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 12:35:06.04
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.
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element americanExercise is defined by the complex type AmericanExercise
<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for a Bermudan style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element bermudaExercise is defined by the complex type BermudaExercise
<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermudan
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element europeanExercise is defined by the complex type EuropeanExercise
<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An placeholder for the actual option exercise definitions.
Element exercise is defined by the complex type Exercise
<xsd:element name="exercise" type="Exercise" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An abstract element used as a place holder for the substituting product elements.
Element product is defined by the complex type Product
<xsd:element name="product" type="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting
product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A type that represents a physical postal address.
streetAddress (zero or one occurrence; of the type StreetAddress)
city (zero or one occurrence; of the type xsd:string)
state (zero or one occurrence; of the type xsd:string)
country (zero or one occurrence; of the type Country)
postalCode (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents a physical postal address.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetAddress" type="StreetAddress" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that
identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="city" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city component of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="state" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some
countries. For example, US states, Canadian provinces, Swiss
cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="country" type="Country" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the
postal address is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="postalCode" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems,
that is allocated to a physical address by a national postal
authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
unadjustedDate (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
Attribute: id (xsd:ID)
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a date that shall be subject to adjustment if
it would otherwise fall on a day that is not a business day in
the specified business centers, together with the convention for
adjusting the date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments.
unadjustedDate (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
Attribute: id (xsd:ID)
Either
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
Or
dateAdjustmentsReference (exactly one occurrence; of the type BusinessDayAdjustmentsReference)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableDate2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is different from AdjustableDate in two regards.
First, date adjustments can be specified with either a
dateAdjustments element or a reference to an existing
dateAdjustments element. Second, it does not require the
specification of date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustmentsReference" type="BusinessDayAdjustmentsReference"/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
unadjustedDate (one or more occurrences; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
Attribute: id (xsd:ID)
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to
adjustment if they would otherwise fall on a day that is not a
business day in the specified business centers, together with the
convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Either
adjustableDate (exactly one occurrence; of the type AdjustableDate)
Or
relativeDate (exactly one occurrence; of the type RelativeDateOffset)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit
date together with applicable adjustments or as relative to some
other (anchor) date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date that shall be subject to adjustment if it would
otherwise fall on a day that is not a business day in the
specified business centers, together with the convention for
adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified as some offset to another date (the anchor
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Either
adjustableDates (exactly one occurrence; of the type AdjustableDates)
Or
relativeDates (exactly one occurrence; of the type RelativeDates)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as an
explicit list of dates together with applicable adjustments or as
relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if they
would otherwise fall on a day that is not a business day in
the specified business centers, together with the convention
for adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series
of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)
latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)
expirationTime (exactly one occurrence; of the type BusinessCenterTime)
multipleExercise (zero or one occurrence; of the type MultipleExercise)
exerciseFeeSchedule (zero or one occurrence; of the type ExerciseFeeSchedule)
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date and
any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g. in
a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and the
expiration date, in the case of a Bermudan style option
the commencement date to, and including, the expiration
date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be given
by the buyer to the seller or seller's agent. Notice of
exercise given after this time will be deemed to have
been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the right
to exercise all or less than all the unexercised notional
amount of the underlying swap on one or more days in the
exercise period, but on any such day may not exercise
less than the minimum notional amount or more that the
maximum notional amount, and if an integral multiple
amount is specified, the notional amount exercised must
be equal to, or be an intergral multiple of, the integral
multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages of
the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Specifies the anchor amount. This element also carries an href attribute. The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="AmountRelativeTo">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the anchor amount. This element also carries an href
attribute. The href attribute value will be a pointer style
reference to the element or component elsewhere in the document
where the anchor amount is defined.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a currency amount or a currency amount schedule.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
currency (exactly one occurrence; of the type Currency)
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
thresholdRate (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With automatic
exercise the option is deemed to have exercised if it is in the
money by more than the threshold amount on the exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be represented
as 0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining the bermudan option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
bermudaExerciseDates (exactly one occurrence; of the type AdjustableOrRelativeDates)
relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)
latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)
expirationTime (exactly one occurrence; of the type BusinessCenterTime)
multipleExercise (zero or one occurrence; of the type MultipleExercise)
exerciseFeeSchedule (zero or one occurrence; of the type ExerciseFeeSchedule)
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the bermudan option exercise dates and the
expiration date together with any rules govenerning the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the bermudan option exercise dates
and the expiration date. The last specified date is
assumed to be the expiration date. The dates can either
be specified as a series of explicit dates and associated
adjustments or as a series of dates defined relative to
another schedule of dates, for example, the calculation
period start dates. Where a relative series of dates are
defined the first and last possible exercise dates can be
separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g. in
a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and the
expiration date, in the case of a Bermudan style option
the commencement date to, and including, the expiration
date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be given
by the buyer to the seller or seller's agent. Notice of
exercise given after this time will be deemed to have
been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the right
to exercise all or less than all the unexercised notional
amount of the underlying swap on one or more days in the
exercise period, but on any such day may not exercise
less than the minimum notional amount or more that the
maximum notional amount, and if an integral multiple
amount is specified, the notional amount exercised must
be equal to, or be an intergral multiple of, the integral
multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages of
the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A code identifying a financial business center location. A business center is drawn from the list identified by the business center scheme.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: businessCenterScheme (xsd:anyURI)
Attribute: id (xsd:ID)
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a financial business center location. A
business center is drawn from the list identified by the business
center scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="businessCenterScheme" default="http://www.fpml.org/spec/2000/business-center-1-0" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type for defining financial business centers used in determining whether a day is a business day or not. A list of business centers may be ordered in the document alphabetically based on business center code. An FpML document containing an unordered business center list is still regarded as a conformant document.
businessCenter (one or more occurrences; of the type BusinessCenter)
Attribute: id (xsd:ID)
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining financial business centers used in
determining whether a day is a business day or not. A list of
business centers may be ordered in the document alphabetically
based on business center code. An FpML document containing an
unordered business center list is still regarded as a conformant
document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessCenter" type="BusinessCenter" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business centers
defined elsewhere in the document. This set of business centers
is used to determine whether a particular day is a business day
or not.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
A type for defining a time with respect to a business center location. For example, 11:00am London time.
hourMinuteTime (exactly one occurrence; with locally defined content) ...
Inherited element(s): (This definition restricts the content defined by the type xsd:time)
businessCenter (exactly one occurrence; of the type BusinessCenter)
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business center
location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="hourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second
component must be '00', e.g. 11am would be represented as
11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.
