---

Contents

Global Elements

amountRelativeTo

basket

basketConstituent

bond

calculationDates

commission

compositeFx

convertibleBond

couponRate

determinationMethod

dividendDateReference

dividendPayout

equity

equityAmount

equityPaymentDates

equitySwap

equitySwapEarlyTermination

equitySwapEffectiveDate

equitySwapNotional

equitySwapTerminationDate

equityValuationDate

equityValuationDates

exchangeTradedFund

faceAmount

formula

fundManager

future

futureId

fxConversion

fxDetermination

fxRate

fxTerms

grossPrice

index

initialPrice

interestAccrualsMethod

interestAmount

interestCalculation

interestLegCalculationPeriodDates

interestLegPaymentDates

interestLegResetDates

issuerName

mutualFund

netPrice

notionalAdjustments

openUnits

optionsExchangeId

parValue

paymentCurrency

quanto

referenceCurrency

relativeDateSequence

return

sequence

singleUnderlyer

underlyer

underlyingAsset

valuation

valuationPriceFinal

valuationPriceInterim

Global Complex Types

AdjustableRelativeOrPeriodicDates

Basket

BasketConstituent

Commission

ConstituentWeight

DividendConditions

DividendPaymentDate

DividendPayout

EquityLeg

EquityPaymentDates

EquitySwap

EquitySwapAdditionalPayment

EquitySwapEarlyTerminationType

Formula

FxDetermination

FxRate

InterestAccrualsMethod

InterestLeg

LegAmount

Price

PrincipalExchangeFeatures

RelativeDateSequence

Return

SingleUnderlyer

Underlyer

UnderlyingAsset

Valuation

Global Simple Types

---

Global Elements

amountRelativeTo

Description:

Figure:

Contents:

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

Used by:

• Price
• PrincipalExchangeFeatures

Substituted by:

Schema Fragment:

<xsd:element name="amountRelativeTo">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the anchor amount. This element also carries an href
      attribute. The href attribute value will be a pointer style
      reference to the element or component elsewhere in the document
      where the anchor amount is defined.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

basket

Description:

Figure:

Contents:

Element basket is defined by the complex type Basket

Used by:

• Underlyer

Substituted by:

Schema Fragment:

<xsd:element name="basket" type="Basket">
  <xsd:annotation>
    <xsd:documentation>
      Describes the swap's underlyer when it has multiple asset
      components.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

basketConstituent

Description:

Figure:

Contents:

Element basketConstituent is defined by the complex type BasketConstituent

Used by:

• Basket

Substituted by:

Schema Fragment:

<xsd:element name="basketConstituent" type="BasketConstituent">
  <xsd:annotation>
    <xsd:documentation>
      Describes each of the components of the basket.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

bond

Description:

Figure:

Contents:

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

relatedExchangeId (zero or one occurance; 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.

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

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

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

• The date when the principal amount of a security becomes due and payable.

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

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

Used by:

• ReferenceObligation

Substituted by:

Schema Fragment:

<xsd:element name="bond" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is a bond.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence>
          <xsd:element ref="relatedExchangeId" minOccurs="0"/>
          <xsd:element ref="issuerName" minOccurs="0"/>
          <xsd:element ref="couponRate" minOccurs="0"/>
          <xsd:element ref="maturity" minOccurs="0"/>
          <xsd:element ref="parValue" minOccurs="0"/>
          <xsd:element ref="faceAmount" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

calculationDates

Description:

Figure:

Contents:

Element calculationDates is defined by the complex type AdjustableRelativeOrPeriodicDates

Used by:

• LegAmount

Substituted by:

Schema Fragment:

<xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the date ion which a calculation or an observation will
      be performed for the purpose of defining the Equity Amount, and
      in accordance to the definition terms of this latter.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

commission

Description:

Figure:

Contents:

Element commission is defined by the complex type Commission

Used by:

• Price

Substituted by:

Schema Fragment:

<xsd:element name="commission" type="Commission">
  <xsd:annotation>
    <xsd:documentation>
      This optional component specifies the commission to be charged
      for executing the hedge transactions.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

compositeFx

Description:

Figure:

Contents:

referenceCurrency (exactly one occurance; with locally defined content)

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

relativeDate (zero or one occurance; of the type RelativeDateOffset)

• A date specified as some offset to another date (the anchor date).

fxDetermination (zero or one occurance; of the type FxDetermination)

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="compositeFx">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the conditions to be applied for converting into a
      reference currency when the actual currency rate is not
      determined upfront.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:sequence>
      <xsd:element ref="referenceCurrency"/>
      <xsd:element ref="determinationMethod" minOccurs="0"/>
      <xsd:element ref="relativeDate" minOccurs="0"/>
      <xsd:element ref="fxDetermination" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
</xsd:element>

---

convertibleBond

Description:

Figure:

Contents:

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

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.

