---

Contents

Global Elements

asian

automaticExerciseApplicable

averagingDateTimes

averagingInOut

averagingPeriodIn

averagingPeriodOut

barrier

barrierCap

barrierFloor

bermudanExerciseDates

clearanceSystem

date

dateTime

dayOfWeek

delisting

description

endDate

equityAmericanExercise

equityBermudanExercise

equityEffectiveDate

equityEuropeanExercise

equityExercise

equityExpirationTime

equityExpirationTimeType

equityMultipleExercise

equityOption

equityOptionFeatures

equityPremium

equityValuation

exchangeId

extraordinaryEvents

failureToDeliverApplicable

featurePayment

featurePaymentDate

finalUnderlyingClose

frequency

frequencyType

futuresPriceValuationApplicable

FXFeature

FXFeatureType

FXRate

FXSource

initialLevel

instrumentId

integralMultipleExercise

knock

knockIn

knockOut

latestExerciseTimeType

level

levelPercentage

marketDisruption

maximumNumberOfOptions

mergerEvents

methodOfAdjustment

minimumNumberOfOptions

nationalisationOrInsolvency

nominatedWeight

numberOfOptions

numberOfOptionsPerConstituent

optionEntitlement

optionType

percentageOfNotional

pricePerOption

relatedExchangeId

schedule

settlementDate

settlementPriceSource

settlementType

shareForCombined

shareForOther

shareForShare

spotPrice

strike

strikeFactor

strikePercentage

strikePrice

swapPremium

time

trigger

triggerDates

underlying

valuationDate

valuationTime

valuationTimeType

weekNumber

Global Complex Types

Asian

Barrier

DateList

DateTimeList

Equity

EquityAmericanExercise

EquityAveragingPeriod

EquityBermudanExercise

EquityEuropeanExercise

EquityExercise

EquityMultipleExercise

EquityOption

EquityOptionFeatures

EquityPremium

EquitySchedule

EquityStrike

EquityValuation

ExtraordinaryEvents

FeaturePayment

FXFeature

Knock

MergerEvents

Trigger

TriggerEvent

Global Simple Types

---

Global Elements

asian

Description:

An option where and average price is taken on valuation.

Figure:

Contents:

Element asian is defined by the complex type Asian

Used by:

• EquityOptionFeatures

Substituted by:

Schema Fragment:

<xsd:element name="asian" type="Asian">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Option, deren Bewertung auf einem Durchschnittspreis basiert.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      An option where and average price is taken on valuation.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

automaticExerciseApplicable

Description:

If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.

Figure:

Contents:

Element automaticExerciseApplicable is defined by the simple type xsd:boolean

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="automaticExerciseApplicable" type="xsd:boolean">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist dieser Wert "wahr", wird jede noch nicht ausgeübte Option zum
      Verfallzeitpunkt am Verfalldatum ohne weitere Ankündigung als
      ausgeübt angesehen, sofern der Optionskäufer nicht anzeigt, dass
      er eine automatische Ausübung nicht wünscht.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      If true then each option not previously exercised will be deemed
      to be exercised at the expiration time on the expiration date
      without service of notice unless the buyer notifies the seller
      that it no longer wishes this to occur.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

averagingDateTimes

Description:

Averaging DateTimes

Figure:

Contents:

Element averagingDateTimes is defined by the complex type DateTimeList

Used by:

• EquityAveragingPeriod

Substituted by:

Schema Fragment:

<xsd:element name="averagingDateTimes" type="DateTimeList">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Für die Durchschnittsbildung herangezogene Daten und Zeiten.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Averaging DateTimes
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

averagingInOut

Description:

The type of averaging

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• Asian

Substituted by:

Schema Fragment:

<xsd:element name="averagingInOut">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Art der Durchschnittsberechnung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The type of averaging
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="averagingInOutScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

averagingPeriodIn

Description:

The averaging in period.

Figure:

Contents:

Element averagingPeriodIn is defined by the complex type EquityAveragingPeriod

Used by:

• Asian

Substituted by:

Schema Fragment:

<xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Averaging-In-Zeitraum.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The averaging in period.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

averagingPeriodOut

Description:

The averaging out period.

Figure:

Contents:

Element averagingPeriodOut is defined by the complex type EquityAveragingPeriod

Used by:

• Asian

Substituted by:

Schema Fragment:

<xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Averaging-Out-Zeitraum.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The averaging out period.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

barrier

Description:

An option with a barrier feature.

Figure:

Contents:

Element barrier is defined by the complex type Barrier

Used by:

• EquityOptionFeatures

Substituted by:

Schema Fragment:

<xsd:element name="barrier" type="Barrier">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Option mit Barrier-Merkmal.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      An option with a barrier feature.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

barrierCap

Description:

A trigger level approached from beneath.

Figure:

Contents:

Element barrierCap is defined by the complex type TriggerEvent

Used by:

• Barrier

Substituted by:

Schema Fragment:

<xsd:element name="barrierCap" type="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Von unten ausgelöstes Trigger-Niveau.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A trigger level approached from beneath.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

barrierFloor

Description:

A trigger level approached from above.

Figure:

Contents:

Element barrierFloor is defined by the complex type TriggerEvent

Used by:

• Barrier

Substituted by:

Schema Fragment:

<xsd:element name="barrierFloor" type="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Von oben ausgelöstes Trigger-Niveau.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A trigger level approached from above.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

bermudanExerciseDates

Description:

List of Exercise Dates for a Bermudan option

Figure:

Contents:

Element bermudanExerciseDates is defined by the complex type DateList

Used by:

• EquityBermudanExercise

Substituted by:

Schema Fragment:

<xsd:element name="bermudanExerciseDates" type="DateList">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Liste der Ausübungstage einer Bermuda-Option.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      List of Exercise Dates for a Bermudan option
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

clearanceSystem

Description:

Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.

Figure:

Contents:

Element clearanceSystem is defined by the simple type xsd:string

Used by:

• Equity
• UnderlyingAsset

Substituted by:

Schema Fragment:

<xsd:element name="clearanceSystem" type="xsd:string">
  <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:element>

---

date

Description:

Figure:

Contents:

Element date is defined by the simple type xsd:date

Used by:

• DateList

Substituted by:

Schema Fragment:

<xsd:element name="date" type="xsd:date"/>

---

dateTime

Description:

Figure:

Contents:

Element dateTime is defined by the simple type xsd:dateTime

Used by:

• DateTimeList

Substituted by:

Schema Fragment:

<xsd:element name="dateTime" type="xsd:dateTime"/>

---

dayOfWeek

Description:

The schedule day of week.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquitySchedule

Substituted by:

Schema Fragment:

<xsd:element name="dayOfWeek">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Wochentag im Zeitplan.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The schedule day of week.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="dayOfWeekScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

delisting

Description:

The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• ExtraordinaryEvents

Substituted by:

Schema Fragment:

<xsd:element name="delisting">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      "Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten von
      2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The term "Delisting" has the meaning defined in the ISDA 2002
      Equity Derivatives Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="nationalisationOrInsolvencyOrDelistingScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

description

Description:

The long name of a security.

Figure:

Contents:

Element description is defined by the simple type xsd:string

Used by:

• Equity
• Reason
• UnderlyingAsset

Substituted by:

Schema Fragment:

<xsd:element name="description" type="xsd:string">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Vollständige Wertpapierbezeichnung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The long name of a security.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

endDate

Description:

The averaging period end date.

Figure:

Contents:

Element endDate is defined by the simple type xsd:date

Used by:

• EquitySchedule

Substituted by:

Schema Fragment:

<xsd:element name="endDate" type="xsd:date">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Letzter Tag eines Durchschnittszeitraums.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The averaging period end date.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityAmericanExercise

Description:

The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

Figure:

Contents:

Element equityAmericanExercise is defined by the complex type EquityAmericanExercise

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Parameter zur Definition des Ausübungszeitraums für eine
      amerikanische Aktienoption sowie die Regeln zur Festlegung der an
      einem beliebigen Ausübungstermin ausübbaren Basiswert-Stückzahl.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The parameters for defining the exercise period for an American
      style equity option together with the rules governing the
      quantity of the underlying that can be exercised on any given
      exercise date.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityBermudanExercise

Description:

The parameters for defining the exercise period for an Bermudan style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

Figure:

Contents:

Element equityBermudanExercise is defined by the complex type EquityBermudanExercise

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityBermudanExercise" type="EquityBermudanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Parameter zur Definition des Ausübungszeitraums für eine
      Bermuda-Aktienoption sowie die Regeln zur Festlegung der an einem
      beliebigen Ausübungstermin ausübbaren Basiswert-Stückzahl.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The parameters for defining the exercise period for an Bermudan
      style equity option together with the rules governing the
      quantity of the underlying that can be exercised on any given
      exercise date.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityEffectiveDate

Description:

Effective date for a forward starting option

Figure:

Contents:

Element equityEffectiveDate is defined by the simple type xsd:date

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="equityEffectiveDate" type="xsd:date">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Stichtag für eine Forward-Starting-Option.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Effective date for a forward starting option
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityEuropeanExercise

Description:

The parameters for defining the expiration date and time for a European style equity option

Figure:

Contents:

Element equityEuropeanExercise is defined by the complex type EquityEuropeanExercise

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Parameter zur Definition von Verfalltag und -zeitpunkt für eine
      europäische Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The parameters for defining the expiration date and time for a
      European style equity option
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityExercise

Description:

The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

Figure:

Contents:

Element equityExercise is defined by the complex type EquityExercise

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="equityExercise" type="EquityExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Parameter zur Definition von Ausübung, Bewertung und Regulierung
      der Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The parameters for defining how the equity option can be
      exercised, how it is valued and how it is settled.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityExpirationTime

Description:

The specific time of day at which the equity option expires.