Inherited element(s): (This definition inherits the content defined by the type DateRange)
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining
an unadjusted first date, an unadjusted last date and a business
day convention and business centers for adjusting the first and
last dates if they would otherwise fall on a non business day in
the specified business centers. The days between the first and
last date must also be good business days in the specified
centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
Attribute: id (xsd:ID)
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial
business centers used for adjusting any relevant date if it would
otherwise fall on a day that is not a business day in the
specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="BusinessDayAdjustmentsReference"> <xsd:attribute name="href" use="required" type="xsd:IDREF"/> </xsd:complexType>
A type defining the ISDA calcuation agent responsible for performing duties as defined in the applicable product definitions.
Either
calculationAgentPartyReference (one or more occurrences; of the type PartyReference)
Or
calculationAgentParty (exactly one occurrence; of the type CalculationAgentPartyEnum)
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calcuation agent responsible for
performing duties as defined in the applicable product
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="calculationAgentPartyReference" type="PartyReference" maxOccurs="unbounded"/>
<xsd:element name="calculationAgentParty" type="CalculationAgentPartyEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent where the actual party responsible
for performing the duties associated with an optional early
termination provision will be determined at exercise. For
example, the Calculation Agent may be defined as being the
Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Inherited element(s): (This definition inherits the content defined by the type Interval)
rollConvention (exactly one occurrence; of the type RollConventionEnum)
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end
dates occur within the regular part of the calculation period
schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="rollConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular
period start date of a calculation period, determines
each calculation period end date within the regular part
of a calculation period schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: clearanceSystemIdScheme (xsd:anyURI)
<xsd:complexType name="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Sofern nicht anderweitig festgelegt, das Haupt-Clearingsystem,
das üblicherweise für die Regulierung von Geschäften im
entsprechenden Basiswert verwendet wird.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Unless otherwise specified, the principal clearance system
customarily used for settling trades in the relevant underlying.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="clearanceSystemIdScheme" default="http://www.fpml.org/spec/2002/clearance-system-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: contractualDefinitionsScheme (xsd:anyURI)
<xsd:complexType name="ContractualDefinitions">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualDefinitionsScheme" default="http://www.fpml.org/spec/2003/contractual-definitions-2-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: contractualSupplementScheme (xsd:anyURI)
<xsd:complexType name="ContractualSupplement">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualSupplementScheme" default="http://www.fpml.org/spec/2003/contractual-supplement-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: countryScheme (xsd:anyURI)
<xsd:complexType name="Country">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="countryScheme" default="http://www.fpml.org/ext/iso3166" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: currencyScheme (xsd:anyURI)
<xsd:complexType name="Currency">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="currencyScheme" default="http://www.fpml.org/ext/iso4217-2001-08-15" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.
unadjustedFirstDate (exactly one occurrence; of the type xsd:date)
unadjustedLastDate (exactly one occurrence; of the type xsd:date)
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date
range is defined as all the dates between and including the first
and the last date. The first date must fall before the last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="DateReference">
<xsd:annotation>
<xsd:documentation>
A reference to a date element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="DateRelativeTo">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the anchor as an href attribute. The href attribute
value is a pointer style reference to the element or component
elsewhere in the document where the anchor date is defined.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
masterAgreement (zero or one occurrence; of the type MasterAgreement)
masterConfirmation (zero or one occurrence; of the type MasterConfirmation)
contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)
contractualSupplement (zero or more occurrences; of the type ContractualSupplement)
creditSupportDocument (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document
and should include the year and type of definitions referenced,
along with any relevant documentation (such as master agreement)
and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreement" type="MasterAgreement" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmation" type="MasterConfirmation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) published
by ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA)
that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="creditSupportDocument" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern collateral arrangement for all OTC derivatives
transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A special type meant to be used for elements with no content and not attributes.
<xsd:complexType name="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A special type meant to be used for elements with no content and
not attributes.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: entityIdScheme (xsd:anyURI)
<xsd:complexType name="EntityId">
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="entityIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: entityNameScheme (xsd:anyURI)
<xsd:complexType name="EntityName">
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="entityNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)
expirationTime (exactly one occurrence; of the type BusinessCenterTime)
partialExercise (zero or one occurrence; of the type PartialExercise)
exerciseFee (zero or one occurrence; of the type ExerciseFee)
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date and
any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g. in
a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and the
expiration date, in the case of a Bermudan style option
the commencement date to, and including, the expiration
date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partialExercise" type="PartialExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3.
Partial Exercise, the buyer of the option has the right
to exercise all or less than all the notional amount of
the underlying swap on the expiration date, but may not
exercise less than the minimum notional amount, and if an
integral multiple amount is specified, the notional
amount exercised must be equal to, or be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFee" type="ExerciseFee" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented
as an amount or a rate and notional reference on which to
apply the rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: exchangeIdScheme (xsd:anyURI)
<xsd:complexType name="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Börsenkürzel. Fehlt dieses Element, gilt die
Hauptbörse, an der der Basiswert notiert ist, als "Börse" im
Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange. If the element is
not present then the exchange shall be the primary exchange on
which the underlying is listed. The term "Exchange" is assumed to
have the meaning as defined in the ISDA 2002 Equity Derivatives
Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="exchangeIdScheme" default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
The abstract base class for all types which define way in which options may be exercised.
Attribute: id (xsd:ID)
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which
options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
notionalReference (exactly one occurrence; of the type NotionalReference)
Either
feeAmount (exactly one occurrence; of the type xsd:decimal)
Or
feeRate (exactly one occurrence; of the type xsd:decimal)
feePaymentDate (exactly one occurrence; of the type RelativeDateOffset)
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This
fee may be defined as an amount or a percentage of the notional
exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="NotionalReference"/>
<xsd:choice>
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee currency
is that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced
notional. A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
notionalReference (exactly one occurrence; of the type NotionalReference)
Either
feeAmountSchedule (exactly one occurrence; of the type AmountSchedule)
Or
feeRateSchedule (exactly one occurrence; of the type Schedule)
feePaymentDate (exactly one occurrence; of the type RelativeDateOffset)
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the
exercise of an option. This fee may be defined as an amount or a
percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="NotionalReference"/>
<xsd:choice>
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed as
currency amounts. The currency of the fee is assumed to be
that of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed as
percentage rates of the notional being exercised. The
currency of the fee is assumed to be that of the notional
schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.
partyReference (exactly one occurrence; of the type PartyReference)
exerciseNoticePartyReference (zero or one occurrence; of the type PartyReference)
businessCenter (exactly one occurrence; of the type BusinessCenter)
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be
given. The partyReference refers to one of the principal parties
of the trade. If present the exerciseNoticePartyReference refers
to a party, other than the principal party, to whome notice
should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has allocated
the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseNoticePartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the party
to which notice of exercise should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
A type describing how notice of exercise should be given. This can be either manual or automatic.
