http://www.fpml.org/spec/2003/tr-fpml-4-0-2003-12-10
http://www.fpml.org/spec/2003/tr-fpml-4-0-2003-12-10
lcwd-fpml-4-0-2003-10-14
http://www.fpml.org/spec/errata/tr-fpml-4-0-2003-12-10-errata.html
Document built: Mon 12/15/2003 12:34:55.01
Copyright © 2002-2003. All rights reserved.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at
http://www.fpml.org/documents/license
XSL Schema Processing Developed By:
Andrew Jacobs, Senior Consultant, IBM.
e-mail: andrew_jacobs@uk.ibm.com
And By:
Brian Lynn, Founder and CTO, Gem Soup LLC.
e-mail: brian.lynn@gemsoup.com
The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.
Defines the underlying asset when it is a bond.
Element bond is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or one occurrence; of the type ExchangeId)
issuerName (zero or one occurrence; of the type xsd:string)
couponRate (zero or one occurrence; of the type xsd:decimal)
maturity (zero or one occurrence; of the type xsd:date)
parValue (zero or one occurrence; of the type xsd:decimal)
faceAmount (zero or one occurrence; of the type xsd:decimal)
<xsd:element name="bond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security or
convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage) of
a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds to
the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a convertible bond.
Element convertibleBond is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
issuerName (zero or one occurrence; of the type xsd:string)
couponRate (zero or one occurrence; of the type xsd:decimal)
maturity (zero or one occurrence; of the type xsd:date)
parValue (zero or one occurrence; of the type xsd:decimal)
faceAmount (zero or one occurrence; of the type xsd:decimal)
underlyingEquity (exactly one occurrence; of the type UnderlyingAsset)
<xsd:element name="convertibleBond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a convertible bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security or
convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage) of
a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds to
the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyingEquity" type="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity in which the comnvertible bond can
be converted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a listed equity.
Element equity is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
optionsExchangeId (zero or one occurrence; of the type ExchangeId)
<xsd:element name="equity" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed equity.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which
the reference option contract is listed. This is to
address the case where the reference exchange for the
future is different than the one for the option. The
options Exchange is referenced on share options when
Merger Elections are selected as Options Exchange
Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Specifies the structure of the equity swap.
Element equitySwap is defined by the complex type EquitySwap
<xsd:element name="equitySwap" type="EquitySwap" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Defines the underlying asset when it is an exchange-traded fund.
Element exchangeTradedFund is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or one occurrence; of the type ExchangeId)
optionsExchangeId (zero or one occurrence; of the type ExchangeId)
fundManager (zero or one occurrence; of the type xsd:string)
<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is an exchange-traded fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which
the reference option contract is listed. This is to
address the case where the reference exchange for the
future is different than the one for the option. The
options Exchange is referenced on share options when
Merger Elections are selected as Options Exchange
Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a listed future contract.
Element future is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or one occurrence; of the type ExchangeId)
optionsExchangeId (zero or one occurrence; of the type ExchangeId)
multiplier (zero or one occurrence; of the type xsd:integer)
futureContractReference (zero or one occurrence; of the type xsd:string)
<xsd:element name="future" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed future contract.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence minOccurs="0">
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which
the reference option contract is listed. This is to
address the case where the reference exchange for the
future is different than the one for the option. The
options Exchange is referenced on share options when
Merger Elections are selected as Options Exchange
Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="xsd:integer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be
associated with the number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureContractReference" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the future contract that can be referenced,
besides the equity or index reference defined as part
of the UnderlyerAsset type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a financial index.
Element index is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
futureId (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: futureIdScheme (xsd:anyURI)
<xsd:element name="index" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a financial index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for the reference future
contract in the case of an index underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="futureIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a mutual fund.
Element mutualFund is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
openEndedFund (zero or one occurrence; of the type xsd:boolean)
fundManager (zero or one occurrence; of the type xsd:string)
<xsd:element name="mutualFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a mutual fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="openEndedFund" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean indicator to specify whether the mutual fund is
an open-ended mutual fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Define the underlying asset when it is a listed security.
Element underlyingAsset is defined by the complex type UnderlyingAsset
<xsd:element name="underlyingAsset" type="UnderlyingAsset" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Define the underlying asset when it is a listed security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
currency (zero or one occurrence; of the type Currency)
amount (exactly one occurrence; of the type xsd:decimal)
priceExpression (exactly one occurrence; of the type PriceExpressionEnum)
<xsd:complexType name="ActualPrice">
<xsd:sequence>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the currency associated with the net price. This
element is not present if the price is expressed in
percentage terms (as specified through the priceExpression
element).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
Specifies the net price amount. In the case of a fixed income
security or a convertible bond, this price includes the
accrued interests.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceExpression" type="PriceExpressionEnum">
<xsd:annotation>
<xsd:documentation>
Specifies whether the price is expressed in absolute or
relative terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Either
adjustableDates (exactly one occurrence; of the type AdjustableDates)
Or
relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)
Or
periodicDates (exactly one occurrence; with locally defined content) ...
calculationStartDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
calculationEndDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
calculationPeriodFrequency (exactly one occurrence; of the type CalculationPeriodFrequency)
calculationPeriodDatesAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
Attribute: id (xsd:ID)
<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">
<xsd:complexType>
<xsd:sequence>
<xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
<xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
<xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<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:element name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
<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:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type describing the underlyer features of a basket swap. Each of the basket constituents are described through an embedded component, the basketConstituentsType.
openUnits (exactly one occurrence; of the type xsd:decimal)
basketConstituent (one or more occurrences; of the type BasketConstituent)
<xsd:complexType name="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the underlyer features of a basket swap. Each
of the basket constituents are described through an embedded
component, the basketConstituentsType.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the
underlyer of the swap. In the case of a basket swap, this
element is used to reference both the number of basket units,
and the number of each asset components of the basket when
these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketConstituent" type="BasketConstituent" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes each of the components of the basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing each of the constituents of a basket swap.