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

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

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

• The date when the principal amount of a security becomes due and payable.

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

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

underlyingEquity (exactly one occurance; of the type UnderlyingAsset)

Used by:

• ReferenceObligation

Substituted by:

Schema Fragment:

<xsd:element name="convertibleBond" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is a convertible bond.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence>
          <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
          <xsd:element ref="issuerName" minOccurs="0"/>
          <xsd:element ref="couponRate" minOccurs="0"/>
          <xsd:element ref="maturity" minOccurs="0"/>
          <xsd:element ref="parValue" minOccurs="0"/>
          <xsd:element ref="faceAmount" minOccurs="0"/>
          <xsd:element name="underlyingEquity" type="UnderlyingAsset">
            <xsd:annotation>
              <xsd:documentation>
                Specifies the equity in which the comnvertible bond can
                be converted.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

couponRate

Description:

Figure:

Contents:

Element couponRate is defined by the simple type xsd:decimal

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="couponRate" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the coupon rate (expressed in percentage) of a fixed
      income security or convertible bond.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

determinationMethod

Description:

Figure:

Contents:

Element determinationMethod is defined by the simple type xsd:string

Used by:

• Price
• PrincipalExchangeFeatures

Substituted by:

Schema Fragment:

<xsd:element name="determinationMethod" type="xsd:string">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the method according to which an amount or a date is
      determined.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

dividendDateReference

Description:

Figure:

Contents:

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

Used by:

• DividendPaymentDate

Substituted by:

Schema Fragment:

<xsd:element name="dividendDateReference">
  <xsd:annotation>
    <xsd:documentation>
      Reference to a dividend date, either the pay date, the ex date or
      the record date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="dividendDateReferenceScheme" type="xsd:normalizedString" use="required"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

dividendPayout

Description:

Figure:

Contents:

Element dividendPayout is defined by the complex type DividendPayout

Used by:

• BasketConstituent
• SingleUnderlyer

Substituted by:

Schema Fragment:

<xsd:element name="dividendPayout" type="DividendPayout">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the dividend payout ratio associated with an equity
      underlyer. A basket swap can have different payout ratios across
      the various underlying constituents. In certain cases the actual
      ratio is not known on trade inception, and only general
      conditions are then specified.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equity

Description:

Figure:

Contents:

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

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.

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="equity" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is a listed equity.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence>
          <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
          <xsd:element ref="optionsExchangeId" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

equityAmount

Description:

Figure:

Contents:

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

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="equityAmount">
  <xsd:annotation>
    <xsd:documentation>
      Specifies, in relation to each Equity Payment Date, the amount to
      which the Equity Payment Date relates. Unless otherwise
      specified, this term has the meaning defined in the ISDA 1996
      Equity Derivatives Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="LegAmount">
        <xsd:attribute name="cashSettlement" type="xsd:boolean" use="required"/>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

equityPaymentDates

Description:

Figure:

Contents:

Element equityPaymentDates is defined by the complex type EquityPaymentDates

Used by:

• Valuation

Substituted by:

Schema Fragment:

<xsd:element name="equityPaymentDates" type="EquityPaymentDates">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the equity payment dates of the swap.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equitySwap

Description:

Figure:

Contents:

Element equitySwap is defined by the complex type EquitySwap

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="equitySwap" type="EquitySwap" substitutionGroup="product">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the structure of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equitySwapEarlyTermination

Description:

Figure:

Contents:

Element equitySwapEarlyTermination is defined by the complex type EquitySwapEarlyTerminationType

Used by:

• EquitySwap

Substituted by:

Schema Fragment:

<xsd:element name="equitySwapEarlyTermination" type="EquitySwapEarlyTerminationType">
  <xsd:annotation>
    <xsd:documentation>
      Specifies, for one or for both the parties to the trade, the date
      from which it can early terminate it.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

equitySwapEffectiveDate

Description:

Figure:

Contents:

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

• A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="equitySwapEffectiveDate">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the effective date of the equity swap. This global
      element is valid within the equity swaps namespace. Within the
      FpML namespace, another effectiveDate global element has been
      defined, that is different in the sense that it does not propose
      the choice of refering to another date in the document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="AdjustableOrRelativeDate">
        <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

equitySwapNotional

Description:

Figure:

Contents:

Either

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

Or

notional (exactly one occurance; of the type Money)

• The notional amount.