Either
manualExercise (exactly one occurrence; of the type ManualExercise)
Or
automaticExercise (exactly one occurrence; of the type AutomaticExercise)
followUpConfirmation (exactly one occurrence; of the type xsd:boolean)
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This
can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by the
buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the
underlying swap, not previously exercised under the
swaption will be automatically exercised at the expriration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than the specified threshold
rate. The term in-the-money is assumed to have the meaning
defining in the 2000 ISDA Definitions, Section 17.4
In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of exercise
(written or electronic) is required following telephonic
notice by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
quotedCurrencyPair (exactly one occurrence; of the type QuotedCurrencyPair)
rate (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the rate of a currency conversion: pair of
currency, quotation mode and exchange rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation
relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of
a deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining the source and time for an fx rate.
primaryRateSource (exactly one occurrence; of the type InformationSource)
secondaryRateSource (zero or one occurrence; of the type InformationSource)
fixingTime (exactly one occurrence; of the type BusinessCenterTime)
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will occur.
Will typically be either a page or a reference bank published
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate
observation will occur. Will typically be either a page or a
reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be
observed. It is specified as a time in a specific business
center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: governingLawScheme (xsd:anyURI)
<xsd:complexType name="GoverningLaw">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="governingLawScheme" default="http://www.fpml.org/spec/2002/governing-law-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: informationProviderScheme (xsd:anyURI)
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="informationProviderScheme" default="http://www.fpml.org/spec/2003/information-provider-2-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
rateSource (exactly one occurrence; of the type InformationProvider)
rateSourcePage (zero or one occurrence; of the type RateSourcePage)
rateSourcePageHeading (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a
rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="rateSource" type="InformationProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For
example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePage" type="RateSourcePage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePageHeading" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The heading for the rate source on a given rate source page.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A short form unique identifier for a security.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: instrumentIdScheme (xsd:anyURI) - required
<xsd:complexType name="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Wertpapierkürzel.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a security.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="instrumentIdScheme" use="required" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Either
routingIds (exactly one occurrence; of the type RoutingIds)
Or
routingExplicitDetails (exactly one occurrence; of the type RoutingExplicitDetails)
Or
routingIdsAndExplicitDetails (exactly one occurrence; of the type RoutingIdsAndExplicitDetails)
intermediarySequenceNumber (exactly one occurrence; of the type xsd:integer)
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an intermediary
through which payment will be made by the correspondent bank to
the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved
in the routing of a payment when the party does not have a
code that identifies it within one of the recognized
payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and
details for physical addressing for a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="intermediarySequenceNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the current
intermediary in the chain of payment intermediaries. The
assumed domain value set is an ascending sequence of integers
starting from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining a time interval or offset, e.g. one day, three months. Used for specifying frequencies at which events occur, the tenor of a floating rate or an offset relative to another date.
periodMultiplier (exactly one occurrence; of the type xsd:integer)
period (exactly one occurrence; of the type PeriodEnum)
Attribute: id (xsd:ID)
<xsd:complexType name="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time interval or offset, e.g. one day, three
months. Used for specifying frequencies at which events occur,
the tenor of a floating rate or an offset relative to another
date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative
value can be used when specifying an offset relative to
another date, e.g. -2 days. 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:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="IntradocumentReference">
<xsd:annotation>
<xsd:documentation>
A reference to an element within the document
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
A type defining a legal entity.
Either
entityId (one or more occurrences; of the type EntityId)
Attribute: id (xsd:ID)
<xsd:complexType name="LegalEntity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="entityName" type="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the party. A free format string. FpML does not
define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="entityId" type="EntityId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="entityId" type="EntityId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="LegalEntityReference">
<xsd:annotation>
<xsd:documentation>
A reference to a legal entity (e.g. referenceEntity) within this
document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
exerciseNotice (zero or one occurrence; of the type ExerciseNotice)
fallbackExercise (zero or one occurrence; of the type xsd:boolean)
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer
counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exerciseNotice" type="ExerciseNotice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should be
given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackExercise" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount of
the underlying swap, not previously exercised under the
swaption, will be automatically exercised at the expiration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than one tenth of a percentage
point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions,
Section 17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
masterAgreementType (exactly one occurrence; of the type MasterAgreementType)
masterAgreementDate (zero or one occurrence; of the type xsd:date)
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the parties
and intended to govern all OTC derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreementType" type="MasterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern product-specific derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: masterAgreementTypeScheme (xsd:anyURI)
<xsd:complexType name="MasterAgreementType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterAgreementTypeScheme" default="http://www.fpml.org/spec/2002/master-agreement-type-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
An entity for defining the master confirmation agreement executed between the parties.
masterConfirmationType (exactly one occurrence; of the type MasterConfirmationType)
masterConfirmationDate (exactly one occurrence; of the type xsd:date)
masterConfirmationAnnexDate (zero or one occurrence; of the type xsd:date)
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement executed
between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterConfirmationType" type="MasterConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and
intended to govern all relevant transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationAnnexDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was
executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: masterConfirmationTypeScheme (xsd:anyURI)
<xsd:complexType name="MasterConfirmationType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterConfirmationTypeScheme" default="http://www.fpml.org/spec/2003/master-confirmation-type-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a currency amount.
currency (exactly one occurrence; of the type Currency)
amount (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The monetary quantity in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type definint multiple exercise. As defining in the 200 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.
Inherited element(s): (This definition inherits the content defined by the type PartialExercise)
maximumNotionalAmount (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type definint multiple exercise. As defining in the 200 ISDA
Definitions, Section 12.4. Multiple Exercise, the buyer of the
option has the right to exercise all or less than all the
unexercised notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may not exercise
less than the minimum notional amount or more than the maximum
notional amount, and if an integral multiple amount is specified,
the notional exercised must be equal to or, be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PartialExercise">
<xsd:sequence>
<xsd:element name="maximumNotionalAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a
given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business day offsets.
