrespondentInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="RoutingIdentification.model"/>
<xsd:element minOccurs="0" name="correspondentPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Link to the party acting as correspondent. This element can only appear within the correspondentInformation container element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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="Token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso3166" name="countryScheme" type="NonEmptyURI"/>
</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="NonEmptyURI">
<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 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 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="NonEmptyScheme">
<xsd:attribute name="creditSupportAgreementIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">List of Dates</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="date" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset. The type includes the convention for adjusting the date and an optional sequence element to indicate the order in a sequence of multiple date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element 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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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 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 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>
<xsd:complexType name="DateTimeList">
<xsd:annotation>
<xsd:documentation xml:lang="en">List of DateTimes</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="dateTime" type="xsd:dateTime"/>
</xsd:sequence>
</xsd:complexType>
<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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DeterminationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Coding scheme that specifies the method according to which an amount or a date is determined.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/determination-method" name="determinationMethodScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DeterminationMethodReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the return swap notional determination method.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="DeterminationMethod" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="DirectionalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-id-RED-1-0" name="entityIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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 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 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 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="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/exchange-id-MIC-1-0" name="exchangeIdScheme" type="NonEmptyURI"/>
</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 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>
<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 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 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>
<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 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 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 name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="limitedRightToConfirm" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise. If present, (i) the Seller may request the Buyer to confirm its intent if not done on or before the expiration time on the Expiration date (ii) specific rules will apply in relation to the settlement mode.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="splitTicket" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Typically applicable to the physical settlement of bond and convertible bond options. If present, means that the Party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseProcedureOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="manualExercise" type="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<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"/>
<xsd:element minOccurs="0" name="floatingRateMultiplierSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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>
<xsd:element minOccurs="0" name="rateTreatment" type="RateTreatmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="capRateSchedule" type="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="floorRateSchedule" type="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor 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 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.
</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.
</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.
</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).
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ForecastRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a rate index.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element 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:complexType>
<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="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 name="componentDescription" type="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="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 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 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.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
<xsd:sequence>
<xsd:element 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 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>
<xsd:element minOccurs="0" name="referenceCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="notionalAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of money that the settlement will be derived from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" 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>
<xsd:element maxOccurs="unbounded" name="rateSourceFixing" type="FxRateSourceFixing">
<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>
</xsd:choice>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which settlement is scheduled to occur
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--10-17-2014: Added new simplified FxCashSettlementSimple model to support Volatility products-->
<xsd:complexType name="FxCashSettlementSimple">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is used for describing cash settlement of a variance or volatility swap option. It includes the settlement currency together with the spot currency exchange required to calculate the settlement 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.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="referenceCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference Currency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="fixing" type="FxFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">Quoted currency pair.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="rateSourceFixing" type="FxRateSourceFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">Settlement Rate Source and Fixing Date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxInformationSource">
<xsd:complexContent>
<xsd:extension base="InformationSource">
<xsd:sequence>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time that the fixing will be taken along with a business center to define the time zone
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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>
<xsd:element minOccurs="0" name="fxSpotRateSource" type="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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 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 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>
<xsd:complexType name="FxRateSourceFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a rate source to be fixed and the date the fixing occurs
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementRateSource" type="FxSettlementRateSource"/>
<xsd:element name="fixingDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the fixing is scheduled to occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSettlementRateSource">
<xsd:choice>
<xsd:element name="settlementRateOption" type="SettlementRateOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that a non-standard rate source will be used for the fixing.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the rate source and fixing time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element 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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="GrossCashflow">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A payment component owed from one party to the other for the cash flow date. This payment component should by of only a single type, e.g. a fee or a cashflow from a cashflow stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="cashflowId" type="CashflowId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Unique identifier for a cash flow.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="partyTradeIdentifierReference" type="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="cashflowAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Cash flow amount in a given currency to be paid/received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="cashflowType" type="CashflowType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the type of cash flow. For instance, a type of fee, premium, principal exchange, leg fee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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>