Figure:

Contents:

Element equityExpirationTime is defined by the complex type BusinessCenterTime

Used by:

• EquityAmericanExercise
• EquityBermudanExercise
• EquityEuropeanExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityExpirationTime" type="BusinessCenterTime">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Genaue Tageszeit, an der die Aktienoption verfällt.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The specific time of day at which the equity option expires.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityExpirationTimeType

Description:

The time of day at which the equity option expires, for example the official closing time of the exchange.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityAmericanExercise
• EquityBermudanExercise
• EquityEuropeanExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityExpirationTimeType">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Tageszeit, zu der die Aktienoption verfällt, zum Beispiel der
      offizielle Börsenschluss.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The time of day at which the equity option expires, for example
      the official closing time of the exchange.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

equityMultipleExercise

Description:

The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

Figure:

Contents:

Element equityMultipleExercise is defined by the complex type EquityMultipleExercise

Used by:

• EquityAmericanExercise
• EquityBermudanExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityMultipleExercise" type="EquityMultipleExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist dieses Element vorhanden, kann die Option an
      unterschiedlichen Tagen ausgeübt werden. Nicht zulässig bei
      europäischen Optionen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The presence of this element indicates that the option may be
      exercised on different days. It is not applicable to European
      options.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityOption

Description:

A component describing an Equity Option product.

Figure:

Contents:

Element equityOption is defined by the complex type EquityOption

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="equityOption" type="EquityOption" substitutionGroup="product">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Komponente zur Beschreibung einer Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A component describing an Equity Option product.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityOptionFeatures

Description:

A quanto or composite FX feature.

Figure:

Contents:

Element equityOptionFeatures is defined by the complex type EquityOptionFeatures

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="equityOptionFeatures" type="EquityOptionFeatures">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Quanto- oder Komposit-Devisenbestandteil.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A quanto or composite FX feature.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityPremium

Description:

The equity option premium payable by the buyer to the seller.

Figure:

Contents:

Element equityPremium is defined by the complex type EquityPremium

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="equityPremium" type="EquityPremium">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Vom Käufer an den Verkäufer zahlbare Aktienoptionsprämie.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The equity option premium payable by the buyer to the seller.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equityValuation

Description:

The parameters for defining when valuation of the underlying takes place.

Figure:

Contents:

Element equityValuation is defined by the complex type EquityValuation

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="equityValuation" type="EquityValuation">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Parameter zur Definition des Bewertungszeitpunktes für den
      Basiswert.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The parameters for defining when valuation of the underlying
      takes place.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

exchangeId

Description:

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.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• Equity
• UnderlyingAsset

Substituted by:

Schema Fragment:

<xsd:element 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:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="exchangeIdScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

extraordinaryEvents

Description:

Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Figure:

Contents:

Element extraordinaryEvents is defined by the complex type ExtraordinaryEvents

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist der Basiswert eine Aktie, werden hiermit Ereignisse
      angegeben, die den Emittenten der Aktie betreffen und die eine
      Anpassung der Transaktionsbedingungen erfordern können.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Where the underlying is shares, specifies events affecting the
      issuer of those shares that may require the terms of the
      transaction to be adjusted.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

failureToDeliverApplicable

Description:

Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.

Figure:

Contents:

Element failureToDeliverApplicable is defined by the simple type xsd:boolean

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="failureToDeliverApplicable" type="xsd:boolean">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist der Basiswert eine Aktie und wird die Transaktion effektiv
      beliefert, stellt die Nichtlieferung von Aktien am Abrechnungstag
      keinen Kündigungsgrund im Sinne des Rahmenvertrags dar, wenn der
      Wert "wahr" lautet.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Where the underlying is shares and the transaction is physically
      settled, then, if true, a failure to deliver the shares on the
      settlement date will not be an event of default for the purposes
      of the master agreement.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

featurePayment

Description:

The feature payment.

Figure:

Contents:

Element featurePayment is defined by the complex type FeaturePayment

Used by:

• TriggerEvent

Substituted by:

Schema Fragment:

<xsd:element name="featurePayment" type="FeaturePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Aus dem Optionsmerkmal resultierende Zahlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The feature payment.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

featurePaymentDate

Description:

The feature payment date.

Figure:

Contents:

Element featurePaymentDate is defined by the complex type AdjustableOrRelativeDate

Used by:

• FeaturePayment

Substituted by:

Schema Fragment:

<xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Datum der aus dem Optionsmerkmal resultierenden Zahlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The feature payment date.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

finalUnderlyingClose

Description:

The final underlying close.

Figure:

Contents:

Element finalUnderlyingClose is defined by the simple type xsd:boolean

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="finalUnderlyingClose" type="xsd:boolean">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Schlusskurs des Basiswertes.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The final underlying close.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

frequency

Description:

The schedule frequency.

Figure:

Contents:

Element frequency is defined by the simple type xsd:decimal

Used by:

• EquitySchedule

Substituted by:

Schema Fragment:

<xsd:element name="frequency" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Zahlungsfrequenz laut Zeitplan.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The schedule frequency.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

frequencyType

Description:

The schedule frequency type

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquitySchedule

Substituted by:

Schema Fragment:

<xsd:element name="frequencyType">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Art der Zahlungsfrequenz laut Zeitplan.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The schedule frequency type
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="frequencyTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

futuresPriceValuationApplicable

Description:

The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

Figure:

Contents:

Element futuresPriceValuationApplicable is defined by the simple type xsd:boolean

Used by:

• EquityValuation

Substituted by:

Schema Fragment:

<xsd:element name="futuresPriceValuationApplicable" type="xsd:boolean">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Es gilt der von der relevanten Börse veröffentlichte offizielle
      Abrechnungspreis im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The official settlement price as announced by the related
      exchange is applicable, in accordance with the ISDA 2002
      definitions.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

FXFeature

Description:

A quanto or composite FX feature.

Figure:

Contents:

Element FXFeature is defined by the complex type FXFeature

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="FXFeature" type="FXFeature">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Quanto- oder Komposit-Devisenbestandteil.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A quanto or composite FX feature.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

FXFeatureType

Description:

The type of FX feature

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• FXFeature

Substituted by:

Schema Fragment:

<xsd:element name="FXFeatureType">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Art des Devisenbestandteils.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The type of FX feature
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="FXFeatureTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

FXRate

Description:

The rate of exchange.

Figure:

Contents:

Element FXRate is defined by the simple type xsd:decimal

Used by:

• FXFeature

Substituted by:

Schema Fragment:

<xsd:element name="FXRate" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Wechselkurs.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The rate of exchange.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

FXSource

Description:

The source of the rate of exchange.

Figure:

Contents:

Element FXSource is defined by the complex type FxSpotRateSource

Used by:

• FXFeature

Substituted by:

Schema Fragment:

<xsd:element name="FXSource" type="FxSpotRateSource">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Quelle des Wechselkurses.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The source of the rate of exchange.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

initialLevel

Description:

The initial level.

Figure:

Contents:

Element initialLevel is defined by the simple type xsd:decimal

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="initialLevel" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Eingangsniveau.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The initial level.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

instrumentId

Description:

A short form unique identifier for a security.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• Equity
• UnderlyingAsset

Substituted by:

Schema Fragment:

<xsd:element 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:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="instrumentIdScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

integralMultipleExercise

Description:

When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.

Figure:

Contents:

Element integralMultipleExercise is defined by the simple type xsd:decimal

Used by:

• EquityMultipleExercise

Substituted by:

Schema Fragment:

<xsd:element name="integralMultipleExercise" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist Mehrfachausübung anwendbar und dieses Element vorhanden, muss
      die Anzahl der an einem bestimmten Ausübungstag ausübbaren
      Optionen entweder dem Wert dieses Elements oder einem
      ganzzahligen Vielfachen davon entsprechen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      When multiple exercise is applicable and this element is present
      it specifies that the number of options that can be exercised on
      a given exercise date must either be equal to the value of this
      element or be an integral multiple of it.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

knock

Description:

A knock feature.

Figure:

Contents:

Element knock is defined by the complex type Knock

Used by:

• EquityOptionFeatures

Substituted by:

Schema Fragment:

<xsd:element name="knock" type="Knock">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Knock-Spezifikation.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A knock feature.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

knockIn

Description:

The knock in.

Figure:

Contents:

Element knockIn is defined by the complex type TriggerEvent

Used by:

• Knock

Substituted by:

Schema Fragment:

<xsd:element name="knockIn" type="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Knock-In.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The knock in.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

knockOut

Description:

The knock out.

Figure:

Contents:

Element knockOut is defined by the complex type TriggerEvent

Used by:

• Knock

Substituted by:

Schema Fragment:

<xsd:element name="knockOut" type="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Knock-Out.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The knock out.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

latestExerciseTimeType

Description:

The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityAmericanExercise
• EquityBermudanExercise

Substituted by:

Schema Fragment:

<xsd:element name="latestExerciseTimeType">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Tageszeit der letztmöglichen Ausübung der Aktienoption, zum
      Beispiel der offizielle Börsenschluss.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The latest time of day at which the equity option can be
      exercised, for example the official closing time of the exchange.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

level

Description:

The trigger level.

Figure:

Contents:

Element level is defined by the simple type xsd:decimal

Used by:

• Trigger

Substituted by:

Schema Fragment:

<xsd:element name="level" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Trigger-Niveau.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The trigger level.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

levelPercentage

Description:

The trigger level percentage.

Figure:

Contents:

Element levelPercentage is defined by the simple type xsd:decimal

Used by:

• FeaturePayment
• Trigger

Substituted by:

Schema Fragment:

<xsd:element name="levelPercentage" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Triggerniveau, ausgedrückt als Prozentsatz.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The trigger level percentage.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

marketDisruption

Description:

The market disruption event as defined by ISDA 2002 Definitions

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityAveragingPeriod

Substituted by:

Schema Fragment:

<xsd:element name="marketDisruption">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The market disruption event as defined by ISDA 2002 Definitions
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="marketDisruptionScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

maximumNumberOfOptions

Description:

When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options.