(exactly one occurrence; of the type UnderlyingAsset)
constituentWeight (zero or one occurrence; of the type ConstituentWeight)
dividendPayout (zero or one occurrence; of the type DividendPayout)
underlyerPrice (zero or one occurrence; of the type Price)
underlyerNotional (zero or one occurrence; of the type Money)
<xsd:complexType name="BasketConstituent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing each of the constituents of a basket swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the weight of each of the underlyer constituent
within the basket, either in absolute or relative terms. This
is an optional component, as certain swaps do not specify a
specific weight for each of their basket constituents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an equity
underlyer. A basket swap can have different payout ratios
across the various underlying constituents. In certain cases
the actual ratio is not known on trade inception, and only
general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerPrice" type="Price" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the price that is associated with each of the
basket constituents. This component is optional, as it is not
absolutely required to accurately describe the economics of
the trade, considering the price that characterizes the
equity swap is associated to the leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerNotional" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the notional (i.e. price * quantity) that is
associated with each of the basket constituents. This
component is optional, as it is not absolutely required to
accurately describe the economics of the trade, considering
the notional that characterizes the equity swap is associated
to the leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the commission that will be charged for each of the hedge transactions.
commissionDenomination (exactly one occurrence; of the type CommissionDenominationEnum)
commissionAmount (exactly one occurrence; of the type xsd:decimal)
currency (zero or one occurrence; of the type Currency)
<xsd:complexType name="Commission">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the commission that will be charged for each of
the hedge transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commissionDenomination" type="CommissionDenominationEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of units used to express a commission.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commissionAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commission amount, expressed in the way indicated by the
commissionType element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
openUnits (exactly one occurrence; of the type xsd:decimal)
basketPercentage (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="ConstituentWeight">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the weight of each of the underlyer constituent
within the basket, either in absolute or relative terms.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the
underlyer of the swap. In the case of a basket swap, this
element is used to reference both the number of basket units,
and the number of each asset components of the basket when
these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketPercentage" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The relative weight of each respective basket constituent,
expressed in percentage.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the conditions governing the payment of dividends to the receiver of the equity return. With the exception of the dividend payout ratio, which is defined for each of the underlying components.
dividendReinvestment (exactly one occurrence; of the type xsd:boolean)
dividendEntitlement (exactly one occurrence; of the type DividendEntitlementEnum)
dividendPaymentDate (zero or one occurrence; of the type DividendPaymentDate)
dividendPeriodEffectiveDate (zero or one occurrence; with locally defined content) ...
Attribute: href (xsd:IDREF) - required
dividendPeriodEndDate (zero or one occurrence; with locally defined content) ...
Attribute: href (xsd:IDREF) - required
paymentCurrency (exactly one occurrence; with locally defined content) ...
Either
currency (exactly one occurrence; of the type Currency)
Or
determinationMethod (exactly one occurrence; of the type xsd:string)
Attribute: id (xsd:ID)
Attribute: href (xsd:IDREF)
dividendFxTriggerDate (zero or one occurrence; of the type DividendPaymentDate)
interestAccrualsMethod (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type InterestAccrualsMethod)
compoundingMethod (exactly one occurrence; of the type CompoundingMethodEnum)
<xsd:complexType name="DividendConditions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the conditions governing the payment of
dividends to the receiver of the equity return. With the
exception of the dividend payout ratio, which is defined for each
of the underlying components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="dividendReinvestment" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean element that defines whether the dividend will be
reinvested or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendEntitlement" type="DividendEntitlementEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the date on which the receiver on the equity return
is entitled to the dividend.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies when the dividend will be paid to the receiver of
the equity return. Has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. Is not applicable in the
case of a dividend reinvestment election.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPeriodEffectiveDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA 2002
Equity Derivatives Definitions. This element specifies the
date on which the dividend period will commence.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="dividendPeriodEndDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA 2002
Equity Derivatives Definitions. This element specifies the
date on which the dividend period will end. It includes a
boolean attribute for defining whether this end date is
included or excluded from the dividend period.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="paymentCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency in which the payment relating to the leg amount
(equity amount or interest amount) or the dividend will be
denominated.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice minOccurs="0">
<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="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a
date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date on which the FX rate will be considered in
the case of a Composite FX swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestAccrualsMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the way in which interests are accrued: the
applicable rate (fixed or floating reference) and the
compounding method.
</xsd:documentation>
<xsd:documentation xml:lang="en">
FpML entity
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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:element>
</xsd:sequence>
</xsd:complexType>
A type describing the date on which the dividend will be paid/received. This type is also used to specify the date on which the FX rate will be determined, when applicable.
Either
dividendDateReference (exactly one occurrence; of the type DividendDateReferenceEnum)
Or
adjustableDate (exactly one occurrence; of the type AdjustableDate)
<xsd:complexType name="DividendPaymentDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date on which the dividend will be
paid/received. This type is also used to specify the date on
which the FX rate will be determined, when applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendDateReference" type="DividendDateReferenceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a dividend date, either the pay date, the ex
date or the record date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
</xsd:complexType>
A type describing the dividend payout ratio associated with an equity underlyer. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified.
Either
dividendPayoutRatio (exactly one occurrence; of the type xsd:decimal)
Or
dividendPayoutConditions (exactly one occurrence; of the type xsd:string)
<xsd:complexType name="DividendPayout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend payout ratio associated with an
equity underlyer. In certain cases the actual ratio is not known
on trade inception, and only general conditions are then
specified.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendPayoutRatio" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the actual dividend payout ratio associated with
the equity underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayoutConditions" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout conditions that will be applied
in the case where the actual ratio is not known, typically
because of regulatory or legal uncertainties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type describing the equity leg of the equity swap.
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
effectiveDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
terminationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
underlyer (exactly one occurrence; of the type Underlyer)
valuation (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type EquitySwapValuation)
notional (exactly one occurrence; with locally defined content) ...