Inherited element(s): (This definition inherits the content defined by the type Interval)
dayType (zero or one occurrence; of the type DayTypeEnum)
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date relative
to a reference date. Currently, the only offsets defined are
expected to be expressed as either calendar or business day
offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
notionalReference (one or more occurrences; of the type NotionalReference)
integralMultipleAmount (zero or one occurrence; of the type xsd:decimal)
minimumNotionalAmount (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA
Definitions, Section 12.3 Partial Exercise, the buyer of the
option may exercise all or less than all the notional amount of
the underlying swap but may not be less than the minimum notional
amount (if specified) and must be an integral multiple of the
integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="notionalReference" type="NotionalReference" maxOccurs="unbounded"/>
<xsd:element name="integralMultipleAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional that
can be exercised when partial exercise or multiple exercise
is applicable. The integral multiple amount defines a lower
limit of notional that can be exercised and also defines a
unit multiple of notional that can be exercised, i.e. only
integer multiples of this amount can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a given
exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="PartyReference">
<xsd:annotation>
<xsd:documentation>
A reference to a party element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
A type for defining payments
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
paymentAmount (exactly one occurrence; of the type Money)
paymentDate (zero or one occurrence; of the type AdjustableDate)
adjustedPaymentDate (zero or one occurrence; of the type xsd:date)
paymentType (zero or one occurrence; of the type PaymentType)
settlementInformation (zero or one occurrence; of the type SettlementInformation)
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in
accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedPaymentDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted payment date. This date should already be
adjusted for any applicable business day convention. This
component is not intended for use in trade confirmation but
my be specified to allow the fee structure to also serve as a
cashflow type component (all dates the the Cashflows type are
adjusted payment dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment,
e.g. brokerage, upfront fee etc. FpML does not define domain
values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInformation" type="SettlementInformation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that
results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: paymentTypeScheme (xsd:anyURI)
<xsd:complexType name="PaymentType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
The base type which all FpML products extend.
productType (zero or one occurrence; of the type ProductType)
productId (zero or more occurrences; of the type ProductId)
Attribute: id (xsd:ID)
<xsd:complexType name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all FpML products extend.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="productType" type="ProductType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML does not define
domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier allocated by a party. FpML
does not define the domain values associated with this
element. Note that the domain values for this element are not
strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString"/>
</xsd:simpleContent>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="ProductReference">
<xsd:annotation>
<xsd:documentation>
A reference to a product element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: productTypeScheme (xsd:anyURI)
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="productTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.
currency1 (exactly one occurrence; of the type Currency)
currency2 (exactly one occurrence; of the type Currency)
quoteBasis (exactly one occurrence; of the type QuoteBasisEnum)
<xsd:complexType name="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the composition of a rate that has been
quoted or is to be quoted. This includes the two currencies and
the quotation relationship between the two currencies and is used
as a building block throughout the FX specification.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency1" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first currency specified when a pair of currencies is to
be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency2" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The second currency specified when a pair of currencies is to
be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the exchange rate is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.
resetDate (zero or one occurrence; of the type xsd:date)
adjustedFixingDate (zero or one occurrence; of the type xsd:date)
observedRate (zero or one occurrence; of the type xsd:decimal)
treatedRate (zero or one occurrence; of the type xsd:decimal)
observationWeight (exactly one occurrence; of the type xsd:positiveInteger)
rateReference (zero or one occurrence; of the type IntradocumentReference)
Attribute: id (xsd:ID)
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual
observation or fixing. This type forms part of the cashflow
representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="resetDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reset date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedFixingDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is
observed. The date should already be adjusted for any
applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment
is applied, e.g. before converting a rate quoted on a
discount basis to an equivalent yield. An observed rate of 5%
would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is
applied. A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days weighting to be associated with the rate
observation, i.e. the number of days such rate is in effect.
This is applicable in the case of a weighted average method
of calculation where more than one reset date is established
for a single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateReference" type="IntradocumentReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component
defined as part of a stub calculation period amount
component. It is only required when it is necessary to
distinguish two rate observations for the same fixing date
which could occur when linear interpolation of two different
rates occurs for a stub calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: rateSourcePageScheme (xsd:anyURI)
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
referenceBankId (exactly one occurrence; of the type ReferenceBankId)
referenceBankName (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means of
a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceBankId" type="ReferenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier
code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceBankName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string.
FpML does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: referenceBankIdScheme (xsd:anyURI)
<xsd:complexType name="ReferenceBankId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date my simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods(days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
Inherited element(s): (This definition inherits the content defined by the type Offset)
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
Either
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
dateRelativeTo (exactly one occurrence; of the type DateRelativeTo)
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date). If the anchor date is itself an adjustable date then the
offset is assumed to be calculated from the adjusted anchor date.
A number of different scenarios can be supported, namely; 1) the
derived date my simply be a number of calendar periods (days,
weeks, months or years) preceding or following the anchor date;
2) the unadjusted derived date may be a number of calendar
periods(days, weeks, months or years) preceding or following the
anchor date with the resulting unadjusted derived date subject to
adjustment in accordance with a specified business day
convention, i.e. the derived date must fall on a good business
day; 3) the derived date may be a number of business days
preceding or following the anchor date. Note that the
businessDayConvention specifies any required adjustment to the
unadjusted derived date. A negative or positive value in the
periodMultiplier indicates whether the unadjusted derived
precedes or follows the anchor date. The businessDayConvention
should contain a value NONE if the day type element contains a
value of Business (since specifying a negative or positive
business days offset would already guarantee that the derived
date would fall on a good business day in the specified business
centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
<xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing a set of dates defined as relative to another set of dates.
Inherited element(s): (This definition inherits the content defined by the type RelativeDateOffset)
periodSkip (zero or one occurrence; of the type xsd:positiveInteger)
scheduleBounds (zero or one occurrence; of the type DateRange)
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another
set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element name="periodSkip" type="xsd:positiveInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule
that are between each date in the relative date schedule.
Thus a skip of 2 would mean that dates are relative to
every second date in the referenced schedule. If present
this should have a value greater than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="scheduleBounds" type="DateRange" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be used
to restrict the range of values in a reference series of
dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a rounding direction and precision to be used in the rounding of a rate.
roundingDirection (exactly one occurrence; of the type RoundingDirectionEnum)
precision (exactly one occurrence; of the type xsd:nonNegativeInteger)
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used in
the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="roundingDirection" type="RoundingDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of
decimal places. Note how a percentage rate rounding of 5
decimal places is expressed as a rounding precision of 7 in
the FpML document since the percentage is expressed as a
decimal, e.g. 9.876543% (or 0.09876543) being rounded to the
nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.