Figure:

Contents:

Element maximumNumberOfOptions is defined by the simple type xsd:decimal

Used by:

• EquityMultipleExercise

Substituted by:

Schema Fragment:

<xsd:element name="maximumNumberOfOptions" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Bei Mehrfachausübung bestimmt dieses Element die maximale Anzahl
      der an einem bestimmten Ausübungstag ausübbaren Optionen. Ist
      dieses Element nicht vorhanden, gilt die Anzahl der Optionen als
      Maximalwert.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      When multiple exercise is applicable this element specifies the
      maximum number of options that can be exercised on a given
      exercise date. If this element is not present then the maximum
      number is deemed to be the same as the number of options.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

mergerEvents

Description:

Occurs when the underlying ceases to exist following a merger between the Issuer and another company.

Figure:

Contents:

Element mergerEvents is defined by the complex type MergerEvents

Used by:

• ExtraordinaryEvents

Substituted by:

Schema Fragment:

<xsd:element name="mergerEvents" type="MergerEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Dieses Element ist relevant, wenn der Basiswert nach einer Fusion
      zwischen dem Emittenten und einer anderen Gesellschaft nicht mehr
      existiert.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Occurs when the underlying ceases to exist following a merger
      between the Issuer and another company.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

methodOfAdjustment

Description:

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="methodOfAdjustment">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Definiert die Anpassung des Kontrakts im Falle eines oder
      mehrerer außerordentlicher Ereignisse.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Defines how adjustments will be made to the contract should one
      or more of the extraordinary events occur.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="methodOfAdjustmentScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

minimumNumberOfOptions

Description:

When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1.

Figure:

Contents:

Element minimumNumberOfOptions is defined by the simple type xsd:decimal

Used by:

• EquityMultipleExercise

Substituted by:

Schema Fragment:

<xsd:element name="minimumNumberOfOptions" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Bei Mehrfachausübung bestimmt dieses Element die Mindestanzahl
      der an einem bestimmten Ausübungstag ausübbaren Optionen. Ist
      dieses Element nicht vorhanden, gilt als Mindestanzahl 1.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      When multiple exercise is applicable this element specifies the
      minimum number of options that can be exercised on a given
      exercise date. If this element is not present then the minimum
      number is deemed to be 1.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

nationalisationOrInsolvency

Description:

The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• ExtraordinaryEvents

Substituted by:

Schema Fragment:

<xsd:element name="nationalisationOrInsolvency">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      "Verstaatlichung" und "Insolvenz" im Sinne der ISDA-Definitionen
      zu Aktienderivaten von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The terms "Nationalisation" and "Insolvency" have the meaning as
      defined in the ISDA 2002 Equity Derivatives Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="nationalisationOrInsolvencyOrDelistingScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

nominatedWeight

Description:

Nominated weight of a basket component

Figure:

Contents:

Element nominatedWeight is defined by the simple type xsd:decimal

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="nominatedWeight" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Eingesetzte Gewichtung eines Korbbestandteils.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Nominated weight of a basket component
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

numberOfOptions

Description:

The number of options comprised in the option transaction.

Figure:

Contents:

Element numberOfOptions is defined by the simple type xsd:decimal

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="numberOfOptions" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Anzahl von Optionen der Optionstransaktion.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The number of options comprised in the option transaction.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

numberOfOptionsPerConstituent

Description:

The number of options per constituent.

Figure:

Contents:

Element numberOfOptionsPerConstituent is defined by the simple type xsd:decimal

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="numberOfOptionsPerConstituent" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Anzahl von Optionen je Bestandteil.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The number of options per constituent.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

optionEntitlement

Description:

The number of shares per option comprised in the option transaction.

Figure:

Contents:

Element optionEntitlement is defined by the simple type xsd:decimal

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="optionEntitlement" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Stückzahl Aktien je Option der Optionstransaktion.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The number of shares per option comprised in the option
      transaction.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

optionType

Description:

The type of option transaction.

Figure:

Contents:

Element optionType is defined by the simple type xsd:string

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="optionType" type="xsd:string">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Art der Optionstransaktion.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The type of option transaction.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

percentageOfNotional

Description:

The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.

Figure:

Contents:

Element percentageOfNotional is defined by the simple type xsd:decimal

Used by:

• EquityPremium

Substituted by:

Schema Fragment:

<xsd:element name="percentageOfNotional" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts der
      Transaktion. (Ein Prozentsatz von 5 % wird als 0,05 dargestellt.)
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The amount of premium to be paid expressed as a percentage of the
      notional value of the transaction. A percentage of 5% would be
      expressed as 0.05.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

pricePerOption

Description:

The amount of premium to be paid expressed as a function of the number of options.

Figure:

Contents:

Element pricePerOption is defined by the simple type xsd:decimal

Used by:

• EquityPremium

Substituted by:

Schema Fragment:

<xsd:element name="pricePerOption" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Zahlbare Prämie in Abhängigkeit von der Anzahl der Optionen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The amount of premium to be paid expressed as a function of the
      number of options.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

relatedExchangeId

Description:

A short form unique identifier for a related exchange. If the element is not present then the exchange shall be the primary exchange on which listed futures and options on the underlying are listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• Equity

Substituted by:

Schema Fragment:

<xsd:element name="relatedExchangeId">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element,
      gilt die Hauptbörse, an der börsengehandelte Futures- und
      Optionskontrakte auf den Basiswert notiert sind, als "Börse" im
      Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A short form unique identifier for a related exchange. If the
      element is not present then the exchange shall be the primary
      exchange on which listed futures and options on the underlying
      are listed. The term "Exchange" is assumed to have the meaning as
      defined in the ISDA 2002 Equity Derivatives Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="exchangeIdScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

schedule

Description:

A Equity Derivative schedule.

Figure:

Contents:

Element schedule is defined by the complex type EquitySchedule

Used by:

• EquityAveragingPeriod
• TriggerEvent

Substituted by:

Schema Fragment:

<xsd:element name="schedule" type="EquitySchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Zeitplan für Aktienderivate.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A Equity Derivative schedule.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

settlementDate

Description:

Date on which settlement of option premiums will occur.

Figure:

Contents:

Element settlementDate is defined by the complex type AdjustableOrRelativeDate

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="settlementDate" type="AdjustableOrRelativeDate">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Erfüllungstag für die Optionsprämie.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Date on which settlement of option premiums will occur.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

settlementPriceSource

Description:

The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element 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:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="settlementPriceSourceScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

settlementType

Description:

How the option will be settled.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityExercise

Substituted by:

Schema Fragment:

<xsd:element name="settlementType">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Abrechnungsmodus der Option.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      How the option will be settled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="settlementTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

shareForCombined

Description:

The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• MergerEvents

Substituted by:

Schema Fragment:

<xsd:element name="shareForCombined">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Einstandspreis für die ursprünglichen Aktien nach Fusion
      beinhaltet sowohl Barmittel/Wertpapiere als auch neue Aktien.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The consideration paid for the original shares following the
      Merger Event consists of both cash/securities and new shares.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="shareExtraordinaryEventScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

shareForOther

Description:

The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• MergerEvents

Substituted by:

Schema Fragment:

<xsd:element name="shareForOther">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Einstandspreis für die ursprünglichen Aktien nach Fusion
      beinhaltet ausschließlich Barmittel/Wertpapiere (keine neuen
      Aktien).
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The consideration paid for the original shares following the
      Merger Event consists wholly of cash/securities other than new
      shares.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="shareExtraordinaryEventScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

shareForShare

Description:

The consideration paid for the original shares following the Merger Event consists wholly of new shares.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• MergerEvents

Substituted by:

Schema Fragment:

<xsd:element name="shareForShare">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Einstandspreis für die ursprünglichen Aktien nach Fusion
      beinhaltet ausschließlich neue Aktien.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The consideration paid for the original shares following the
      Merger Event consists wholly of new shares.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="shareExtraordinaryEventScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

spotPrice

Description:

The price per share, index or basket observed on the trade or effective date.

Figure:

Contents:

Element spotPrice is defined by the simple type xsd:decimal

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="spotPrice" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Preis je Aktie, Index oder Korb am Handelstag oder Stichtag.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The price per share, index or basket observed on the trade or
      effective date.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

strike

Description:

Defines whether it is a price or level at which the option has been, or will be, struck.

Figure:

Contents:

Element strike is defined by the complex type EquityStrike

Used by:

• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="strike" type="EquityStrike">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Definiert, ob ein Preis oder Niveau als Strike-Preis für die
      Option gilt bzw. gelten wird.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Defines whether it is a price or level at which the option has
      been, or will be, struck.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

strikeFactor

Description:

The factor of strike.

Figure:

Contents:

Element strikeFactor is defined by the simple type xsd:decimal

Used by:

• Asian

Substituted by:

Schema Fragment:

<xsd:element name="strikeFactor" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Strike-Faktor.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The factor of strike.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

strikePercentage

Description:

The price or level expressed as a percentage of the forward starting spot price.

Figure:

Contents:

Element strikePercentage is defined by the simple type xsd:decimal

Used by:

• EquityStrike

Substituted by:

Schema Fragment:

<xsd:element name="strikePercentage" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Preis oder Niveau, ausgedrückt als Prozentsatz des für einen
      künftigen Zeitpunkt ermittelten Spotpreises.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The price or level expressed as a percentage of the forward
      starting spot price.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

strikePrice

Description:

The price or level at which the option has been struck.

Figure:

Contents:

Element strikePrice is defined by the simple type xsd:decimal

Used by:

• EquityStrike

Substituted by:

Schema Fragment:

<xsd:element name="strikePrice" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Preis oder Niveau als Strike-Preis der Option.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The price or level at which the option has been struck.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

swapPremium

Description:

Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.

Figure:

Contents:

Element swapPremium is defined by the simple type xsd:boolean

Used by:

• EquityPremium

Substituted by:

Schema Fragment:

<xsd:element name="swapPremium" type="xsd:boolean">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Gibt die Zahlbarkeit der Prämie in Form von
      Zinsswap-Zahlungsströmen an.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Specifies whether or not the premium is to be paid in the style
      of payments under an interest rate swap contract.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

time

Description:

The feature payment time.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• FeaturePayment

Substituted by:

Schema Fragment:

<xsd:element name="time">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The feature payment time.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

trigger

Description:

The trigger level.