Either
determinationMethod (exactly one occurrence; of the type xsd:string)
Or
notionalAmount (exactly one occurrence; of the type Money)
Or
amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)
Attribute: id (xsd:ID)
equityAmount (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type LegAmount)
cashSettlement (exactly one occurrence; of the type xsd:boolean)
return (exactly one occurrence; of the type Return)
notionalAdjustments (exactly one occurrence; of the type NotionalAdjustmentEnum)
fxTerms (zero or one occurrence; with locally defined content) ...
Either
quanto (exactly one occurrence; with locally defined content) ...
referenceCurrency (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type Currency)
Attribute: id (xsd:ID) - required
fxRate (one or more occurrences; of the type FxRate)
Or
compositeFx (exactly one occurrence; with locally defined content) ...
referenceCurrency (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type Currency)
Attribute: id (xsd:ID) - required
determinationMethod (zero or one occurrence; of the type xsd:string)
relativeDate (zero or one occurrence; of the type RelativeDateOffset)
fxDetermination (zero or one occurrence; of the type FxSpotRateSource)
Attribute: legIdentifier (xsd:ID)
<xsd:complexType name="EquityLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the equity leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the equity 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 name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the equity 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:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component of the equity swap, which
can be either one or many and consists in either equity,
index or convertible bond component, or a combination of
these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the terms of the initial price of the equity swap
and of the subsequent valuations of the equity underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="EquitySwapValuation"/>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="notional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of the equity swap. When used in the
equity leg, the definition will typically combine the actual
amount (using the notional component defined by the FpML
industry group) and the determination method. When used in
the interest leg, the definition will typically point to the
definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a
date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Equity Payment Date, the
amount to which the Equity Payment Date relates. Unless
otherwise specified, this term has the meaning defined in the
ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="LegAmount">
<xsd:sequence>
<xsd:element name="cashSettlement" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="return" type="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions under which dividend affecting the
underlyer will be paid to the receiver of the equity amounts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions that govern the adjustment to the
number of units of the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxTerms" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the FX conversion terms that can be associated with
the equity component of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Determines the currency rate that the seller of the
equity amounts will apply at each valuation date for
converting the respective amounts into a currency that
is different from the currency denomination of the
underlyer.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate(s) associated
with the quanto. One rate will be defined for each pair
of currencies involved.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="referenceCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference currency of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="compositeFx">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions to be applied for converting
into a reference currency when the actual currency rate
is not determined upfront.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="referenceCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference currency of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="determinationMethod" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount
or a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
<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:element name="fxDetermination" type="FxSpotRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source and,
optionnally, fixing time) to be used for
determining a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>
A type describing the equity payment dates of the swap.
equityPaymentDatesInterim (zero or one occurrence; of the type AdjustableOrRelativeDates)
equityPaymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)
Attribute: id (xsd:ID)
<xsd:complexType name="EquityPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the equity payment dates of the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the interim payment dates of the swap. When defined
in relation to a date specified somewhere else in the
document (through the relativeDates component), this element
will typically refer to the valuation dates and add a lag
corresponding to the settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityPaymentDateFinal" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation>
Specifies the final payment date of the swap. When defined in
relation to a date specified somewhere else in the document
(through the relativeDate component), this element will
typically refer to the final valuation date and add a lag
corresponding to the settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type descripting the equity swaps.
Inherited element(s): (This definition inherits the content defined by the type Product)
equityLeg (one or more occurrences; of the type EquityLeg)
interestLeg (zero or more occurrences; of the type InterestLeg)
principalExchangeFeatures (zero or one occurrence; of the type PrincipalExchangeFeatures)
additionalPayment (zero or more occurrences; of the type EquitySwapAdditionalPayment)
earlyTermination (zero or more occurrences; of the type EquitySwapEarlyTerminationType)
<xsd:complexType name="EquitySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type descripting the equity swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="equityLeg" type="EquityLeg" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The equity amounts of the equity swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLeg" type="InterestLeg" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fixed income amounts of the equity swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPayment" type="EquitySwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies additional payment(s) between the principal
parties to the trade. This component extends some of the
features of the additionalPayment component developed by
the FpML industry group. Appropriate discussions will
determine whether it would be appropriate to extend the
shared component in order to meet the further
requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earlyTermination" type="EquitySwapEarlyTerminationType" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, for one or for both the parties to the trade,
the date from which it can early terminate it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the additional payment(s) between the principal parties to the trade. This component extends some of the features of the additionalPayment component previously developed in FpML. Appropriate discussions will determine whether it would be appropriate to extend the shared component in order to meet the further requirements of equity swaps.
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
additionalPaymentAmount (exactly one occurrence; with locally defined content) ...
paymentAmount (zero or one occurrence; of the type Money)
formula (zero or one occurrence; of the type Formula)
additionalPaymentDate (exactly one occurrence; with locally defined content) ...
Either
adjustableDate (exactly one occurrence; of the type AdjustableDate)
Or
relativeDate (exactly one occurrence; of the type RelativeDateOffset)
paymentType (zero or one occurrence; of the type PaymentType)
<xsd:complexType name="EquitySwapAdditionalPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the additional payment(s) between the principal
parties to the trade. This component extends some of the features
of the additionalPayment component previously developed in FpML.
Appropriate discussions will determine whether it would be
appropriate to extend the shared component in order to meet the
further requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="additionalPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount of the fee along with, when applicable,
the formula that supports its determination.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="paymentAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and
components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="additionalPaymentDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the fee payment/receipt.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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:complexType>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type describing the date from which each of the party may be allowed to terminate the trade.
partyReference (exactly one occurrence; of the type PartyReference)
startingDate (exactly one occurrence; with locally defined content) ...