<xsd:complexType name="IdentifiedCurrencyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a currency with ID attribute</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="IdentifiedCurrency" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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>
<xsd:complexType name="IdentifiedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A rate which can be referenced elsewhere.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:decimal">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IndependentAmount">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element maxOccurs="unbounded" 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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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 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="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="NonEmptyScheme">
<xsd:attribute name="instrumentIdScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InterestAccrualsCompoundingMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
<xsd:sequence minOccurs="0">
<xsd:element name="compoundingMethod" type="CompoundingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InterestAccrualsMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">The floating rate calculation definitions</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="RoutingIdentification.model"/>
<xsd:element name="intermediarySequenceNumber" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries. The assumed domain value set is an ascending sequence of integers starting from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intermediaryPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to the party acting as intermediary.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InterpolationMethod">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of interpolation used.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/interpolation-method" name="interpolationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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="NonEmptyURI"/>
</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>
<xsd:complexType name="LegId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Leg identity.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Token60">
<xsd:attribute name="legIdScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of a leg.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="legId" type="LegId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identity of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="VersionHistory.model"/>
</xsd:sequence>
</xsd:complexType>
<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 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>
<xsd:element maxOccurs="unbounded" 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: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>
<xsd:complexType name="MainPublication">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type to define the main publication source.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/inflation-main-publication" name="mainPublicationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseNotice" type="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should be given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fallbackExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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 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="NonEmptyScheme">
<xsd:attribute name="masterAgreementIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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 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 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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MatchId">
<xsd:annotation>
<xsd:documentation xml:lang="en">An identifier used to identify matched cashflows.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="matchIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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 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:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</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 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:documentation xml:lang="en">
The non negative monetary quantity in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">A complex type to specify non negative payments.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBaseExtended">
<xsd:sequence>
<xsd:element name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Non negative payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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 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 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>
<xsd:complexType name="NotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">A complex type to specify the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NotionalAmountReference">
<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 name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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>
<xsd:complexType name="NumberOfOptionsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the number of options.</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>
<xsd:complexType name="NumberOfUnitsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the number of units.</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>
<!--2015-01-06: GFXD: Accrual/Target-->
<!--2015-01-08: FpML FX WG: rename to ObservationFrequency-->
<xsd:complexType name="ObservationFrequency">
<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="Period">
<!--2015-01-13:GFXD: no need to support the concept such as EOM, etc. for observation or accrual expiry or settlement period dates. -->
<xsd:sequence>
<!--2015-01-08:FpML FX WG: Need to specify something like roll convention. One of the use cases’ example: EOM for monthly frequency. It is also clearer when day of the week specified for weekly frequency rather than inferring it from the start date.-->
<xsd:element minOccurs="0" name="periodConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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>
<xsd:complexType name="OffsetPrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the specification of a time that may be on a day prior or subsequent to the day in question. This type is intended for use with a day of the week (i.e. where no actual date is specified) as part of, for example, a period that runs from 23:00-07:00 on a series of days and where holidays on the actual days would affect the entire time period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="time" type="PrevailingTime"/>
<xsd:element minOccurs="0" name="offset" type="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OnBehalfOf">
<xsd:sequence>
<xsd:element 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="Token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-type" name="organizationTypeScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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="2" 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="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="NonEmptyURI"/>
</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="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso9362" name="partyIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI" 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="NonEmptyURI"/>
</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="NonEmptyURI"/>
</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:documentation xml:lang="en">
A type for defining payments. In Transparency view, normally the payer and receiver party references are not used; however they may be provided if necessary for administrative activities such as Reporting Party Determination in FX.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation/>
</xsd:group>
<xsd:element name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the payment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrAdjustedDate">
<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:element minOccurs="0" name="paymentType" type="PaymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementInformation" type="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="discountFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the discount factor used to calculate the present value of the cash flow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="presentValueAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount representing the present value of the forecast payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute ecore:reference="PricingStructure" name="href" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Can be used to reference the yield curve used to estimate the discount factor.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</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>
<xsd:complexType abstract="true" name="PaymentBaseExtended">
<xsd:annotation>
<xsd:documentation xml:lang="en">Base type for payments.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date, which can be expressed as either an adjustable or relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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>
<xsd:choice>