Figure:

Contents:

Element trigger is defined by the complex type Trigger

Used by:

• TriggerEvent

Substituted by:

Schema Fragment:

<xsd:element name="trigger" type="Trigger">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Trigger-Niveau.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The trigger level.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

triggerDates

Description:

The trigger Dates

Figure:

Contents:

Element triggerDates is defined by the complex type DateList

Used by:

• TriggerEvent

Substituted by:

Schema Fragment:

<xsd:element name="triggerDates" type="DateList">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Trigger-Tage.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The trigger Dates
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

underlying

Description:

Defines the asset on which the option is granted.

Figure:

Contents:

Element underlying is defined by the complex type Equity

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="underlying" type="Equity">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Definiert den Basiswert der Option.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Defines the asset on which the option is granted.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

valuationDate

Description:

The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Figure:

Contents:

Element valuationDate is defined by the simple type xsd:date

Used by:

• EquityValuation

Substituted by:

Schema Fragment:

<xsd:element name="valuationDate" type="xsd:date">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      "Bewertungstag" im Sinne der ISDA-Definitionen zu Aktienderivaten
      von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The term "Valuation Date" is assumed to have the meaning as
      defined in the ISDA 2002 Equity Derivatives Definitions.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

valuationTime

Description:

The specific time of day at which the calculation agent values the underlying.

Figure:

Contents:

Element valuationTime is defined by the complex type BusinessCenterTime

Used by:

• EquityValuation

Substituted by:

Schema Fragment:

<xsd:element name="valuationTime" type="BusinessCenterTime">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
      bewertet.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The specific time of day at which the calculation agent values
      the underlying.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

valuationTimeType

Description:

The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Used by:

• EquityValuation

Substituted by:

Schema Fragment:

<xsd:element name="valuationTimeType">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet,
      zum Beispiel der offizielle Börsenschluss.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The time of day at which the calculation agent values the
      underlying, for example the official closing time of the
      exchange.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

weekNumber

Description:

The schedule week number.

Figure:

Contents:

Element weekNumber is defined by the simple type xsd:decimal

Used by:

• EquitySchedule

Substituted by:

Schema Fragment:

<xsd:element name="weekNumber" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Wochenzahl im Zeitplan.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The schedule week number.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

Global Complex Types

Asian

Description:

As per ISDA 2002 Definitions

Figure:

Contents:

averagingInOut (exactly one occurance; with locally defined content)

• The type of averaging

strikeFactor (zero or one occurance; of the type xsd:decimal)

• The factor of strike.

averagingPeriodIn (zero or one occurance; of the type EquityAveragingPeriod)

• The averaging in period.

averagingPeriodOut (zero or one occurance; of the type EquityAveragingPeriod)

• The averaging out period.

Used by:

• asian

Derived Types:

Schema Fragment:

<xsd:complexType name="Asian">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="averagingInOut"/>
    <xsd:element ref="strikeFactor" minOccurs="0"/>
    <xsd:element ref="averagingPeriodIn" minOccurs="0"/>
    <xsd:element ref="averagingPeriodOut" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Barrier

Description:

As per ISDA 2002 Definitions.

Figure:

Contents:

barrierCap (zero or one occurance; of the type TriggerEvent)

• A trigger level approached from beneath.

barrierFloor (zero or one occurance; of the type TriggerEvent)

• A trigger level approached from above.

Used by:

• barrier

Derived Types:

Schema Fragment:

<xsd:complexType name="Barrier">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="barrierCap" minOccurs="0"/>
    <xsd:element ref="barrierFloor" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

DateList

Description:

List of Dates

Figure:

Contents:

date (one or more occurances; of the type xsd:date)

Used by:

• bermudanExerciseDates
• triggerDates

Derived Types:

Schema Fragment:

<xsd:complexType name="DateList">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Liste von Daten.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      List of Dates
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="date" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

---

DateTimeList

Description:

List of DateTimes

Figure:

Contents:

dateTime (one or more occurances; of the type xsd:dateTime)

Used by:

• averagingDateTimes

Derived Types:

Schema Fragment:

<xsd:complexType name="DateTimeList">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Liste von Daten und Zeitpunkten.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      List of DateTimes
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="dateTime" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

---

Equity

Description:

A type for defining an equity underlier.

Figure:

Contents:

description (exactly one occurance; of the type xsd:string)

• The long name of a security.

instrumentId (one or more occurances; with locally defined content)

• A short form unique identifier for a security.

currency (zero or one occurance; with locally defined content)

• The currency in which an amount is denominated.

exchangeId (zero or more occurances; with locally defined content)

• 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.

relatedExchangeId (zero or more occurances; with locally defined content)

• A short form unique identifier for a related exchange. If the element is not present then the exchange shall be the primary exchange on which listed futures and options on the underlying are listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

clearanceSystem (zero or one occurance; of the type xsd:string)

• Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.

Used by:

• underlying

Derived Types:

Schema Fragment:

<xsd:complexType name="Equity">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition eines Aktien-Basiswerts.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining an equity underlier.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="description"/>
    <xsd:element ref="instrumentId" maxOccurs="unbounded"/>
    <xsd:element ref="currency" minOccurs="0"/>
    <xsd:element ref="exchangeId" minOccurs="0" maxOccurs="unbounded"/>
    <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
    <xsd:element ref="clearanceSystem" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityAmericanExercise

Description:

A type for defining exercise procedures associated with an American style exercise of an equity option. This entity inherits from the type SharedAmericanExercise.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type SharedAmericanExercise)

• TBA

latestExerciseTimeType (exactly one occurance; with locally defined content)

• The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

equityExpirationTimeType (exactly one occurance; with locally defined content)

• The time of day at which the equity option expires, for example the official closing time of the exchange.

equityExpirationTime (zero or one occurance; of the type BusinessCenterTime)

• The specific time of day at which the equity option expires.

equityMultipleExercise (zero or one occurance; of the type EquityMultipleExercise)

• The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

Used by:

• equityAmericanExercise

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityAmericanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
      Aktienoption. Diese Einheit leitet sich ab vom Typ
      "SharedAmericanExercise".
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures associated with an
      American style exercise of an equity option. This entity inherits
      from the type SharedAmericanExercise.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="SharedAmericanExercise">
      <xsd:sequence>
        <xsd:element ref="latestExerciseTimeType"/>
        <xsd:element ref="equityExpirationTimeType"/>
        <xsd:element ref="equityExpirationTime" minOccurs="0"/>
        <xsd:element ref="equityMultipleExercise" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquityAveragingPeriod

Description:

Period over which an average value is taken

Figure:

Contents:

schedule (zero or more occurances; of the type EquitySchedule)

• A Equity Derivative schedule.

averagingDateTimes (zero or one occurance; of the type DateTimeList)

• Averaging DateTimes

marketDisruption (exactly one occurance; with locally defined content)

• The market disruption event as defined by ISDA 2002 Definitions

Used by:

• averagingPeriodIn
• averagingPeriodOut

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityAveragingPeriod">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
      Aktienoption. Diese Einheit leitet sich ab vom Typ
      "SharedAmericanExercise".
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Period over which an average value is taken
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="schedule" minOccurs="0" maxOccurs="unbounded"/>
    <xsd:element ref="averagingDateTimes" minOccurs="0"/>
    <xsd:element ref="marketDisruption"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityBermudanExercise

Description:

A type for defining exercise procedures associated with a Bermudan style exercise of an equity option.

Figure:

Contents:

commencementDate (exactly one occurance; of the type AdjustableOrRelativeDate)

• The first day of the exercise period for an American style option.

expirationDate (exactly one occurance; of the type AdjustableOrRelativeDate)

• 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.

latestExerciseTime (zero or one occurance; of the type BusinessCenterTime)

• 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.

bermudanExerciseDates (exactly one occurance; of the type DateList)

• List of Exercise Dates for a Bermudan option

latestExerciseTimeType (exactly one occurance; with locally defined content)

• The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

equityExpirationTimeType (exactly one occurance; with locally defined content)

• The time of day at which the equity option expires, for example the official closing time of the exchange.

equityExpirationTime (zero or one occurance; of the type BusinessCenterTime)

• The specific time of day at which the equity option expires.

equityMultipleExercise (zero or one occurance; of the type EquityMultipleExercise)

• The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

Used by:

• equityBermudanExercise

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityBermudanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungprozesse bei einer
      Bermuda-Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures associated with a
      Bermudan style exercise of an equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="commencementDate"/>
    <xsd:element ref="expirationDate"/>
    <xsd:element ref="latestExerciseTime" minOccurs="0"/>
    <xsd:element ref="bermudanExerciseDates"/>
    <xsd:element ref="latestExerciseTimeType"/>
    <xsd:element ref="equityExpirationTimeType"/>
    <xsd:element ref="equityExpirationTime" minOccurs="0"/>
    <xsd:element ref="equityMultipleExercise" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityEuropeanExercise

Description:

A type for defining exercise procedures associated with a European style exercise of an equity option.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Exercise)

• The abstract base class for all types which define way in which options may be exercised.

expirationDate (exactly one occurance; of the type AdjustableOrRelativeDate)

• 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.

equityExpirationTimeType (exactly one occurance; with locally defined content)

• The time of day at which the equity option expires, for example the official closing time of the exchange.

equityExpirationTime (zero or one occurance; of the type BusinessCenterTime)

• The specific time of day at which the equity option expires.

Used by:

• equityEuropeanExercise

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityEuropeanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungsprozesse bei einer europäischen
      Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures associated with a
      European style exercise of an equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Exercise">
      <xsd:sequence>
        <xsd:element ref="expirationDate"/>
        <xsd:element ref="equityExpirationTimeType"/>
        <xsd:element ref="equityExpirationTime" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquityExercise

Description:

A type for defining exercise procedures for equity options.