Or

amountRelativeTo (exactly one occurance; with locally defined content)

Used by:

• EquityLeg
• InterestLeg

Substituted by:

Schema Fragment:

<xsd:element name="equitySwapNotional">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the notional of the equity swap. When used in the
      equity leg, the definition will typically combine the actual
      amount (using the notional component defined by the FpML industry
      group) and the determination method. When used in the interest
      leg, the definition will typically point to the definition of the
      equity leg.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:choice>
      <xsd:element ref="determinationMethod"/>
      <xsd:element ref="notional"/>
      <xsd:element ref="amountRelativeTo"/>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID" use="optional"/>
  </xsd:complexType>
</xsd:element>

---

equitySwapTerminationDate

Description:

Figure:

Contents:

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

• A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="equitySwapTerminationDate">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the termination date of the equity swap. This global
      element is valid within the equity swaps namespace. Within the
      FpML namespace, another terminationDate global element has been
      defined, that is different in the sense that it does not propose
      the choice of refering to another date in the document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="AdjustableOrRelativeDate">
        <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

equityValuationDate

Description:

Figure:

Contents:

Either

adjustableDate (exactly one occurance; of the type AdjustableDate)

• A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Or

relativeDateSequence (exactly one occurance; of the type RelativeDateSequence)

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="equityValuationDate">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the valuation date of the equity underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:choice>
      <xsd:element ref="adjustableDate"/>
      <xsd:element ref="relativeDateSequence"/>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID" use="optional"/>
  </xsd:complexType>
</xsd:element>

---

equityValuationDates

Description:

Figure:

Contents:

Element equityValuationDates is defined by the complex type AdjustableRelativeOrPeriodicDates

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the interim equity valuation dates of the swap.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

exchangeTradedFund

Description:

Figure:

Contents:

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

relatedExchangeId (zero or one occurance; 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.

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

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is an exchange-traded fund.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence>
          <xsd:element ref="relatedExchangeId" minOccurs="0"/>
          <xsd:element ref="optionsExchangeId" minOccurs="0"/>
          <xsd:element ref="fundManager" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

faceAmount

Description:

Figure:

Contents:

Element faceAmount is defined by the simple type xsd:decimal

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="faceAmount" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the total amount of the issue. Corresponds to the par
      value multiplied by the number of issued security.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

formula

Description:

Figure:

Contents:

Element formula is defined by the complex type Formula

Used by:

• EquitySwapAdditionalPayment
• LegAmount

Substituted by:

Schema Fragment:

<xsd:element name="formula" type="Formula">
  <xsd:annotation>
    <xsd:documentation>
      Specifies a formula, with its description and components.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

fundManager

Description:

Figure:

Contents:

Element fundManager is defined by the simple type xsd:string

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="fundManager" type="xsd:string">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the fund manager that is in charge of the fund.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

future

Description:

Figure:

Contents:

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

relatedExchangeId (zero or one occurance; 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.

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

multiplier (zero or one occurance; of the type xsd:integer)

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="future" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is a listed future contract.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence minOccurs="0">
          <xsd:element ref="relatedExchangeId" minOccurs="0"/>
          <xsd:element ref="optionsExchangeId" minOccurs="0"/>
          <xsd:element name="multiplier" type="xsd:integer" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation>
                Specifies the contract multiplier that can be
                associated with the number of units.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="futureContractReference" type="xsd:string" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation>
                Specifies the future contract that can be referenced,
                besides the equity or index reference defined as part
                of the UnderlyerAsset type.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

futureId

Description:

Figure:

Contents:

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="futureId">
  <xsd:annotation>
    <xsd:documentation>
      A short form unique identifier for the reference future contract
      in the case of an index underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="futureIdScheme" type="xsd:string" use="optional"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

fxConversion

Description:

Figure:

Contents:

Either

amountRelativeTo (exactly one occurance; with locally defined content)

Or

fxRate (one or more occurances; of the type FxRate)

Used by:

• Price

Substituted by:

Schema Fragment:

<xsd:element name="fxConversion">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the currency conversion rate that applies to an amount.
      This rate can either be defined elsewhere in the document (case
      of a quanto swap), or explicitly described through this
      component.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:choice>
      <xsd:element ref="amountRelativeTo"/>
      <xsd:element ref="fxRate" maxOccurs="unbounded"/>
    </xsd:choice>
  </xsd:complexType>
</xsd:element>

---

fxDetermination

Description:

Figure:

Contents:

Element fxDetermination is defined by the complex type FxDetermination

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="fxDetermination" type="FxDetermination">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the methodology (reference source and, optionnally,
      fixing time) to be used for determining a currency conversion
      rate.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

fxRate

Description:

Figure:

Contents:

Element fxRate is defined by the complex type FxRate

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="fxRate" type="FxRate">
  <xsd:annotation>
    <xsd:documentation>
      Specifies a currency conversion rate.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

fxTerms

Description:

Figure:

Contents:

Either

quanto (exactly one occurance; with locally defined content)

Or

compositeFx (exactly one occurance; with locally defined content)

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="fxTerms">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the FX conversion terms that can be associated with the
      equity component of a swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:choice>
      <xsd:element ref="quanto"/>
      <xsd:element ref="compositeFx"/>
    </xsd:choice>
  </xsd:complexType>
</xsd:element>

---

grossPrice

Description:

Figure:

Contents:

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

Used by:

• Price

Substituted by:

Schema Fragment:

<xsd:element name="grossPrice">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the price at which the underlying hedge is executed,
      before commissions. In the case of a fixed income security or a
      convertible bond, this price includes the accrued interests. If
      no attribute is present (or if the 'percentage' attribute is
      set-up to 'false'), the price is assumed to be expressed in
      absolute terms. If the 'persentage' attribute is set-up to
      'true', the price is expressed as percentage of the notional of
      the underlying security.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:decimal">
        <xsd:attribute name="percentage" type="xsd:boolean" use="optional"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

index

Description:

Figure:

Contents:

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

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.

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="index" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is a financial index.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence>
          <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
          <xsd:element ref="futureId" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

initialPrice

Description:

Figure:

Contents:

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

valuationTimeType (zero or 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.

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

Used by:

• Valuation

Substituted by:

Schema Fragment:

<xsd:element name="initialPrice">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the initial reference price of the equity underlyer.
      This price can be expressed either as an actual amount/currency,
      as a determination method, or by reference to another value
      specified in the swap document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="Price">
        <xsd:sequence>
          <xsd:element ref="valuationTimeType" minOccurs="0"/>
          <xsd:element ref="valuationTime" minOccurs="0"/>
          <xsd:element ref="equityValuationDate" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

interestAccrualsMethod

Description:

Figure:

Contents:

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

compoundingMethod (exactly one occurance; with locally defined content)

• If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount.

Used by:

• DividendConditions

Substituted by:

Schema Fragment:

<xsd:element name="interestAccrualsMethod">
  <xsd:annotation>
    <xsd:documentation>
      Defines the way in which interests are accrued: the applicable
      rate (fixed or floating reference) and the compounding method.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="InterestAccrualsMethod">
        <xsd:sequence minOccurs="0">
          <xsd:element ref="compoundingMethod">
            <xsd:annotation>
              <xsd:documentation>
                FpML entity
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

interestAmount

Description:

Figure:

Contents:

Element interestAmount is defined by the complex type LegAmount

Used by:

• InterestLeg

Substituted by:

Schema Fragment:

<xsd:element name="interestAmount" type="LegAmount">
  <xsd:annotation>
    <xsd:documentation>
      Specifies, in relation to each Interest Payment Date, the amount
      to which the Interest Payment Date relates. Unless otherwise
      specified, this term has the meaning defined in the ISDA 2000
      ISDA Definitions.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

interestCalculation

Description:

Figure:

Contents:

Either

floatingRateCalculation (exactly one occurance; of the type FloatingRateCalculation)

• The floating rate calculation definitions

Or

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

• The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

dayCountFraction (exactly one occurance; with locally defined content)

• The day count fraction.