<xsd:element name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A fixed payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element 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:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PaymentDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Details on the referenced payment. e.g. Its cashflow components, settlement details.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentReference" type="PaymentReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reference to the identified payment strucutre.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="grossCashflow" type="GrossCashflow">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Payment details of this cash flow component, including currency, amount and payer/payee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementInformation" type="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PaymentReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a payment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="PaymentBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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="NonEmptyURI"/>
</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 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 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>
<xsd:complexType name="PeriodicDates">
<xsd:sequence>
<xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
<xsd:element minOccurs="0" name="calculationEndDate" type="AdjustableOrRelativeDate"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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="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 name="firstName" type="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="NormalizedString"/>
<xsd:element maxOccurs="unbounded" name="initial" type="Initial"/>
</xsd:choice>
<xsd:element name="surname" type="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="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="NonEmptyScheme">
<xsd:attribute name="personIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a positive money amount</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<xsd:element name="amount" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The positive monetary quantity in currency units.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA. This type should be used where a wider range of locations than those available as business centres is required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element 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 name="location" type="TimezoneLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The geographic location to which the hourMinuteTime applies. The time takes into account any current day light saving changes or other adjustments i.e. it is the prevaling time at the location.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="PricingStructure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract pricing structure base type. Used as a base for structures such as yield curves and volatility matrices.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PricingStructureReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a pricing structure or any derived components (i.e. yield curve).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="PricingStructure" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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 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 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 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="NonEmptyScheme">
<xsd:attribute name="productIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProposedCollateralAllocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">The proposed collateral allocation.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CollateralPartyAndAccountReferences.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="collateralValueAllocation" type="CollateralValueAllocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Collateral allocation by value.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<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 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="NonEmptyURI"/>
</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>
<xsd:complexType name="ReferenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the reference amount using a scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="referenceAmountScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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 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="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="NonEmptyScheme">
<xsd:attribute name="referenceBankIdScheme" type="NonEmptyURI"/>
</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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RelatedBusinessUnit">
<xsd:sequence>
<xsd:element 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 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 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 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 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 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 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>
<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: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>
<xsd:complexType name="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a date when this date is defined in reference to another date through one or several date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element 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>
<xsd:element maxOccurs="unbounded" name="dateOffset" type="DateOffset"/>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:complexType>
<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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequestedAction">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-action" name="requestedActionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequiredIdentifierDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date with a required identifier which can be referenced elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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 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 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="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="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="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="NonEmptyURI">
<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="NonEmptyScheme">
<xsd:attribute name="resourceIdScheme" type="NonEmptyURI"/>
</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 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 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="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReturnSwapNotionalAmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the return swap notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="NotionalAmount" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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 name="roundingDirection" type="RoundingDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the rounding direction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element 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>
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="RoutingIdentification.model"/>
</xsd:complexType>
<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="NonEmptyURI"/>
</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" 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" 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 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>
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will settle. This defines a scheme and is used for identifying trades that are identified as settling standard and/or flagged for settlement netting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementMethod" type="SettlementMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme of domain values will include standard mechanisms such as CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="correspondentInformation" type="CorrespondentInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="intermediaryInformation" type="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="beneficiaryBank" type="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="depositoryPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to the depository of the settlement.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="splitSettlement" type="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries. Each split payment may need to have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementMethod">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-method" name="settlementMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementPriceDefaultElection">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Coding scheme that specifies the settlement price default election.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-price-default-election" name="settlementPriceDefaultElectionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementPriceSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-price-source" name="settlementPriceSourceScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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="NonEmptyURI"/>
</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>
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBA</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element 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 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:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between latest exercise time expressed as literal time, or using a determination method.