Figure:

Contents:

Either

equityEuropeanExercise (exactly one occurance; of the type EquityEuropeanExercise)

• The parameters for defining the expiration date and time for a European style equity option

Or

equityAmericanExercise (exactly one occurance; of the type EquityAmericanExercise)

• The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

Or

equityBermudanExercise (exactly one occurance; of the type EquityBermudanExercise)

• The parameters for defining the exercise period for an Bermudan style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

automaticExerciseApplicable (exactly one occurance; of the type xsd:boolean)

• If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.

equityValuation (exactly one occurance; of the type EquityValuation)

• The parameters for defining when valuation of the underlying takes place.

settlementDate (zero or one occurance; of the type AdjustableOrRelativeDate)

• Date on which settlement of option premiums will occur.

settlementCurrency (exactly one occurance; with locally defined content)

• The currency in which a cash settlement for non-deliverable forward and non-deliverable options.

settlementPriceSource (zero or one occurance; with locally defined content)

• The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.

settlementType (exactly one occurance; with locally defined content)

• How the option will be settled.

failureToDeliverApplicable (zero or one occurance; of the type xsd:boolean)

• Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.

Used by:

• equityExercise

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Ausübungsprozessen für Aktienoptionen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures for equity options.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element ref="equityEuropeanExercise"/>
      <xsd:element ref="equityAmericanExercise"/>
      <xsd:element ref="equityBermudanExercise"/>
    </xsd:choice>
    <xsd:element ref="automaticExerciseApplicable"/>
    <xsd:element ref="equityValuation"/>
    <xsd:element ref="settlementDate" minOccurs="0"/>
    <xsd:element ref="settlementCurrency"/>
    <xsd:element ref="settlementPriceSource" minOccurs="0"/>
    <xsd:element ref="settlementType"/>
    <xsd:element ref="failureToDeliverApplicable" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityMultipleExercise

Description:

A type for defining the multiple exercise provisions of an American or Bermudan style equity option.

Figure:

Contents:

integralMultipleExercise (zero or one occurance; of the type xsd:decimal)

• When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.

minimumNumberOfOptions (exactly one occurance; of the type xsd:decimal)

• When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1.

maximumNumberOfOptions (exactly one occurance; of the type xsd:decimal)

• When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options.

Used by:

• equityMultipleExercise

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityMultipleExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Prozesse bei Mehrfachausübung einer
      amerikanischen oder einer Bermuda-Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining the multiple exercise provisions of an
      American or Bermudan style equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="integralMultipleExercise" minOccurs="0"/>
    <xsd:element ref="minimumNumberOfOptions"/>
    <xsd:element ref="maximumNumberOfOptions"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityOption

Description:

A type for defining equity options.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type Product)

• The base type which all FpML products extend.

buyerPartyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the buyer of the instrument.

sellerPartyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the seller of the instrument.

optionType (exactly one occurance; of the type xsd:string)

• The type of option transaction.

equityEffectiveDate (zero or one occurance; of the type xsd:date)

• Effective date for a forward starting option

underlyer (exactly one occurance; of the type Underlyer)

strike (zero or one occurance; of the type EquityStrike)

• Defines whether it is a price or level at which the option has been, or will be, struck.

spotPrice (zero or one occurance; of the type xsd:decimal)

• The price per share, index or basket observed on the trade or effective date.

notional (zero or one occurance; of the type Money)

• The notional amount.

numberOfOptions (zero or one occurance; of the type xsd:decimal)

• The number of options comprised in the option transaction.

optionEntitlement (exactly one occurance; of the type xsd:decimal)

• The number of shares per option comprised in the option transaction.

equityExercise (exactly one occurance; of the type EquityExercise)

• The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

FXFeature (zero or one occurance; of the type FXFeature)

• A quanto or composite FX feature.

equityOptionFeatures (zero or one occurance; of the type EquityOptionFeatures)

• A quanto or composite FX feature.

equityPremium (exactly one occurance; of the type EquityPremium)

• The equity option premium payable by the buyer to the seller.

methodOfAdjustment (zero or one occurance; with locally defined content)

• Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

extraordinaryEvents (zero or one occurance; of the type ExtraordinaryEvents)

• Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Used by:

• equityOption

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityOption">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Aktienoptionen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining equity options.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Product">
      <xsd:sequence>
        <xsd:element ref="buyerPartyReference"/>
        <xsd:element ref="sellerPartyReference"/>
        <xsd:element ref="optionType"/>
        <xsd:element ref="equityEffectiveDate" minOccurs="0"/>
        <xsd:element ref="underlyer"/>
        <xsd:element ref="strike" minOccurs="0"/>
        <xsd:element ref="spotPrice" minOccurs="0"/>
        <xsd:element ref="notional" minOccurs="0"/>
        <xsd:element ref="numberOfOptions" minOccurs="0"/>
        <xsd:element ref="optionEntitlement"/>
        <xsd:element ref="equityExercise"/>
        <xsd:element ref="FXFeature" minOccurs="0"/>
        <xsd:element ref="equityOptionFeatures" minOccurs="0"/>
        <xsd:element ref="equityPremium"/>
        <xsd:element ref="methodOfAdjustment" minOccurs="0"/>
        <xsd:element ref="extraordinaryEvents" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquityOptionFeatures

Description:

A type for defining option features.

Figure:

Contents:

asian (zero or one occurance; of the type Asian)

• An option where and average price is taken on valuation.

barrier (zero or one occurance; of the type Barrier)

• An option with a barrier feature.

knock (zero or one occurance; of the type Knock)

• A knock feature.

Used by:

• equityOptionFeatures

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityOptionFeatures">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Optionsbestandteilen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining option features.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="asian" minOccurs="0"/>
    <xsd:element ref="barrier" minOccurs="0"/>
    <xsd:element ref="knock" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityPremium

Description:

A type used to describe the amount paid for an equity option.

Figure:

Contents:

payerPartyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document.

receiverPartyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document.

paymentAmount (zero or one occurance; of the type Money)

• The currency amount of the payment.

paymentDate (zero or one occurance; of the type AdjustableDate)

• The payment date. This date is subject to adjustment in accordance with any applicable business day convention.

swapPremium (zero or one occurance; of the type xsd:boolean)

• Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.

pricePerOption (zero or one occurance; of the type xsd:decimal)

• The amount of premium to be paid expressed as a function of the number of options.

percentageOfNotional (zero or one occurance; of the type xsd:decimal)

• The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.

Used by:

• equityPremium

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityPremium">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Beschreibung des für eine Aktienoption gezahlten
      Betrages.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type used to describe the amount paid for an equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="payerPartyReference"/>
    <xsd:element ref="receiverPartyReference"/>
    <xsd:element ref="paymentAmount" minOccurs="0"/>
    <xsd:element ref="paymentDate" minOccurs="0"/>
    <xsd:element ref="swapPremium" minOccurs="0"/>
    <xsd:element ref="pricePerOption" minOccurs="0"/>
    <xsd:element ref="percentageOfNotional" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquitySchedule

Description:

Method of generating a series of dates.

Figure:

Contents:

startDate (exactly one occurance; of the type xsd:date)

• The averaging period start date.

endDate (exactly one occurance; of the type xsd:date)

• The averaging period end date.

frequency (exactly one occurance; of the type xsd:decimal)

• The schedule frequency.

frequencyType (exactly one occurance; with locally defined content)

• The schedule frequency type

weekNumber (zero or one occurance; of the type xsd:decimal)

• The schedule week number.

dayOfWeek (zero or one occurance; with locally defined content)

• The schedule day of week.

Used by:

• schedule

Derived Types:

Schema Fragment:

<xsd:complexType name="EquitySchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Methode zur Generierung einer Reihe von Terminen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Method of generating a series of dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="startDate"/>
    <xsd:element ref="endDate"/>
    <xsd:element ref="frequency"/>
    <xsd:element ref="frequencyType"/>
    <xsd:element ref="weekNumber" minOccurs="0"/>
    <xsd:element ref="dayOfWeek" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityStrike

Description:

A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.

Figure:

Contents:

Either

strikePrice (exactly one occurance; of the type xsd:decimal)

• The price or level at which the option has been struck.

Or

strikePercentage (exactly one occurance; of the type xsd:decimal)

• The price or level expressed as a percentage of the forward starting spot price.

currency (zero or one occurance; with locally defined content)

• The currency in which an amount is denominated.

Used by:

• strike

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityStrike">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition des Strike-Preises für eine Aktienoption. Der
      Strike-Preis ist: (i) bei Indexoptionen der Stand des jeweils
      spezifizierten oder anderweitig in der Transaktion bestimmten
      Index oder (ii) bei Aktienoptionen der Preis jeder spezifizierten
      oder anderweitig in der Transaktion bestimmten Aktie. Der
      Strike-Preis kann entweder als Prozentsatz des Nennwertes oder
      als absoluter Wert angegeben werden.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining the strike price for an equity option. The
      strike price is either: (i) in respect of an index option
      transaction, the level of the relevant index specified or
      otherwise determined in the transaction; or (ii) in respect of a
      share option transaction, the price per share specified or
      otherwise determined in the transaction. This can be expressed
      either as a percentage of notional amount or as an absolute
      value.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element ref="strikePrice"/>
      <xsd:element ref="strikePercentage"/>
    </xsd:choice>
    <xsd:element ref="currency" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityValuation

Description:

A type for defining how and when an equity option is to be valued.