Either
dateRelativeTo (exactly one occurrence; of the type DateRelativeTo)
Or
adjustableDate (exactly one occurrence; of the type AdjustableDate)
<xsd:complexType name="EquitySwapEarlyTerminationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date from which each of the party may be
allowed to terminate the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference"/>
<xsd:element name="startingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date from which the early termination clause
can be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
<xsd:element name="adjustableDate" type="AdjustableDate"/>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the initial and final valuation of the equity underlyer.
initialPrice (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type Price)
valuationTimeType (zero or one occurrence; of the type TimeTypeEnum)
valuationTime (zero or one occurrence; of the type BusinessCenterTime)
equityValuationDate (zero or one occurrence; with locally defined content) ...
Either
adjustableDate (exactly one occurrence; of the type AdjustableDate)
Or
relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)
Attribute: id (xsd:ID)
equityNotionalReset (exactly one occurrence; of the type xsd:boolean)
valuationPriceInterim (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type Price)
valuationTimeType (exactly one occurrence; of the type TimeTypeEnum)
valuationTime (zero or one occurrence; of the type BusinessCenterTime)
equityValuationDates (exactly one occurrence; of the type AdjustableRelativeOrPeriodicDates)
valuationPriceFinal (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type Price)
valuationTimeType (zero or one occurrence; of the type TimeTypeEnum)
valuationTime (zero or one occurrence; of the type BusinessCenterTime)
equityValuationDate (exactly one occurrence; with locally defined content) ...
Either
adjustableDate (exactly one occurrence; of the type AdjustableDate)
Or
relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)
Attribute: id (xsd:ID)
equityPaymentDates (exactly one occurrence; of the type EquityPaymentDates)
<xsd:complexType name="EquitySwapValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the initial and final valuation of the equity
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial reference price of the equity
underlyer. This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den
Basiswert bewertet, zum Beispiel der offizielle
Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent
values the underlying, for example the official
closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den
Basiswert bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation
agent values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the valuation date of the equity
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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="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:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityNotionalReset" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The term "Equity Notional Reset" is assumed to have the
meaning as defined in the ISDA 2002 Equity Derivatives
Definitions. The reference to the ISDA definition is either
"Applicable" or 'Inapplicable".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceInterim" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim valuation price of the equity
underlyer. This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den
Basiswert bewertet, zum Beispiel der offizielle
Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent
values the underlying, for example the official
closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den
Basiswert bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation
agent values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim equity valuation dates of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="valuationPriceFinal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the final valuation price of the equity underlyer.
This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den
Basiswert bewertet, zum Beispiel der offizielle
Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent
values the underlying, for example the official
closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den
Basiswert bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation
agent values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the valuation date of the equity
underlyer. In the few cases where it will be
defined in relation to a date specified somewhere
else in the document (through the
relativeDateSequence component), this element will
typically refer to the payment date and substract a
day lag corresponding to the settlement cycle of
the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified in relation to some other
date defined in the document (the anchor
date), where there is the opportunity to
specify a combination of offset rules. This
component will typically be used for defining
the valuation date in relation to the payment
date, as both the currency and the exchange
holiday calendars need to be considered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityPaymentDates" type="EquityPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity payment dates of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing a financial formula, with its description and components.
formulaDescription (zero or one occurrence; of the type xsd:string)
math (zero or one occurrence; with locally defined content) ...
formulaComponent (zero or more occurrences; with locally defined content) ...
componentDescription (exactly one occurrence; of the type xsd:string)
formula (zero or one occurrence; of the type Formula)
Attribute: name (xsd:normalizedString)
Attribute: href (xsd:IDREF)
<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 name="formulaDescription" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the formula
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="math" minOccurs="0">
<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:complexType mixed="true">
<xsd:sequence>
<xsd:any namespace="##any" processContents="skip" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="formulaComponent" minOccurs="0" maxOccurs="unbounded">
<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:complexType>
<xsd:sequence>
<xsd:element name="componentDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional formulas required to describe this component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="name" type="xsd:normalizedString"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.
Either
floatingRateCalculation (exactly one occurrence; of the type FloatingRateCalculation)
Or
fixedRate (exactly one occurrence; of the type xsd:decimal)
<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>
A type describing the fixed income leg of the equity swap.
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
interestLegCalculationPeriodDates (exactly one occurrence; with locally defined content) ...
effectiveDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
terminationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
interestLegResetDates (exactly one occurrence; with locally defined content) ...
calculationPeriodDatesReference (exactly one occurrence; with locally defined content) ...
Attribute: href (xsd:IDREF) - required
Either
resetRelativeTo (exactly one occurrence; of the type ResetRelativeToEnum)
Or
resetFrequency (exactly one occurrence; of the type ResetFrequency)
interestLegPaymentDates (exactly one occurrence; of the type AdjustableOrRelativeDates)
Attribute: id (xsd:ID) - required
notional (exactly one occurrence; with locally defined content) ...
Either
determinationMethod (exactly one occurrence; of the type xsd:string)
Or
notionalAmount (exactly one occurrence; of the type Money)
Or
amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)
Attribute: id (xsd:ID)
interestAmount (exactly one occurrence; of the type LegAmount)
interestCalculation (exactly one occurrence; with locally defined content) ...