Either
routingIds (exactly one occurrence; of the type RoutingIds)
Or
routingExplicitDetails (exactly one occurrence; of the type RoutingExplicitDetails)
Or
routingIdsAndExplicitDetails (exactly one occurrence; of the type RoutingIdsAndExplicitDetails)
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a
party involved in the routing of a payment. The identification
may use payment system identifiers only; actual name, address and
other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying
the party within a payment system. The assumption is that
each party will not have more than one identifier within the
same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved in
the routing of a payment when the party does not have a code
that identifies it within one of the recognized payment
systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and details
for physical addressing for a party involved in the routing
of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
routingName (exactly one occurrence; of the type xsd:string)
routingAddress (zero or one occurrence; of the type Address)
routingAccountNumber (zero or one occurrence; of the type xsd:string)
routingReferenceText (zero or more occurrences; of the type xsd:string)
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual
information for the purposes of identifying a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the identification
of a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: routingIdScheme (xsd:anyURI)
<xsd:complexType name="RoutingId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="routingIdScheme" default="http://www.fpml.org/spec/2002/routing-id-code-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.
routingId (one or more occurrences; of the type RoutingId)
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the
routing of a payment by means of one or more standard
identification codes. For example, both a SWIFT BIC code and a
national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingId" type="RoutingId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a
recognized payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
routingIds (one or more occurrences; of the type RoutingIds)
routingName (exactly one occurrence; of the type xsd:string)
routingAddress (zero or one occurrence; of the type Address)
routingAccountNumber (zero or one occurrence; of the type xsd:string)
routingReferenceText (zero or more occurrences; of the type xsd:string)
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system
identification codes with physical postal address details, for
the purposes of identifying a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingIds" type="RoutingIds" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying
the party within a payment system. The assumption is that
each party will not have more than one identifier within the
same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the identification
of a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
initialValue (exactly one occurrence; of the type xsd:decimal)
step (zero or more occurrences; of the type Step)
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an
initial value and then a series of step date and value pairs. On
each step date the rate or amount changes to the new step value.
The series of step date and value pairs are optional. If not
specified, this implies that the initial value remains unchanged
over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial
rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="step" type="Step" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step date
the associated step value becomes effective A list of steps
may be ordered in the document by ascending step date. An
FpML document containing an unordered list of steps is still
regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
Either
standardSettlementStyle (exactly one occurrence; of the type StandardSettlementStyleEnum)
Or
settlementInstruction (exactly one occurrence; of the type SettlementInstruction)
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a
potential currency payment resulting from a trade: by means of a
standard settlement instruction, by netting it out with other
payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will settle.
This defines a scheme and is used for identifying trades that
are identified as settling standard and/or flagged for
settlement netting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to be
made, when the payment is not netted and the route is other
than the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
settlementMethod (zero or one occurrence; of the type SettlementMethod)
correspondentInformation (zero or one occurrence; of the type Routing)
intermediaryInformation (zero or more occurrences; of the type IntermediaryInformation)
beneficiaryBank (zero or one occurrence; of the type Routing)
beneficiary (exactly one occurrence; of the type Routing)
splitSettlement (zero or more occurrences; of the type SplitSettlement)
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a currency
payment, including the settlement method to be used, the
correspondent bank, any intermediary banks and the ultimate
beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementMethod" type="SettlementMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme
of domain values will include standard mechanisms such as
CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="correspondentInformation" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank
that will make delivery of the funds on the paying bank's
behalf in the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediaryInformation" type="IntermediaryInformation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which payment
will be made by the correspondent bank to the ultimate
beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds
in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be
identified either by an account at the beneficiaryBank (qv)
or by explicit routingInformation. This element provides for
the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="splitSettlement" type="SplitSettlement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a
currency payment settling a trade needs to be split between a
number of ultimate beneficiaries. Each split payment may need
to have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: settlementMethodScheme (xsd:anyURI)
<xsd:complexType name="SettlementMethod">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementMethodScheme" default="http://www.fpml.org/spec/2002/settlement-method-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: settlementPriceSourceScheme (xsd:anyURI)
<xsd:complexType name="SettlementPriceSource">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Quelle für den Abrechnungspreis (z.B. eine Reuters-Seite, Prezzo
di Riferimento, usw.).
</xsd:documentation>
<xsd:documentation xml:lang="en">
The source from which the settlement price is to be obtained,
e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementPriceSourceScheme" default="http://www.fpml.org/spec/2002/settlement-price-source-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
TBA
Inherited element(s): (This definition inherits the content defined by the type Exercise)
commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be given
by the buyer to the seller or seller's agent. Notice of
exercise given after this time will be deemed to have
been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
splitSettlementAmount (exactly one occurrence; of the type Money)
beneficiaryBank (zero or one occurrence; of the type Routing)
beneficiary (exactly one occurrence; of the type Routing)
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount
into a number of split settlements, each requiring its own
settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds
in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be
identified either by an account at the beneficiaryBank (qv)
or by explicit routingInformation. This element provides for
the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
stepDate (exactly one occurrence; of the type xsd:date)
stepValue (exactly one occurrence; of the type xsd:decimal)
Attribute: id (xsd:ID)
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step
definitions are used to define varying rate or amount schedules,
e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes effective.