Figure:

Contents:

valuationDate (zero or one occurance; of the type xsd:date)

• The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

valuationTimeType (exactly one occurance; with locally defined content)

• The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

valuationTime (zero or one occurance; of the type BusinessCenterTime)

• The specific time of day at which the calculation agent values the underlying.

futuresPriceValuationApplicable (zero or one occurance; of the type xsd:boolean)

• The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

Used by:

• equityValuation

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityValuation">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
      bestimmt wird.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining how and when an equity option is to be
      valued.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="valuationDate" minOccurs="0"/>
    <xsd:element ref="valuationTimeType"/>
    <xsd:element ref="valuationTime" minOccurs="0"/>
    <xsd:element ref="futuresPriceValuationApplicable" minOccurs="0"/>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

ExtraordinaryEvents

Description:

Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Figure:

Contents:

mergerEvents (exactly one occurance; of the type MergerEvents)

• Occurs when the underlying ceases to exist following a merger between the Issuer and another company.

nationalisationOrInsolvency (exactly one occurance; with locally defined content)

• The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

delisting (zero or one occurance; with locally defined content)

• The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

Used by:

• extraordinaryEvents

Derived Types:

Schema Fragment:

<xsd:complexType name="ExtraordinaryEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
      angegeben, die den Emittenten der Aktie betreffen und die eine
      Anpassung der Transaktionsbedingungen erfordern können.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Where the underlying is shares, defines market events affecting
      the issuer of those shares that may require the terms of the
      transaction to be adjusted.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="mergerEvents"/>
    <xsd:element ref="nationalisationOrInsolvency"/>
    <xsd:element ref="delisting" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

FeaturePayment

Description:

Payment made following trigger occurence.

Figure:

Contents:

payerPartyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document.

receiverPartyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document.

Either

levelPercentage (exactly one occurance; of the type xsd:decimal)

• The trigger level percentage.

Or

amount (exactly one occurance; of the type xsd:decimal)

• The monetary quantity in currency units.

time (zero or one occurance; with locally defined content)

• The feature payment time.

currency (zero or one occurance; with locally defined content)

• The currency in which an amount is denominated.

featurePaymentDate (zero or one occurance; of the type AdjustableOrRelativeDate)

• The feature payment date.

Used by:

• featurePayment

Derived Types:

Schema Fragment:

<xsd:complexType name="FeaturePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Payment made following trigger occurence.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="payerPartyReference"/>
    <xsd:element ref="receiverPartyReference"/>
    <xsd:choice>
      <xsd:element ref="levelPercentage"/>
      <xsd:element ref="amount"/>
    </xsd:choice>
    <xsd:element ref="time" minOccurs="0"/>
    <xsd:element ref="currency" minOccurs="0"/>
    <xsd:element ref="featurePaymentDate" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

FXFeature

Description:

A type for defining FX features.

Figure:

Contents:

FXFeatureType (exactly one occurance; with locally defined content)

• The type of FX feature

FXRate (zero or one occurance; of the type xsd:decimal)

• The rate of exchange.

FXSource (zero or one occurance; of the type FxSpotRateSource)

• The source of the rate of exchange.

Used by:

• FXFeature

Derived Types:

Schema Fragment:

<xsd:complexType name="FXFeature">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Devisenbestandteilen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining FX features.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="FXFeatureType"/>
    <xsd:element ref="FXRate" minOccurs="0"/>
    <xsd:element ref="FXSource" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Knock

Description:

Knock In means option to exercise comes into existence. Knock Out means option to exercise goes out of existence

Figure:

Contents:

knockIn (zero or one occurance; of the type TriggerEvent)

• The knock in.

knockOut (zero or one occurance; of the type TriggerEvent)

• The knock out.

Used by:

• knock

Derived Types:

Schema Fragment:

<xsd:complexType name="Knock">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      "Knock-in" bedeutet, dass eine Option durch das Überschreiten
      aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
      Überschreiten erlischt.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Knock In means option to exercise comes into existence. Knock Out
      means option to exercise goes out of existence
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="knockIn" minOccurs="0"/>
    <xsd:element ref="knockOut" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

MergerEvents

Description:

A type for defining the merger events and their treatment.

Figure:

Contents:

shareForShare (exactly one occurance; with locally defined content)

• The consideration paid for the original shares following the Merger Event consists wholly of new shares.

shareForOther (exactly one occurance; with locally defined content)

• The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.

shareForCombined (exactly one occurance; with locally defined content)

• The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.

Used by:

• mergerEvents

Derived Types:

Schema Fragment:

<xsd:complexType name="MergerEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Fusionen und deren Behandlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining the merger events and their treatment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="shareForShare"/>
    <xsd:element ref="shareForOther"/>
    <xsd:element ref="shareForCombined"/>
  </xsd:sequence>
</xsd:complexType>

---

Trigger

Description:

Trigger point at which feature is effective

Figure:

Contents:

Either

level (exactly one occurance; of the type xsd:decimal)

• The trigger level.

Or

levelPercentage (exactly one occurance; of the type xsd:decimal)

• The trigger level percentage.

Used by:

• trigger

Derived Types:

Schema Fragment:

<xsd:complexType name="Trigger">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Trigger point at which feature is effective
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element ref="level"/>
      <xsd:element ref="levelPercentage"/>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

TriggerEvent

Description:

Observation point for trigger

Figure:

Contents:

schedule (zero or more occurances; of the type EquitySchedule)

• A Equity Derivative schedule.

triggerDates (zero or one occurance; of the type DateList)

• The trigger Dates

trigger (exactly one occurance; of the type Trigger)

• The trigger level.

featurePayment (zero or one occurance; of the type FeaturePayment)

• The feature payment.

Used by:

• barrierCap
• barrierFloor
• knockIn
• knockOut

Derived Types:

Schema Fragment:

<xsd:complexType name="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Beobachtungspunkt für das Trigger-Ereignis.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Observation point for trigger
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="schedule" minOccurs="0" maxOccurs="unbounded"/>
    <xsd:element ref="triggerDates" minOccurs="0"/>
    <xsd:element ref="trigger"/>
    <xsd:element ref="featurePayment" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Global Simple Types

The schema does not contain any global simple types.