Either
floatingRateCalculation (exactly one occurrence; of the type FloatingRateCalculation)
Or
fixedRate (exactly one occurrence; of the type xsd:decimal)
dayCountFraction (exactly one occurrence; of the type DayCountFractionEnum)
Attribute: legIdentifier (xsd:ID)
<xsd:complexType name="InterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the fixed income leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="interestLegCalculationPeriodDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Component that holds the various dates used to specify the
interest leg of the equity swap. It is used to define the
InterestPeriodDates identifyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the equity swap. This
global element is valid within the equity swaps
namespace. Within the FpML namespace, another
effectiveDate global element has been defined, that is
different in the sense that it does not propose the
choice of refering to another date in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the equity swap. This
global element is valid within the equity swaps
namespace. Within the FpML namespace, another
terminationDate global element has been defined, that
is different in the sense that it does not propose the
choice of refering to another date in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLegResetDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reset dates of the interest leg of the
swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="calculationPeriodDatesReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated
calculation period dates component defined
elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:choice>
<xsd:element name="resetRelativeTo" type="ResetRelativeToEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the reset dates are
determined with respect to each adjusted
calculation period start date or adjusted
calculation period end date. If the reset
frequency is specified as daily this element
must not be included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resetFrequency" type="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which reset dates occur. In
the case of a weekly reset frequency, also
specifies the day of the week that the reset
occurs. If the reset frequency is greater than
the calculation period frequency then this
implies that more than one reset date is
established for each calculation period and
some form of rate averaging is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="interestLegPaymentDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the payment dates of the interest leg of the
swap. When defined in relation to a date specified
somewhere else in the document (through the
relativeDates component), this element will typically
point to the payment dates of the equity leg of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="notional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of the equity swap. When used in the
equity leg, the definition will typically combine the actual
amount (using the notional component defined by the FpML
industry group) and the determination method. When used in
the interest leg, the definition will typically point to the
definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a
date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="interestAmount" type="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Interest Payment Date, the
amount to which the Interest Payment Date relates. Unless
otherwise specified, this term has the meaning defined in the
ISDA 2000 ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method of the interest rate leg of
the equity swap. Includes the floating or fixed rate
calculation definitions, along with the determination of the
day count fraction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<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:element name="dayCountFraction" type="DayCountFractionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>
A type describing the amount that will paid or received on each of the payment dates. This type is used to define both the Equity Amount and the Interest Amount.
paymentCurrency (exactly one occurrence; with locally defined content) ...
Either
currency (exactly one occurrence; of the type Currency)
Or
determinationMethod (exactly one occurrence; of the type xsd:string)
Attribute: id (xsd:ID)
Attribute: href (xsd:IDREF)
Either
referenceAmount (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: href (xsd:IDREF)
Or
formula (exactly one occurrence; of the type Formula)
Or
encodedDescription (exactly one occurrence; of the type xsd:base64Binary)
calculationDates (zero or one occurrence; of the type AdjustableRelativeOrPeriodicDates)
<xsd:complexType name="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the amount that will paid or received on each
of the payment dates. This type is used to define both the Equity
Amount and the Interest Amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency in which the payment relating to the leg amount
(equity amount or interest amount) or the dividend will be
denominated.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice minOccurs="0">
<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="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a
date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:choice>
<xsd:element name="referenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference Amount when this term either
corresponds to the standard ISDA Definition (either the
2002 Equity Definition for the Equity Amount, or the 2000
Definition for the Interest Amount), or points to a term
defined elsewhere in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="formula" type="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="encodedDescription" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Description of the leg amount when represented through an
encoded image.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date ion which a calculation or an observation
will be performed for the purpose of defining the Equity
Amount, and in accordance to the definition terms of this
latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the strike price of the equity swap.
commission (zero or one occurrence; of the type Commission)
Either
determinationMethod (exactly one occurrence; of the type xsd:string)
Or
amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)
<xsd:complexType name="Price">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the strike price of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commission" type="Commission" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This optional component specifies the commission to be
charged for executing the hedge transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a date
is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:sequence>
<xsd:element name="grossPrice" type="ActualPrice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the price of the underlyer, before commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="netPrice" type="ActualPrice">
<xsd:annotation>
<xsd:documentation>
Specifies the price of the underlyer, net of commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="accruedInterestPrice" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the accrued interest that are part of the dirty
price in the case of a fixed income security or a
convertible bond. Expressed in percentage of the
notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxConversion" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate that applies to an
amount. This rate can either be defined elsewhere in the
document (case of a quanto swap), or explicitly described
through this component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
A type describing the principal exchange features of the equity swap.
principalExchanges (exactly one occurrence; of the type PrincipalExchanges)
principalExchangeDescriptions (one or more occurrences; with locally defined content) ...
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
principalExchangeAmount (exactly one occurrence; with locally defined content) ...
Either
amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)
Or
determinationMethod (exactly one occurrence; of the type xsd:string)
Or
principalAmount (exactly one occurrence; of the type Money)
principalExchangeDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
<xsd:complexType name="PrincipalExchangeFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="principalExchanges" type="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The true/false flags indicating whether initial, intermediate
or final exchanges of principal should occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeDescriptions" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies each of the characteristics of the principal
exchange cashflows, in terms of paying/receiving
counterparties, amounts and dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="principalExchangeAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal echange amount, either by
explicitly defining it, or by point to an amount
defined somewhere else in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount
or a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Principal exchange amount when explictly stated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
<xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which each of the principal exchanges will take
place. This date is either explictly stated, or is
defined by reference to another date in the swap
document. In this latter case, it will typically refer
to one other date of the equity leg: either the
effective date (initial exchange), or the last payment
date (final exchange).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing a date when this date is defined in reference to another date through one or several date offsets.
dateRelativeTo (exactly one occurrence; of the type DateRelativeTo)
dateOffset (one or more occurrences; with locally defined content) ...
periodMultiplier (exactly one occurrence; of the type xsd:integer)
period (exactly one occurrence; of the type PeriodEnum)
dayType (zero or one occurrence; of the type DayTypeEnum)
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
sequence (zero or one occurrence; with locally defined content) ...
Either
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
<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="DateRelativeTo"/>
<xsd:element name="dateOffset" maxOccurs="unbounded">
<xsd:complexType>
<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. 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="PeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term 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:element name="dayType" type="DayTypeEnum" minOccurs="0">
<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: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:element name="sequence" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Sequence in which the reference to the time period
multiplier should be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="businessCentersReference" type="BusinessCentersReference"/>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
A type describing the dividend return conditions applicable to the swap.
returnType (exactly one occurrence; of the type ReturnTypeEnum)
dividendConditions (zero or one occurrence; of the type DividendConditions)
<xsd:complexType name="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend return conditions applicable to
the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="returnType" type="ReturnTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the type of return associated with the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions governing the payment of the
dividends to the receiver of the equity return. With the
exception of the dividend payout ratio, which is defined for
each of the underlying components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the single underlyer of a swap.