This day may be subject to adjustment in accordance with a
business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the associated
stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type that describes the set of street and building number information that identifies a postal address within a city.
streetLine (one or more occurrences; of the type xsd:string)
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number
information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetLine" type="xsd:string" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number information,
forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing a single cap or floor rate.
strikeRate (exactly one occurrence; of the type xsd:decimal)
buyer (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type PayerReceiverEnum)
Attribute: id (xsd:ID)
seller (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type PayerReceiverEnum)
Attribute: id (xsd:ID)
Attribute: id (xsd:ID) - required
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a single cap or floor rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate for a cap or floor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="buyer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="seller" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>
A type describing a schedule of cap or floor rates.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
buyer (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type PayerReceiverEnum)
Attribute: id (xsd:ID)
seller (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type PayerReceiverEnum)
Attribute: id (xsd:ID)
Attribute: id (xsd:ID)
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="buyer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="seller" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="TradeReference">
<xsd:annotation>
<xsd:documentation>
A reference to a trade element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:include schemaLocation="fpml-enum-4-0.xsd"/>
<xsd:complexType name="AmountRelativeTo">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the anchor amount. This element also carries an href
attribute. The href attribute value will be a pointer style
reference to the element or component elsewhere in the document
where the anchor amount is defined.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining financial business centers used in
determining whether a day is a business day or not. A list of
business centers may be ordered in the document alphabetically
based on business center code. An FpML document containing an
unordered business center list is still regarded as a
conformant document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessCenter" type="BusinessCenter" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business
centers defined elsewhere in the document. This set of business
centers is used to determine whether a particular day is a
business day or not.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining
an unadjusted first date, an unadjusted last date and a
business day convention and business centers for adjusting the
first and last dates if they would otherwise fall on a non
business day in the specified business centers. The days
between the first and last date must also be good business days
in the specified centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would
otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial
business centers used for adjusting any relevant date if it
would otherwise fall on a day that is not a business day in the
specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustmentsReference">
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calcuation agent responsible for
performing duties as defined in the applicable product
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="calculationAgentPartyReference" type="PartyReference" maxOccurs="unbounded"/>
<xsd:element name="calculationAgentParty" type="CalculationAgentPartyEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent where the actual party
responsible for performing the duties associated with an
optional early termination provision will be determined at
exercise. For example, the Calculation Agent may be defined
as being the Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end
dates occur within the regular part of the calculation period
schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="rollConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular
period start date of a calculation period, determines
each calculation period end date within the regular
part of a calculation period schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date
range is defined as all the dates between and including the
first and the last date. The first date must fall before the
last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateRelativeTo">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the anchor as an href attribute. The href attribute
value is a pointer style reference to the element or component
elsewhere in the document where the anchor date is defined.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document
and should include the year and type of definitions referenced,
along with any relevant documentation (such as master
agreement) and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreement" type="MasterAgreement" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmation" type="MasterConfirmation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) published
by ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA)
that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="creditSupportDocument" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern collateral arrangement for all OTC derivatives
transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date
and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g.
in a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and
the expiration date, in the case of a Bermudan style
option the commencement date to, and including, the
expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partialExercise" type="PartialExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3.
Partial Exercise, the buyer of the option has the right
to exercise all or less than all the notional amount of
the underlying swap on the expiration date, but may not
exercise less than the minimum notional amount, and if
an integral multiple amount is specified, the notional
amount exercised must be equal to, or be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFee" type="ExerciseFee" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented
as an amount or a rate and notional reference on which
to apply the rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which
options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This
fee may be defined as an amount or a percentage of the notional
exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="NotionalReference"/>
<xsd:choice>
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee
currency is that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced
notional. A percentage of 5% would be represented as
0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the
exercise of an option. This fee may be defined as an amount or
a percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="NotionalReference"/>
<xsd:choice>
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed
as currency amounts. The currency of the fee is assumed
to be that of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed
as percentage rates of the notional being exercised. The
currency of the fee is assumed to be that of the notional
schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be
given. The partyReference refers to one of the principal
parties of the trade. If present the
exerciseNoticePartyReference refers to a party, other than the
principal party, to whome notice should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has
allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseNoticePartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the
party to which notice of exercise should be given by the
buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This
can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by
the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the
underlying swap, not previously exercised under the
swaption will be automatically exercised at the
expriration time on the expiration date if at such time
the buyer is in-the-money, provided that the difference
between the settlement rate and the fixed rate under the
relevant underlying swap is not less than the specified
threshold rate. The term in-the-money is assumed to have
the meaning defining in the 2000 ISDA Definitions,
Section 17.4 In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of
exercise (written or electronic) is required following
telephonic notice by the buyer to the seller or seller's
agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the rate of a currency conversion: pair of
currency, quotation mode and exchange rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the
quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg
of a deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the composition of a rate that has been
quoted or is to be quoted. This includes the two currencies and
the quotation relationship between the two currencies and is
used as a building block throughout the FX specification.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency1" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first currency specified when a pair of currencies is
to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency2" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The second currency specified when a pair of currencies is
to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the exchange rate is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will
occur. Will typically be either a page or a reference bank
published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate
observation will occur. Will typically be either a page or
a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be
observed. It is specified as a time in a specific business
center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a
rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="rateSource" type="InformationProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For
example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePage" type="RateSourcePage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePageHeading" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The heading for the rate source on a given rate source
page.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time interval or offset, e.g. one day, three
months. Used for specifying frequencies at which events occur,
the tenor of a floating rate or an offset relative to another
date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative
value can be used when specifying an offset relative to
another date, e.g. -2 days. 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:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="IntradocumentReference">
<xsd:annotation>
<xsd:documentation>
A reference to an element within the document
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer
counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exerciseNotice" type="ExerciseNotice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should
be given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackExercise" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount
of the underlying swap, not previously exercised under the
swaption, will be automatically exercised at the expiration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than one tenth of a percentage
point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions,
Section 17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the
parties and intended to govern all OTC derivatives transactions
between those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreementType" type="MasterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern product-specific derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement
executed between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterConfirmationType" type="MasterConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties
and intended to govern all relevant transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationAnnexDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was
executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The monetary quantity in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type definint multiple exercise. As defining in the 200 ISDA
Definitions, Section 12.4. Multiple Exercise, the buyer of the
option has the right to exercise all or less than all the
unexercised notional amount of the underlying swap on one or
more days in the exercise period, but on any such day may not
exercise less than the minimum notional amount or more than the
maximum notional amount, and if an integral multiple amount is
specified, the notional exercised must be equal to or, be an
integral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PartialExercise">
<xsd:sequence>
<xsd:element name="maximumNotionalAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a
given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date
relative to a reference date. Currently, the only offsets
defined are expected to be expressed as either calendar or
business day offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA
Definitions, Section 12.3 Partial Exercise, the buyer of the
option may exercise all or less than all the notional amount of
the underlying swap but may not be less than the minimum
notional amount (if specified) and must be an integral multiple
of the integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="notionalReference" type="NotionalReference" maxOccurs="unbounded"/>
<xsd:element name="integralMultipleAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional
that can be exercised when partial exercise or multiple
exercise is applicable. The integral multiple amount
defines a lower limit of notional that can be exercised and
also defines a unit multiple of notional that can be
exercised, i.e. only integer multiples of this amount can
be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a
given exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateReference">
<xsd:annotation>
<xsd:documentation>
A reference to a date element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="PartyReference">
<xsd:annotation>
<xsd:documentation>
A reference to a party element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="ProductReference">
<xsd:annotation>
<xsd:documentation>
A reference to a product element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in
accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedPaymentDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted payment date. This date should already be
adjusted for any applicable business day convention. This
component is not intended for use in trade confirmation but
my be specified to allow the fee structure to also serve as
a cashflow type component (all dates the the Cashflows type
are adjusted payment dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment,
e.g. brokerage, upfront fee etc. FpML does not define
domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInformation" type="SettlementInformation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that
results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all FpML products extend.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="productType" type="ProductType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML does not
define domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier allocated by a party. FpML
does not define the domain values associated with this
element. Note that the domain values for this element are
not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual
observation or fixing. This type forms part of the cashflow
representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="resetDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reset date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedFixingDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is
observed. The date should already be adjusted for any
applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment
is applied, e.g. before converting a rate quoted on a
discount basis to an equivalent yield. An observed rate of
5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is
applied. A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days weighting to be associated with the rate
observation, i.e. the number of days such rate is in
effect. This is applicable in the case of a weighted
average method of calculation where more than one reset
date is established for a single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateReference" type="IntradocumentReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component
defined as part of a stub calculation period amount
component. It is only required when it is necessary to
distinguish two rate observations for the same fixing date
which could occur when linear interpolation of two
different rates occurs for a stub calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means
of a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceBankId" type="ReferenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier
code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceBankName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string.