---

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-shared-4-0.xsd"/>
  <xsd:complexType name="Asian">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Im Sinne der ISDA-Definitionen von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        As per ISDA 2002 Definitions
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="averagingInOut"/>
      <xsd:element ref="strikeFactor" minOccurs="0"/>
      <xsd:element ref="averagingPeriodIn" minOccurs="0"/>
      <xsd:element ref="averagingPeriodOut" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Barrier">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Im Sinne der ISDA-Definitionen von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        As per ISDA 2002 Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="barrierCap" minOccurs="0"/>
      <xsd:element ref="barrierFloor" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DateList">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Liste von Daten.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        List of Dates
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="date" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DateTimeList">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Liste von Daten und Zeitpunkten.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        List of DateTimes
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="dateTime" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Equity">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition eines Aktien-Basiswerts.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining an equity underlier.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="description"/>
      <xsd:element ref="instrumentId" maxOccurs="unbounded"/>
      <xsd:element ref="currency" minOccurs="0"/>
      <xsd:element ref="exchangeId" minOccurs="0" maxOccurs="unbounded"/>
      <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
      <xsd:element ref="clearanceSystem" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityAmericanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition der Ausübungsprozesse bei einer
        amerikanischen Aktienoption. Diese Einheit leitet sich ab vom
        Typ "SharedAmericanExercise".
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining exercise procedures associated with an
        American style exercise of an equity option. This entity
        inherits from the type SharedAmericanExercise.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="SharedAmericanExercise">
        <xsd:sequence>
          <xsd:element ref="latestExerciseTimeType"/>
          <xsd:element ref="equityExpirationTimeType"/>
          <xsd:element ref="equityExpirationTime" minOccurs="0"/>
          <xsd:element ref="equityMultipleExercise" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="EquityAveragingPeriod">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition der Ausübungsprozesse bei einer
        amerikanischen Aktienoption. Diese Einheit leitet sich ab vom
        Typ "SharedAmericanExercise".
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Period over which an average value is taken
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="schedule" minOccurs="0" maxOccurs="unbounded"/>
      <xsd:element ref="averagingDateTimes" minOccurs="0"/>
      <xsd:element ref="marketDisruption"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityEuropeanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition der Ausübungsprozesse bei einer europäischen
        Aktienoption.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining exercise procedures associated with a
        European style exercise of an equity option.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element ref="expirationDate"/>
          <xsd:element ref="equityExpirationTimeType"/>
          <xsd:element ref="equityExpirationTime" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="EquityBermudanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition der Ausübungprozesse bei einer
        Bermuda-Aktienoption.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining exercise procedures associated with a
        Bermudan style exercise of an equity option.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="commencementDate"/>
      <xsd:element ref="expirationDate"/>
      <xsd:element ref="latestExerciseTime" minOccurs="0"/>
      <xsd:element ref="bermudanExerciseDates"/>
      <xsd:element ref="latestExerciseTimeType"/>
      <xsd:element ref="equityExpirationTimeType"/>
      <xsd:element ref="equityExpirationTime" minOccurs="0"/>
      <xsd:element ref="equityMultipleExercise" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Ausübungsprozessen für Aktienoptionen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining exercise procedures for equity options.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element ref="equityEuropeanExercise"/>
        <xsd:element ref="equityAmericanExercise"/>
        <xsd:element ref="equityBermudanExercise"/>
      </xsd:choice>
      <xsd:element ref="automaticExerciseApplicable"/>
      <xsd:element ref="equityValuation"/>
      <xsd:element ref="settlementDate" minOccurs="0"/>
      <xsd:element ref="settlementCurrency"/>
      <xsd:element ref="settlementPriceSource" minOccurs="0"/>
      <xsd:element ref="settlementType"/>
      <xsd:element ref="failureToDeliverApplicable" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityMultipleExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition der Prozesse bei Mehrfachausübung einer
        amerikanischen oder einer Bermuda-Aktienoption.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining the multiple exercise provisions of an
        American or Bermudan style equity option.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="integralMultipleExercise" minOccurs="0"/>
      <xsd:element ref="minimumNumberOfOptions"/>
      <xsd:element ref="maximumNumberOfOptions"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityOption">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Aktienoptionen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining equity options.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element ref="buyerPartyReference"/>
          <xsd:element ref="sellerPartyReference"/>
          <xsd:element ref="optionType"/>
          <xsd:element ref="equityEffectiveDate" minOccurs="0"/>
          <xsd:element ref="underlyer"/>
          <xsd:element ref="strike" minOccurs="0"/>
          <xsd:element ref="spotPrice" minOccurs="0"/>
          <xsd:element ref="notional" minOccurs="0"/>
          <xsd:element ref="numberOfOptions" minOccurs="0"/>
          <xsd:element ref="optionEntitlement"/>
          <xsd:element ref="equityExercise"/>
          <xsd:element ref="FXFeature" minOccurs="0"/>
          <xsd:element ref="equityOptionFeatures" minOccurs="0"/>
          <xsd:element ref="equityPremium"/>
          <xsd:element ref="methodOfAdjustment" minOccurs="0"/>
          <xsd:element ref="extraordinaryEvents" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="EquityOptionFeatures">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Optionsbestandteilen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining option features.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="asian" minOccurs="0"/>
      <xsd:element ref="barrier" minOccurs="0"/>
      <xsd:element ref="knock" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityPremium">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Beschreibung des für eine Aktienoption gezahlten
        Betrages.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type used to describe the amount paid for an equity option.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="payerPartyReference"/>
      <xsd:element ref="receiverPartyReference"/>
      <xsd:element ref="paymentAmount" minOccurs="0"/>
      <xsd:element ref="paymentDate" minOccurs="0"/>
      <xsd:element ref="swapPremium" minOccurs="0"/>
      <xsd:element ref="pricePerOption" minOccurs="0"/>
      <xsd:element ref="percentageOfNotional" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquitySchedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Methode zur Generierung einer Reihe von Terminen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Method of generating a series of dates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="startDate"/>
      <xsd:element ref="endDate"/>
      <xsd:element ref="frequency"/>
      <xsd:element ref="frequencyType"/>
      <xsd:element ref="weekNumber" minOccurs="0"/>
      <xsd:element ref="dayOfWeek" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityStrike">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition des Strike-Preises für eine Aktienoption.
        Der Strike-Preis ist: (i) bei Indexoptionen der Stand des
        jeweils spezifizierten oder anderweitig in der Transaktion
        bestimmten Index oder (ii) bei Aktienoptionen der Preis jeder
        spezifizierten oder anderweitig in der Transaktion bestimmten
        Aktie. Der Strike-Preis kann entweder als Prozentsatz des
        Nennwertes oder als absoluter Wert angegeben werden.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining the strike price for an equity option. The
        strike price is either: (i) in respect of an index option
        transaction, the level of the relevant index specified or
        otherwise determined in the transaction; or (ii) in respect of
        a share option transaction, the price per share specified or
        otherwise determined in the transaction. This can be expressed
        either as a percentage of notional amount or as an absolute
        value.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element ref="strikePrice"/>
        <xsd:element ref="strikePercentage"/>
      </xsd:choice>
      <xsd:element ref="currency" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityValuation">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
        bestimmt wird.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining how and when an equity option is to be
        valued.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="valuationDate" minOccurs="0"/>
      <xsd:element ref="valuationTimeType"/>
      <xsd:element ref="valuationTime" minOccurs="0"/>
      <xsd:element ref="futuresPriceValuationApplicable" minOccurs="0"/>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="ExtraordinaryEvents">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
        angegeben, die den Emittenten der Aktie betreffen und die eine
        Anpassung der Transaktionsbedingungen erfordern können.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Where the underlying is shares, defines market events affecting
        the issuer of those shares that may require the terms of the
        transaction to be adjusted.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="mergerEvents"/>
      <xsd:element ref="nationalisationOrInsolvency"/>
      <xsd:element ref="delisting" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FeaturePayment">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Payment made following trigger occurence.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="payerPartyReference"/>
      <xsd:element ref="receiverPartyReference"/>
      <xsd:choice>
        <xsd:element ref="levelPercentage"/>
        <xsd:element ref="amount"/>
      </xsd:choice>
      <xsd:element ref="time" minOccurs="0"/>
      <xsd:element ref="currency" minOccurs="0"/>
      <xsd:element ref="featurePaymentDate" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FXFeature">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Devisenbestandteilen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining FX features.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="FXFeatureType"/>
      <xsd:element ref="FXRate" minOccurs="0"/>
      <xsd:element ref="FXSource" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Knock">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        "Knock-in" bedeutet, dass eine Option durch das Überschreiten
        aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
        Überschreiten erlischt.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Knock In means option to exercise comes into existence. Knock
        Out means option to exercise goes out of existence
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="knockIn" minOccurs="0"/>
      <xsd:element ref="knockOut" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="MergerEvents">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Fusionen und deren Behandlung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A type for defining the merger events and their treatment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="shareForShare"/>
      <xsd:element ref="shareForOther"/>
      <xsd:element ref="shareForCombined"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Trigger">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Trigger point at which feature is effective
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element ref="level"/>
        <xsd:element ref="levelPercentage"/>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TriggerEvent">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Beobachtungspunkt für das Trigger-Ereignis.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Observation point for trigger
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="schedule" minOccurs="0" maxOccurs="unbounded"/>
      <xsd:element ref="triggerDates" minOccurs="0"/>
      <xsd:element ref="trigger"/>
      <xsd:element ref="featurePayment" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="asian" type="Asian">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Option, deren Bewertung auf einem Durchschnittspreis basiert.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        An option where and average price is taken on valuation.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="automaticExerciseApplicable" type="xsd:boolean">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Ist dieser Wert "wahr", wird jede noch nicht ausgeübte Option
        zum Verfallzeitpunkt am Verfalldatum ohne weitere Ankündigung
        als ausgeübt angesehen, sofern der Optionskäufer nicht anzeigt,
        dass er eine automatische Ausübung nicht wünscht.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        If true then each option not previously exercised will be
        deemed to be exercised at the expiration time on the expiration
        date without service of notice unless the buyer notifies the
        seller that it no longer wishes this to occur.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="averagingDateTimes" type="DateTimeList">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Für die Durchschnittsbildung herangezogene Daten und Zeiten.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Averaging DateTimes
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="averagingInOut">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Art der Durchschnittsberechnung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The type of averaging
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="averagingInOutScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="barrier" type="Barrier">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Option mit Barrier-Merkmal.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        An option with a barrier feature.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="barrierCap" type="TriggerEvent">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Von unten ausgelöstes Trigger-Niveau.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A trigger level approached from beneath.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="barrierFloor" type="TriggerEvent">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Von oben ausgelöstes Trigger-Niveau.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A trigger level approached from above.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="bermudanExerciseDates" type="DateList">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Liste der Ausübungstage einer Bermuda-Option.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        List of Exercise Dates for a Bermudan option
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="clearanceSystem" type="xsd:string">
    <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:element>
  <xsd:element name="date" type="xsd:date"/>
  <xsd:element name="dateTime" type="xsd:dateTime"/>
  <xsd:element name="dayOfWeek">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Wochentag im Zeitplan.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The schedule day of week.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="dayOfWeekScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="delisting">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        "Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten
        von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The term "Delisting" has the meaning defined in the ISDA 2002
        Equity Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="nationalisationOrInsolvencyOrDelistingScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="description" type="xsd:string">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Vollständige Wertpapierbezeichnung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The long name of a security.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="endDate" type="xsd:date">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Letzter Tag eines Durchschnittszeitraums.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The averaging period end date.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Parameter zur Definition des Ausübungszeitraums für eine
        amerikanische Aktienoption sowie die Regeln zur Festlegung der
        an einem beliebigen Ausübungstermin ausübbaren
        Basiswert-Stückzahl.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The parameters for defining the exercise period for an American
        style equity option together with the rules governing the
        quantity of the underlying that can be exercised on any given
        exercise date.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Parameter zur Definition von Verfalltag und -zeitpunkt für eine
        europäische Aktienoption.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The parameters for defining the expiration date and time for a
        European style equity option
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityExercise" type="EquityExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Parameter zur Definition von Ausübung, Bewertung und
        Regulierung der Aktienoption.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The parameters for defining how the equity option can be
        exercised, how it is valued and how it is settled.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityBermudanExercise" type="EquityBermudanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Parameter zur Definition des Ausübungszeitraums für eine
        Bermuda-Aktienoption sowie die Regeln zur Festlegung der an
        einem beliebigen Ausübungstermin ausübbaren
        Basiswert-Stückzahl.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The parameters for defining the exercise period for an Bermudan
        style equity option together with the rules governing the
        quantity of the underlying that can be exercised on any given
        exercise date.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityEffectiveDate" type="xsd:date">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Stichtag für eine Forward-Starting-Option.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Effective date for a forward starting option
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityExpirationTime" type="BusinessCenterTime">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Genaue Tageszeit, an der die Aktienoption verfällt.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The specific time of day at which the equity option expires.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityExpirationTimeType">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Tageszeit, zu der die Aktienoption verfällt, zum Beispiel der
        offizielle Börsenschluss.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The time of day at which the equity option expires, for example
        the official closing time of the exchange.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Ist dieses Element vorhanden, kann die Option an
        unterschiedlichen Tagen ausgeübt werden. Nicht zulässig bei
        europäischen Optionen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The presence of this element indicates that the option may be