(exactly one occurrence; of the type UnderlyingAsset)
openUnits (exactly one occurrence; of the type xsd:decimal)
dividendPayout (zero or one occurrence; of the type DividendPayout)
<xsd:complexType name="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the single underlyer of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the
underlyer of the swap. In the case of a basket swap, this
element is used to reference both the number of basket units,
and the number of each asset components of the basket when
these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an equity
underlyer. A basket swap can have different payout ratios
across the various underlying constituents. In certain cases
the actual ratio is not known on trade inception, and only
general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
Either
singleUnderlyer (exactly one occurrence; of the type SingleUnderlyer)
Or
basket (exactly one occurrence; of the type Basket)
<xsd:complexType name="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the whole set of possible underlyers: single
underlyers or multiple underlyers, each of these having either
security or index components.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="singleUnderlyer" type="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has only one asset
component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basket" type="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset
components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type describing the basic components of a security of index underlyer.
instrumentId (one or more occurrences; of the type InstrumentId)
description (zero or one occurrence; of the type xsd:string)
currency (zero or one occurrence; of the type Currency)
exchangeId (zero or one occurrence; of the type ExchangeId)
clearanceSystem (zero or one occurrence; of the type ClearanceSystem)
<xsd:complexType name="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the basic components of a security of index
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
<xsd:element name="description" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Vollständige Wertpapierbezeichnung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The long name of a security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId" minOccurs="0"/>
<xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:include schemaLocation="fpml-eqd-4-0.xsd"/>
<xsd:include schemaLocation="fpml-ird-4-0.xsd"/>
<xsd:include schemaLocation="fpml-shared-4-0.xsd"/>
<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">
<xsd:complexType>
<xsd:sequence>
<xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
<xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
<xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<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:element name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
<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:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the underlyer features of a basket swap. Each
of the basket constituents are described through an embedded
component, the basketConstituentsType.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute
the underlyer of the swap. In the case of a basket swap,
this element is used to reference both the number of basket
units, and the number of each asset components of the
basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketConstituent" type="BasketConstituent" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes each of the components of the basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BasketConstituent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing each of the constituents of a basket swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the weight of each of the underlyer constituent
within the basket, either in absolute or relative terms.
This is an optional component, as certain swaps do not
specify a specific weight for each of their basket
constituents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an
equity underlyer. A basket swap can have different payout
ratios across the various underlying constituents. In
certain cases the actual ratio is not known on trade
inception, and only general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerPrice" type="Price" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the price that is associated with each of the
basket constituents. This component is optional, as it is
not absolutely required to accurately describe the
economics of the trade, considering the price that
characterizes the equity swap is associated to the leg of
the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerNotional" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the notional (i.e. price * quantity) that is
associated with each of the basket constituents. This
component is optional, as it is not absolutely required to
accurately describe the economics of the trade, considering
the notional that characterizes the equity swap is
associated to the leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Commission">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the commission that will be charged for each
of the hedge transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commissionDenomination" type="CommissionDenominationEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of units used to express a commission.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commissionAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commission amount, expressed in the way indicated by
the commissionType element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ConstituentWeight">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the weight of each of the underlyer
constituent within the basket, either in absolute or relative
terms.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute
the underlyer of the swap. In the case of a basket swap,
this element is used to reference both the number of basket
units, and the number of each asset components of the
basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketPercentage" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The relative weight of each respective basket constituent,
expressed in percentage.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DividendConditions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the conditions governing the payment of
dividends to the receiver of the equity return. With the
exception of the dividend payout ratio, which is defined for
each of the underlying components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="dividendReinvestment" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean element that defines whether the dividend will be
reinvested or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendEntitlement" type="DividendEntitlementEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the date on which the receiver on the equity return
is entitled to the dividend.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies when the dividend will be paid to the receiver of
the equity return. Has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. Is not applicable in
the case of a dividend reinvestment election.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPeriodEffectiveDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA 2002
Equity Derivatives Definitions. This element specifies the
date on which the dividend period will commence.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="dividendPeriodEndDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA 2002
Equity Derivatives Definitions. This element specifies the
date on which the dividend period will end. It includes a
boolean attribute for defining whether this end date is
included or excluded from the dividend period.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="paymentCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency in which the payment relating to the leg amount
(equity amount or interest amount) or the dividend will be
denominated.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice minOccurs="0">
<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="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or
a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date on which the FX rate will be considered
in the case of a Composite FX swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestAccrualsMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the way in which interests are accrued: the
applicable rate (fixed or floating reference) and the
compounding method.