FpML does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another
set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element name="periodSkip" type="xsd:positiveInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule
that are between each date in the relative date
schedule. Thus a skip of 2 would mean that dates are
relative to every second date in the referenced
schedule. If present this should have a value greater
than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="scheduleBounds" type="DateRange" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be
used to restrict the range of values in a reference
series of dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date). If the anchor date is itself an adjustable date then the
offset is assumed to be calculated from the adjusted anchor
date. A number of different scenarios can be supported, namely;
1) the derived date my simply be a number of calendar periods
(days, weeks, months or years) preceding or following the
anchor date; 2) the unadjusted derived date may be a number of
calendar periods(days, weeks, months or years) preceding or
following the anchor date with the resulting unadjusted derived
date subject to adjustment in accordance with a specified
business day convention, i.e. the derived date must fall on a
good business day; 3) the derived date may be a number of
business days preceding or following the anchor date. Note that
the businessDayConvention specifies any required adjustment to
the unadjusted derived date. A negative or positive value in
the periodMultiplier indicates whether the unadjusted derived
precedes or follows the anchor date. The businessDayConvention
should contain a value NONE if the day type element contains a
value of Business (since specifying a negative or positive
business days offset would already guarantee that the derived
date would fall on a good business day in the specified
business centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would
otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
<xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used
in the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="roundingDirection" type="RoundingDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of
decimal places. Note how a percentage rate rounding of 5
decimal places is expressed as a rounding precision of 7 in
the FpML document since the percentage is expressed as a
decimal, e.g. 9.876543% (or 0.09876543) being rounded to
the nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an
initial value and then a series of step date and value pairs.
On each step date the rate or amount changes to the new step
value. The series of step date and value pairs are optional. If
not specified, this implies that the initial value remains
unchanged over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial
rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="step" type="Step" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step
date the associated step value becomes effective A list of
steps may be ordered in the document by ascending step
date. An FpML document containing an unordered list of
steps is still regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest
time on an exercise business day (excluding the
expiration date) within the exercise period that notice
can be given by the buyer to the seller or seller's
agent. Notice of exercise given after this time will be
deemed to have been given on the next exercise business
day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step
definitions are used to define varying rate or amount
schedules, e.g. a notional amortization or a step-up coupon
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes
effective. This day may be subject to adjustment in
accordance with a business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the
associated stepDate. A rate of 5% would be represented as
0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a single cap or floor rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate for a cap or floor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="buyer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="seller" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="buyer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="seller" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermudan
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exercise" type="Exercise" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="product" type="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting
product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="TradeReference">
<xsd:annotation>
<xsd:documentation>
A reference to a trade element within this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a date that shall be subject to adjustment
if it would otherwise fall on a day that is not a business day
in the specified business centers, together with the convention
for adjusting the date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDate2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is different from AdjustableDate in two regards.
First, date adjustments can be specified with either a
dateAdjustments element or a reference to an existing
dateAdjustments element. Second, it does not require the
specification of date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business
centers used for adjusting the date if it would otherwise
fall on a day that is not a business dat in the specified
business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustmentsReference" type="BusinessDayAdjustmentsReference"/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to
adjustment if they would otherwise fall on a day that is not a
business day in the specified business centers, together with
the convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit
date together with applicable adjustments or as relative to
some other (anchor) date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date that shall be subject to adjustment if it would
otherwise fall on a day that is not a business day in the
specified business centers, together with the convention
for adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified as some offset to another date (the anchor
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as
an explicit list of dates together with applicable adjustments
or as relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if
they would otherwise fall on a day that is not a business
day in the specified business centers, together with the
convention for adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another
series of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style
option together with any rules governing the notional amount of
the underlying which can be exercised on any given exercise
date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g.
in a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and
the expiration date, in the case of a Bermudan style
option the commencement date to, and including, the
expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest
time on an exercise business day (excluding the
expiration date) within the exercise period that notice
can be given by the buyer to the seller or seller's
agent. Notice of exercise given after this time will be
deemed to have been given on the next exercise business
day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the
right to exercise all or less than all the unexercised
notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may
not exercise less than the minimum notional amount or
more that the maximum notional amount, and if an
integral multiple amount is specified, the notional
amount exercised must be equal to, or be an intergral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages
of the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With
automatic exercise the option is deemed to have exercised if it
is in the money by more than the threshold amount on the
exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be
represented as 0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the bermudan option exercise dates and the
expiration date together with any rules govenerning the
notional amount of the underlying which can be exercised on any
given exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the bermudan option exercise dates
and the expiration date. The last specified date is
assumed to be the expiration date. The dates can either
be specified as a series of explicit dates and
associated adjustments or as a series of dates defined
relative to another schedule of dates, for example, the
calculation period start dates. Where a relative series
of dates are defined the first and last possible
exercise dates can be separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g.