        exercised on different days. It is not applicable to European
        options.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityOption" type="EquityOption" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Komponente zur Beschreibung einer Aktienoption.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A component describing an Equity Option product.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityOptionFeatures" type="EquityOptionFeatures">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Quanto- oder Komposit-Devisenbestandteil.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A quanto or composite FX feature.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityPremium" type="EquityPremium">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Vom Käufer an den Verkäufer zahlbare Aktienoptionsprämie.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The equity option premium payable by the buyer to the seller.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equityValuation" type="EquityValuation">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Parameter zur Definition des Bewertungszeitpunktes für den
        Basiswert.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The parameters for defining when valuation of the underlying
        takes place.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element 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:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="exchangeIdScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Ist der Basiswert eine Aktie, werden hiermit Ereignisse
        angegeben, die den Emittenten der Aktie betreffen und die eine
        Anpassung der Transaktionsbedingungen erfordern können.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Where the underlying is shares, specifies events affecting the
        issuer of those shares that may require the terms of the
        transaction to be adjusted.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="FXFeatureType">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Art des Devisenbestandteils.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The type of FX feature
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="FXFeatureTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="FXRate" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Wechselkurs.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The rate of exchange.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="FXSource" type="FxSpotRateSource">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Quelle des Wechselkurses.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The source of the rate of exchange.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="FXFeature" type="FXFeature">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Quanto- oder Komposit-Devisenbestandteil.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A quanto or composite FX feature.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="failureToDeliverApplicable" type="xsd:boolean">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Ist der Basiswert eine Aktie und wird die Transaktion effektiv
        beliefert, stellt die Nichtlieferung von Aktien am
        Abrechnungstag keinen Kündigungsgrund im Sinne des
        Rahmenvertrags dar, wenn der Wert "wahr" lautet.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Where the underlying is shares and the transaction is
        physically settled, then, if true, a failure to deliver the
        shares on the settlement date will not be an event of default
        for the purposes of the master agreement.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="featurePayment" type="FeaturePayment">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Aus dem Optionsmerkmal resultierende Zahlung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The feature payment.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="time">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The feature payment time.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Datum der aus dem Optionsmerkmal resultierenden Zahlung.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The feature payment date.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="finalUnderlyingClose" type="xsd:boolean">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Schlusskurs des Basiswertes.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The final underlying close.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="frequency" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Zahlungsfrequenz laut Zeitplan.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The schedule frequency.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="frequencyType">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Art der Zahlungsfrequenz laut Zeitplan.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The schedule frequency type
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="frequencyTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="futuresPriceValuationApplicable" type="xsd:boolean">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Es gilt der von der relevanten Börse veröffentlichte offizielle
        Abrechnungspreis im Sinne der ISDA-Definitionen von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The official settlement price as announced by the related
        exchange is applicable, in accordance with the ISDA 2002
        definitions.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element 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:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="instrumentIdScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="integralMultipleExercise" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Ist Mehrfachausübung anwendbar und dieses Element vorhanden,
        muss die Anzahl der an einem bestimmten Ausübungstag ausübbaren
        Optionen entweder dem Wert dieses Elements oder einem
        ganzzahligen Vielfachen davon entsprechen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        When multiple exercise is applicable and this element is
        present it specifies that the number of options that can be
        exercised on a given exercise date must either be equal to the
        value of this element or be an integral multiple of it.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="initialLevel" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Eingangsniveau.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The initial level.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="knock" type="Knock">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Knock-Spezifikation.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A knock feature.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="knockIn" type="TriggerEvent">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Knock-In.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The knock in.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="knockOut" type="TriggerEvent">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Knock-Out.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The knock out.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="latestExerciseTimeType">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Tageszeit der letztmöglichen Ausübung der Aktienoption, zum
        Beispiel der offizielle Börsenschluss.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The latest time of day at which the equity option can be
        exercised, for example the official closing time of the
        exchange.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="marketDisruption">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The market disruption event as defined by ISDA 2002 Definitions
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="marketDisruptionScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="maximumNumberOfOptions" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Bei Mehrfachausübung bestimmt dieses Element die maximale
        Anzahl der an einem bestimmten Ausübungstag ausübbaren
        Optionen. Ist dieses Element nicht vorhanden, gilt die Anzahl
        der Optionen als Maximalwert.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        When multiple exercise is applicable this element specifies the
        maximum number of options that can be exercised on a given
        exercise date. If this element is not present then the maximum
        number is deemed to be the same as the number of options.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="mergerEvents" type="MergerEvents">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Dieses Element ist relevant, wenn der Basiswert nach einer
        Fusion zwischen dem Emittenten und einer anderen Gesellschaft
        nicht mehr existiert.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Occurs when the underlying ceases to exist following a merger
        between the Issuer and another company.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="methodOfAdjustment">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Definiert die Anpassung des Kontrakts im Falle eines oder
        mehrerer außerordentlicher Ereignisse.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Defines how adjustments will be made to the contract should one
        or more of the extraordinary events occur.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="methodOfAdjustmentScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="minimumNumberOfOptions" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Bei Mehrfachausübung bestimmt dieses Element die Mindestanzahl
        der an einem bestimmten Ausübungstag ausübbaren Optionen. Ist
        dieses Element nicht vorhanden, gilt als Mindestanzahl 1.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        When multiple exercise is applicable this element specifies the
        minimum number of options that can be exercised on a given
        exercise date. If this element is not present then the minimum
        number is deemed to be 1.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="nationalisationOrInsolvency">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        "Verstaatlichung" und "Insolvenz" im Sinne der
        ISDA-Definitionen zu Aktienderivaten von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The terms "Nationalisation" and "Insolvency" have the meaning
        as defined in the ISDA 2002 Equity Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="nationalisationOrInsolvencyOrDelistingScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="nominatedWeight" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Eingesetzte Gewichtung eines Korbbestandteils.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Nominated weight of a basket component
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="numberOfOptions" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Anzahl von Optionen der Optionstransaktion.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The number of options comprised in the option transaction.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="numberOfOptionsPerConstituent" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Anzahl von Optionen je Bestandteil.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The number of options per constituent.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="optionEntitlement" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Stückzahl Aktien je Option der Optionstransaktion.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The number of shares per option comprised in the option
        transaction.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="optionType" type="xsd:string">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Art der Optionstransaktion.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The type of option transaction.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="percentageOfNotional" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts der
        Transaktion. (Ein Prozentsatz von 5 % wird als 0,05
        dargestellt.)
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The amount of premium to be paid expressed as a percentage of
        the notional value of the transaction. A percentage of 5% would
        be expressed as 0.05.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="pricePerOption" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Zahlbare Prämie in Abhängigkeit von der Anzahl der Optionen.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The amount of premium to be paid expressed as a function of the
        number of options.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="relatedExchangeId">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
        Element, gilt die Hauptbörse, an der börsengehandelte Futures-
        und Optionskontrakte auf den Basiswert notiert sind, als
        "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von
        2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A short form unique identifier for a related exchange. If the
        element is not present then the exchange shall be the primary
        exchange on which listed futures and options on the underlying
        are listed. The term "Exchange" is assumed to have the meaning
        as defined in the ISDA 2002 Equity Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="exchangeIdScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="settlementDate" type="AdjustableOrRelativeDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Erfüllungstag für die Optionsprämie.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Date on which settlement of option premiums will occur.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element 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:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="settlementPriceSourceScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="settlementType">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Abrechnungsmodus der Option.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        How the option will be settled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="settlementTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="shareForCombined">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Einstandspreis für die ursprünglichen Aktien nach Fusion
        beinhaltet sowohl Barmittel/Wertpapiere als auch neue Aktien.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The consideration paid for the original shares following the
        Merger Event consists of both cash/securities and new shares.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="shareExtraordinaryEventScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="shareForOther">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Einstandspreis für die ursprünglichen Aktien nach Fusion
        beinhaltet ausschließlich Barmittel/Wertpapiere (keine neuen
        Aktien).
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The consideration paid for the original shares following the
        Merger Event consists wholly of cash/securities other than new
        shares.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="shareExtraordinaryEventScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="shareForShare">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Einstandspreis für die ursprünglichen Aktien nach Fusion
        beinhaltet ausschließlich neue Aktien.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The consideration paid for the original shares following the
        Merger Event consists wholly of new shares.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="shareExtraordinaryEventScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="spotPrice" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Preis je Aktie, Index oder Korb am Handelstag oder Stichtag.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The price per share, index or basket observed on the trade or
        effective date.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="strike" type="EquityStrike">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Definiert, ob ein Preis oder Niveau als Strike-Preis für die
        Option gilt bzw. gelten wird.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Defines whether it is a price or level at which the option has
        been, or will be, struck.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="strikePrice" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Preis oder Niveau als Strike-Preis der Option.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The price or level at which the option has been struck.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="strikePercentage" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Preis oder Niveau, ausgedrückt als Prozentsatz des für einen
        künftigen Zeitpunkt ermittelten Spotpreises.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The price or level expressed as a percentage of the forward
        starting spot price.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="swapPremium" type="xsd:boolean">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Gibt die Zahlbarkeit der Prämie in Form von
        Zinsswap-Zahlungsströmen an.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Specifies whether or not the premium is to be paid in the style
        of payments under an interest rate swap contract.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="schedule" type="EquitySchedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Zeitplan für Aktienderivate.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A Equity Derivative schedule.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Averaging-In-Zeitraum.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The averaging in period.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Averaging-Out-Zeitraum.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The averaging out period.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="strikeFactor" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Strike-Faktor.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The factor of strike.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="trigger" type="Trigger">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Trigger-Niveau.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The trigger level.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="triggerDates" type="DateList">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Trigger-Tage.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The trigger Dates
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="level" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Trigger-Niveau.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The trigger level.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="levelPercentage" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Triggerniveau, ausgedrückt als Prozentsatz.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The trigger level percentage.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="underlying" type="Equity">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Definiert den Basiswert der Option.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Defines the asset on which the option is granted.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="valuationDate" type="xsd:date">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        "Bewertungstag" im Sinne der ISDA-Definitionen zu
        Aktienderivaten von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The term "Valuation Date" is assumed to have the meaning as
        defined in the ISDA 2002 Equity Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="valuationTimeType">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet,
        zum Beispiel der offizielle Börsenschluss.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The time of day at which the calculation agent values the
        underlying, for example the official closing time of the
        exchange.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="timeTypeScheme" type="xsd:normalizedString"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="valuationTime" type="BusinessCenterTime">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
        bewertet.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The specific time of day at which the calculation agent values
        the underlying.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="weekNumber" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Wochenzahl im Zeitplan.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The schedule week number.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
</xsd:schema>