</xsd:documentation>
<xsd:documentation xml:lang="en">
FpML entity
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DividendPaymentDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date on which the dividend will be
paid/received. This type is also used to specify the date on
which the FX rate will be determined, when applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendDateReference" type="DividendDateReferenceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a dividend date, either the pay date, the ex
date or the record date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
</xsd:complexType>
<xsd:complexType name="DividendPayout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend payout ratio associated with an
equity underlyer. In certain cases the actual ratio is not
known on trade inception, and only general conditions are then
specified.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendPayoutRatio" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the actual dividend payout ratio associated with
the equity underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayoutConditions" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout conditions that will be
applied in the case where the actual ratio is not known,
typically because of regulatory or legal uncertainties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="EquityLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the equity leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the equity 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 name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the equity 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:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component of the equity swap,
which can be either one or many and consists in either
equity, index or convertible bond component, or a
combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the terms of the initial price of the equity swap
and of the subsequent valuations of the equity underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="EquitySwapValuation"/>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="notional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of the equity swap. When used in the
equity leg, the definition will typically combine the
actual amount (using the notional component defined by the
FpML industry group) and the determination method. When
used in the interest leg, the definition will typically
point to the definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or
a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Equity Payment Date, the
amount to which the Equity Payment Date relates. Unless
otherwise specified, this term has the meaning defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="LegAmount">
<xsd:sequence>
<xsd:element name="cashSettlement" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="return" type="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions under which dividend affecting the
underlyer will be paid to the receiver of the equity
amounts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions that govern the adjustment to the
number of units of the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxTerms" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the FX conversion terms that can be associated
with the equity component of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Determines the currency rate that the seller of the
equity amounts will apply at each valuation date for
converting the respective amounts into a currency
that is different from the currency denomination of
the underlyer.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate(s) associated
with the quanto. One rate will be defined for each
pair of currencies involved.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="referenceCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference currency of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="compositeFx">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions to be applied for converting
into a reference currency when the actual currency
rate is not determined upfront.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="referenceCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference currency of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="determinationMethod" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an
amount or a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
<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:element name="fxDetermination" type="FxSpotRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source
and, optionnally, fixing time) to be used for
determining a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="EquityPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the equity payment dates of the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the interim payment dates of the swap. When
defined in relation to a date specified somewhere else in
the document (through the relativeDates component), this
element will typically refer to the valuation dates and add
a lag corresponding to the settlement cycle of the
underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityPaymentDateFinal" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation>
Specifies the final payment date of the swap. When defined
in relation to a date specified somewhere else in the
document (through the relativeDate component), this element
will typically refer to the final valuation date and add a
lag corresponding to the settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="EquitySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type descripting the equity swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="equityLeg" type="EquityLeg" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The equity amounts of the equity swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLeg" type="InterestLeg" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fixed income amounts of the equity swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPayment" type="EquitySwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies additional payment(s) between the principal
parties to the trade. This component extends some of
the features of the additionalPayment component
developed by the FpML industry group. Appropriate
discussions will determine whether it would be
appropriate to extend the shared component in order to
meet the further requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earlyTermination" type="EquitySwapEarlyTerminationType" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, for one or for both the parties to the
trade, the date from which it can early terminate it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquitySwapAdditionalPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the additional payment(s) between the
principal parties to the trade. This component extends some of
the features of the additionalPayment component previously
developed in FpML. Appropriate discussions will determine
whether it would be appropriate to extend the shared component
in order to meet the further requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="additionalPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount of the fee along with, when
applicable, the formula that supports its determination.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="paymentAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and
components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="additionalPaymentDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the fee payment/receipt.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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:complexType>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
</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 name="formulaDescription" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the formula
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="math" minOccurs="0">
<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:complexType mixed="true">
<xsd:sequence>
<xsd:any namespace="##any" processContents="skip" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="formulaComponent" minOccurs="0" maxOccurs="unbounded">
<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:complexType>
<xsd:sequence>
<xsd:element name="componentDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional formulas required to describe this
component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="name" type="xsd:normalizedString"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</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="InterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the fixed income leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="interestLegCalculationPeriodDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Component that holds the various dates used to specify the
interest leg of the equity swap. It is used to define the
InterestPeriodDates identifyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the equity swap. This
global element is valid within the equity swaps
namespace. Within the FpML namespace, another
effectiveDate global element has been defined, that
is different in the sense that it does not propose
the choice of refering to another date in the
document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the equity swap.
This global element is valid within the equity swaps
namespace. Within the FpML namespace, another
terminationDate global element has been defined, that
is different in the sense that it does not propose
the choice of refering to another date in the
document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLegResetDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reset dates of the interest leg of the
swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:element name="calculationPeriodDatesReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated
calculation period dates component defined
elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:choice>
<xsd:element name="resetRelativeTo" type="ResetRelativeToEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the reset dates are
determined with respect to each adjusted
calculation period start date or adjusted
calculation period end date. If the reset
frequency is specified as daily this element
must not be included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resetFrequency" type="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which reset dates occur. In
the case of a weekly reset frequency, also
specifies the day of the week that the reset
occurs. If the reset frequency is greater
than the calculation period frequency then
this implies that more than one reset date is
established for each calculation period and
some form of rate averaging is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:element name="interestLegPaymentDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the payment dates of the interest leg of
the swap. When defined in relation to a date
specified somewhere else in the document (through the
relativeDates component), this element will typically
point to the payment dates of the equity leg of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="notional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of the equity swap. When used in the
equity leg, the definition will typically combine the
actual amount (using the notional component defined by the
FpML industry group) and the determination method. When
used in the interest leg, the definition will typically
point to the definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or
a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="interestAmount" type="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Interest Payment Date, the
amount to which the Interest Payment Date relates. Unless
otherwise specified, this term has the meaning defined in
the ISDA 2000 ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method of the interest rate leg
of the equity swap. Includes the floating or fixed rate
calculation definitions, along with the determination of
the day count fraction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<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:element name="dayCountFraction" type="DayCountFractionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the amount that will paid or received on each
of the payment dates. This type is used to define both the
Equity Amount and the Interest Amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency in which the payment relating to the leg amount
(equity amount or interest amount) or the dividend will be
denominated.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice minOccurs="0">
<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="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or
a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:choice>
<xsd:element name="referenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference Amount when this term either
corresponds to the standard ISDA Definition (either the
2002 Equity Definition for the Equity Amount, or the 2000
Definition for the Interest Amount), or points to a term
defined elsewhere in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="formula" type="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="encodedDescription" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Description of the leg amount when represented through an
encoded image.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date ion which a calculation or an