in a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and
the expiration date, in the case of a Bermudan style
option the commencement date to, and including, the
expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest
time on an exercise business day (excluding the
expiration date) within the exercise period that notice
can be given by the buyer to the seller or seller's
agent. Notice of exercise given after this time will be
deemed to have been given on the next exercise business
day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the
right to exercise all or less than all the unexercised
notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may
not exercise less than the minimum notional amount or
more that the maximum notional amount, and if an
integral multiple amount is specified, the notional
amount exercised must be equal to, or be an intergral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages
of the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business center
location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="hourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second
component must be '00', e.g. 11am would be represented as
11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a
potential currency payment resulting from a trade: by means of
a standard settlement instruction, by netting it out with other
payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will
settle. This defines a scheme and is used for identifying
trades that are identified as settling standard and/or
flagged for settlement netting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to
be made, when the payment is not netted and the route is
other than the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a
currency payment, including the settlement method to be used,
the correspondent bank, any intermediary banks and the ultimate
beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementMethod" type="SettlementMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme
of domain values will include standard mechanisms such as
CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="correspondentInformation" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank
that will make delivery of the funds on the paying bank's
behalf in the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediaryInformation" type="IntermediaryInformation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which
payment will be made by the correspondent bank to the
ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the
funds in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can
be identified either by an account at the beneficiaryBank
(qv) or by explicit routingInformation. This element
provides for the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="splitSettlement" type="SplitSettlement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a
currency payment settling a trade needs to be split between
a number of ultimate beneficiaries. Each split payment may
need to have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an
intermediary through which payment will be made by the
correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party
involved in the routing of a payment when the party does
not have a code that identifies it within one of the
recognized payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and
details for physical addressing for a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="intermediarySequenceNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the current
intermediary in the chain of payment intermediaries. The
assumed domain value set is an ascending sequence of
integers starting from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount
into a number of split settlements, each requiring its own
settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the
funds in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can
be identified either by an account at the beneficiaryBank
(qv) or by explicit routingInformation. This element
provides for the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a
party involved in the routing of a payment. The identification
may use payment system identifiers only; actual name, address
and other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved
in the routing of a payment when the party does not have a
code that identifies it within one of the recognized
payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and
details for physical addressing for a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual
information for the purposes of identifying a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be
routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the
identification of a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the
routing of a payment by means of one or more standard
identification codes. For example, both a SWIFT BIC code and a
national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingId" type="RoutingId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a
recognized payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system
identification codes with physical postal address details, for
the purposes of identifying a party involved in the routing of
a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingIds" type="RoutingIds" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be
routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the
identification of a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents a physical postal address.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetAddress" type="StreetAddress" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that
identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="city" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city component of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="state" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some
countries. For example, US states, Canadian provinces,
Swiss cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="country" type="Country" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the
postal address is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="postalCode" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems,
that is allocated to a physical address by a national
postal authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number
information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetLine" type="xsd:string" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number
information, forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Currency">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="currencyScheme" default="http://www.fpml.org/ext/iso4217-2001-08-15" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a financial business center location. A
business center is drawn from the list identified by the
business center scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="businessCenterScheme" default="http://www.fpml.org/spec/2000/business-center-1-0" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualDefinitions">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualDefinitionsScheme" default="http://www.fpml.org/spec/2003/contractual-definitions-2-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterConfirmationType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterConfirmationTypeScheme" default="http://www.fpml.org/spec/2003/master-confirmation-type-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualSupplement">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualSupplementScheme" default="http://www.fpml.org/spec/2003/contractual-supplement-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="GoverningLaw">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="governingLawScheme" default="http://www.fpml.org/spec/2002/governing-law-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="informationProviderScheme" default="http://www.fpml.org/spec/2003/information-provider-2-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Sofern nicht anderweitig festgelegt, das Haupt-Clearingsystem,
das üblicherweise für die Regulierung von Geschäften im
entsprechenden Basiswert verwendet wird.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Unless otherwise specified, the principal clearance system
customarily used for settling trades in the relevant
underlying.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="clearanceSystemIdScheme" default="http://www.fpml.org/spec/2002/clearance-system-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterAgreementType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterAgreementTypeScheme" default="http://www.fpml.org/spec/2002/master-agreement-type-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString"/>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="productTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Börsenkürzel. Fehlt dieses Element, gilt die
Hauptbörse, an der der Basiswert notiert ist, als "Börse" im
Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange. If the element
is not present then the exchange shall be the primary exchange
on which the underlying is listed. The term "Exchange" is
assumed to have the meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="exchangeIdScheme" default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Wertpapierkürzel.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a security.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="instrumentIdScheme" use="required" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RoutingId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="routingIdScheme" default="http://www.fpml.org/spec/2002/routing-id-code-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementPriceSource">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Quelle für den Abrechnungspreis (z.B. eine Reuters-Seite,
Prezzo di Riferimento, usw.).
</xsd:documentation>
<xsd:documentation xml:lang="en">
The source from which the settlement price is to be obtained,
e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementPriceSourceScheme" default="http://www.fpml.org/spec/2002/settlement-price-source-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Country">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="countryScheme" default="http://www.fpml.org/ext/iso3166" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementMethod">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementMethodScheme" default="http://www.fpml.org/spec/2002/settlement-method-1-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PaymentType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReferenceBankId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegalEntity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="entityName" type="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the party. A free format string. FpML does
not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="entityId" type="EntityId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="entityId" type="EntityId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="EntityName">
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="entityNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EntityId">
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="entityIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegalEntityReference">
<xsd:annotation>
<xsd:documentation>
A reference to a legal entity (e.g. referenceEntity) within
this document.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A special type meant to be used for elements with no content
and not attributes.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<xsd:group name="BusinessCentersOrReference.model">
<xsd:choice>
<xsd:element name="businessCentersReference" type="BusinessCentersReference"/>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:group>
<xsd:group name="BuyerSeller.model">
<xsd:sequence>
<xsd:element name="buyerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that buys this instrument, ie.
pays for this instrument and receives the rights defined by
it. See 2000 ISDA definitions Article 11.1 (b). In the case
of FRAs this the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sellerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that sells ("writes") this
instrument, i.e. that grants the rights defined by this
instrument and in return receives a payment for it. See
2000 ISDA definitions Article 11.1 (a). In the case of FRAs
this is the floating rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:element name="payerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for making the
payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="receiverPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that receives the payments
corresponding to this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>