</xsd:documentation>
</xsd:annotation>
<xsd:element 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:annotation>
<xsd:documentation xml:lang="en">Latest exercise time determination method.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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 name="paymentAmount" type="NonNegativeMoney"/>
<xsd:element 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>
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="beneficiaryBank" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<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>
<xsd:complexType name="SpreadScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Provides a reference to a spread schedule.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="SpreadSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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="NonEmptyURI"/>
</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 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 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" name="streetLine" type="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 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>
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<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:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Stub">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining how a stub calculation period amount is calculated and the start and end date of the stub. 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:complexContent>
<xsd:extension base="StubValue">
<xsd:sequence>
<xsd:element minOccurs="0" name="stubStartDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Start date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="stubEndDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
End date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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>
<xsd:element name="stubRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An actual amount to apply for the initial or final stub period may have been agreed between th two parties. If an actual stub amount has been agreed then it would be included in this component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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="NonEmptyURI"/>
</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 name="number" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TimezoneLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/tzdatabase" name="timezoneLocationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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="NonEmptyScheme">
<xsd:attribute name="tradeIdScheme" type="NonEmptyURI" use="required"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="UnderlyerInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing interest payments associated with and underlyer, such as financing
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:choice>
<xsd:element minOccurs="0" name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<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="NonEmptyURI" 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 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>
<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: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 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 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>
<xsd:sequence>
<xsd:element minOccurs="0" name="allocationPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationAccountReference" 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="FloatingRateIndex.model">
<xsd:sequence>
<xsd:element 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 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. Also, in the context of a trade package there could be several parties for which limit check is requested, necessitating multiple onBehalfOf elements. Except for these cases, there should be no more than two onBehalfOf references in a message.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED OnBehalfOf2.model - Unsupported-->
<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>
<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" 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: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" 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:sequence>
<xsd:element 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>
<!--10-17-2014: Volatility Variance Swap/Volatility Swap - refactored PayerReceiver.model into Payer.model and Receiver.model to be used when Receiver is optional-->
<xsd:group name="Payer.model">
<xsd:sequence>
<xsd:element 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:sequence>
</xsd:group>
<!--10-17-2014: Volatility Variance Swap/Volatility Swap - refactored PayerReceiver.model into Payer.model and Receiver.model to be used when Receiver is optional-->
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:group ref="Payer.model">
<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:group>
<xsd:group ref="Receiver.model">
<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:group>
</xsd:sequence>
</xsd:group>
<xsd:group name="PaymentDiscounting.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group for representing the discounting elements that can be associated with a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="discountFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the discount factor used to calculate the present value of the cash flow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="presentValueAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount representing the present value of the forecast payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Period.model">
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date on which this period begins.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date on which this period ends.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Premium.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group for representing the option premium when expressed in a way other than an amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumType" type="PremiumTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Forward start Premium type</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricePerOption" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a function of the number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="percentageOfNotional" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<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>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="secondaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<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>
</xsd:sequence>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="This element has been moved to before productType" maxOccurs="unbounded" minOccurs="0" name="assetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the 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 embeddedOptionType - Unsupported-->
</xsd:sequence>
</xsd:group>
<!--10-17-2014: Volatility Variance Swap/Volatility Swap - refactored PayerReceiver.model into Payer.model and Receiver.model to be used when Receiver is optional-->
<xsd:group name="Receiver.model">
<xsd:sequence>
<xsd:element 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>
<xsd:group name="RoutingExplicitDetails.model">
<xsd:sequence>
<xsd:element name="routingName" type="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="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="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>
<xsd:choice>
<xsd:element name="settlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Settlement Amount</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Settlement Currency for use where the Settlement Amount cannot be known in advance
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="StockLoan.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Stock Loan Content Model</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="lossOfStockBorrow" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">If true, then loss of stock borrow is applicable.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumStockLoanRate" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the maximum stock loan rate for Loss of Stock Borrow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="increasedCostOfStockBorrow" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, then increased cost of stock borrow is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="initialStockLoanRate" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="UnitContract.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="numberOfUnits" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of units (index or securities).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unitPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The price of each unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<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="NonEmptyScheme">
<xsd:attribute name="issuerIdScheme" type="NonEmptyURI"/>
</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 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 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.