observation will be performed for the purpose of defining
the Equity Amount, and in accordance to the definition
terms of this latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Price">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the strike price of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commission" type="Commission" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This optional component specifies the commission to be
charged for executing the hedge transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a
date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:sequence>
<xsd:element name="grossPrice" type="ActualPrice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the price of the underlyer, before
commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="netPrice" type="ActualPrice">
<xsd:annotation>
<xsd:documentation>
Specifies the price of the underlyer, net of
commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="accruedInterestPrice" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the accrued interest that are part of the
dirty price in the case of a fixed income security or a
convertible bond. Expressed in percentage of the
notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxConversion" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate that applies to
an amount. This rate can either be defined elsewhere in
the document (case of a quanto swap), or explicitly
described through this component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PrincipalExchangeFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="principalExchanges" type="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The true/false flags indicating whether initial,
intermediate or final exchanges of principal should occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeDescriptions" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies each of the characteristics of the principal
exchange cashflows, in terms of paying/receiving
counterparties, amounts and dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="principalExchangeAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal echange amount, either by
explicitly defining it, or by point to an amount
defined somewhere else in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an
amount or a date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Principal exchange amount when explictly
stated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
<xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which each of the principal exchanges will
take place. This date is either explictly stated, or
is defined by reference to another date in the swap
document. In this latter case, it will typically
refer to one other date of the equity leg: either the
effective date (initial exchange), or the last
payment date (final exchange).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</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="DateRelativeTo"/>
<xsd:element name="dateOffset" maxOccurs="unbounded">
<xsd:complexType>
<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. 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="PeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term
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:element name="dayType" type="DayTypeEnum" minOccurs="0">
<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: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:element name="sequence" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Sequence in which the reference to the time period
multiplier should be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="businessCentersReference" type="BusinessCentersReference"/>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend return conditions applicable to
the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="returnType" type="ReturnTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the type of return associated with the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions governing the payment of the
dividends to the receiver of the equity return. With the
exception of the dividend payout ratio, which is defined
for each of the underlying components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the single underlyer of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute
the underlyer of the swap. In the case of a basket swap,
this element is used to reference both the number of basket
units, and the number of each asset components of the
basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an
equity underlyer. A basket swap can have different payout
ratios across the various underlying constituents. In
certain cases the actual ratio is not known on trade
inception, and only general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the whole set of possible underlyers: single
underlyers or multiple underlyers, each of these having either
security or index components.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="singleUnderlyer" type="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has only one asset
component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basket" type="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset
components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the basic components of a security of index
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
<xsd:element name="description" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Vollständige Wertpapierbezeichnung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The long name of a security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId" minOccurs="0"/>
<xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquitySwapValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the initial and final valuation of the equity
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial reference price of the equity
underlyer. This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den
Basiswert bewertet, zum Beispiel der offizielle
Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent
values the underlying, for example the official
closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den
Basiswert bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation
agent values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the valuation date of the equity
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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="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:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityNotionalReset" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The term "Equity Notional Reset" is assumed to have the
meaning as defined in the ISDA 2002 Equity Derivatives
Definitions. The reference to the ISDA definition is either
"Applicable" or 'Inapplicable".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceInterim" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim valuation price of the equity
underlyer. This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den
Basiswert bewertet, zum Beispiel der offizielle
Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent
values the underlying, for example the official
closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den
Basiswert bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation
agent values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim equity valuation dates of
the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="valuationPriceFinal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the final valuation price of the equity
underlyer. This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den
Basiswert bewertet, zum Beispiel der offizielle
Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent
values the underlying, for example the official
closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den
Basiswert bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation
agent values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the valuation date of the equity
underlyer. In the few cases where it will be
defined in relation to a date specified somewhere
else in the document (through the
relativeDateSequence component), this element
will typically refer to the payment date and
substract a day lag corresponding to the
settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<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="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified in relation to some other
date defined in the document (the anchor
date), where there is the opportunity to
specify a combination of offset rules. This
component will typically be used for
defining the valuation date in relation to
the payment date, as both the currency and
the exchange holiday calendars need to be
considered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityPaymentDates" type="EquityPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity payment dates of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="bond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage)
of a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income
security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds
to the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="convertibleBond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a convertible bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage)
of a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income
security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds
to the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyingEquity" type="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity in which the comnvertible bond
can be converted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equity" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed equity.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on
which the reference option contract is listed. This
is to address the case where the reference exchange
for the future is different than the one for the
option. The options Exchange is referenced on share
options when Merger Elections are selected as Options
Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equitySwap" type="EquitySwap" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is an exchange-traded
fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on
which the reference option contract is listed. This
is to address the case where the reference exchange
for the future is different than the one for the
option. The options Exchange is referenced on share
options when Merger Elections are selected as Options
Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="future" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed future
contract.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence minOccurs="0">
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on
which the reference option contract is listed. This
is to address the case where the reference exchange
for the future is different than the one for the
option. The options Exchange is referenced on share
options when Merger Elections are selected as Options
Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="xsd:integer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be
associated with the number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureContractReference" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the future contract that can be referenced,
besides the equity or index reference defined as part
of the UnderlyerAsset type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="index" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a financial index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for the reference
future contract in the case of an index underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="futureIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="mutualFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a mutual fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="openEndedFund" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean indicator to specify whether the mutual fund
is an open-ended mutual fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="underlyingAsset" type="UnderlyingAsset" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Define the underlying asset when it is a listed security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="EquitySwapEarlyTerminationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date from which each of the party may be
allowed to terminate the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference"/>
<xsd:element name="startingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date from which the early termination clause
can be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
<xsd:element name="adjustableDate" type="AdjustableDate"/>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ActualPrice">
<xsd:sequence>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the currency associated with the net price. This
element is not present if the price is expressed in
percentage terms (as specified through the priceExpression
element).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
Specifies the net price amount. In the case of a fixed
income security or a convertible bond, this price includes
the accrued interests.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceExpression" type="PriceExpressionEnum">
<xsd:annotation>
<xsd:documentation>
Specifies whether the price is expressed in absolute or
relative terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:schema>