Used by:

• InterestLeg

Substituted by:

Schema Fragment:

<xsd:element name="interestCalculation">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the calculation method of the interest rate leg of the
      equity swap. Includes the floating or fixed rate calculation
      definitions, along with the determination of the day count
      fraction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element ref="floatingRateCalculation"/>
        <xsd:element ref="fixedRate"/>
      </xsd:choice>
      <xsd:element ref="dayCountFraction"/>
    </xsd:sequence>
  </xsd:complexType>
</xsd:element>

---

interestLegCalculationPeriodDates

Description:

Figure:

Contents:

equitySwapEffectiveDate (exactly one occurance; with locally defined content)

equitySwapTerminationDate (exactly one occurance; with locally defined content)

interestLegResetDates (exactly one occurance; with locally defined content)

interestLegPaymentDates (exactly one occurance; with locally defined content)

Used by:

• InterestLeg

Substituted by:

Schema Fragment:

<xsd:element name="interestLegCalculationPeriodDates">
  <xsd:annotation>
    <xsd:documentation>
      Component that holds the various dates used to specify the
      interest leg of the equity swap. It is used to define the
      InterestPeriodDates identifyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:sequence>
      <xsd:element ref="equitySwapEffectiveDate"/>
      <xsd:element ref="equitySwapTerminationDate"/>
      <xsd:element ref="interestLegResetDates"/>
      <xsd:element ref="interestLegPaymentDates"/>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" use="required"/>
  </xsd:complexType>
</xsd:element>

---

interestLegPaymentDates

Description:

Figure:

Contents:

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

• A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="interestLegPaymentDates">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the payment dates of the equity swap's interest leg.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="AdjustableOrRelativeDates"/>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

interestLegResetDates

Description:

Figure:

Contents:

calculationPeriodDatesReference (exactly one occurance; with locally defined content)

• A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

Either

resetRelativeTo (exactly one occurance; with locally defined content)

• Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date. If the reset frequency is specified as daily this element must not be included.

Or

resetFrequency (exactly one occurance; of the type ResetFrequency)

• The frequency at which reset dates occur. In the case of a weekly reset frequency, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency then this implies that more than one reset date is established for each calculation period and some form of rate averaging is applicable.

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="interestLegResetDates">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the reset dates of the equity swap's interest leg.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:sequence>
      <xsd:element ref="calculationPeriodDatesReference"/>
      <xsd:choice>
        <xsd:element ref="resetRelativeTo"/>
        <xsd:element ref="resetFrequency"/>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
</xsd:element>

---

issuerName

Description:

Figure:

Contents:

Element issuerName is defined by the simple type xsd:string

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="issuerName" type="xsd:string">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the issuer name of a fixed income security or
      convertible bond.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

mutualFund

Description:

Figure:

Contents:

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

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

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="mutualFund" substitutionGroup="underlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      Defines the underlying asset when it is a mutual fund.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="UnderlyingAsset">
        <xsd:sequence>
          <xsd:element name="openEndedFund" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation>
                Boolean indicator to specify whether the mutual fund is
                an open-ended mutual fund.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="fundManager" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

netPrice

Description:

Figure:

Contents:

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

Used by:

• Price

Substituted by:

Schema Fragment:

<xsd:element name="netPrice">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the price at which the underlying hedge is executed,
      after commissions. This is the default price that is referred to
      in the document in the case where there is no explicit mention of
      the net/gross indicator. In the case of a fixed income security
      or a convertible bond, this price includes the accrued interests.
      If no attribute is present (or if the 'percentage' attribute is
      set-up to 'false'), the price is assumed to be expressed in
      absolute terms. If the 'persentage' attribute is set-up to
      'true', the price is expressed as percentage of the notional of
      the underlying security.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:decimal">
        <xsd:attribute name="percentage" type="xsd:boolean" use="optional"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

notionalAdjustments

Description:

Figure:

Contents:

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

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="notionalAdjustments">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the conditions that govern the adjustment to the number
      of units of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="notionalAdjustmentsScheme" type="xsd:normalizedString" use="required"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

openUnits

Description:

Figure:

Contents:

Element openUnits is defined by the simple type xsd:decimal

Used by:

• Basket
• ConstituentWeight
• SingleUnderlyer

Substituted by:

Schema Fragment:

<xsd:element name="openUnits" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation>
      The number of units (index or securities) that constitute the
      underlyer of the swap. In the case of a basket swap, this element
      is used to reference both the number of basket units, and the
      number of each asset components of the basket when these are
      expressed in absolute terms.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

optionsExchangeId

Description:

Figure:

Contents:

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="optionsExchangeId">
  <xsd:annotation>
    <xsd:documentation>
      A short form unique identifier for an exchange on which the
      reference option contract is listed. This is to address the case
      where the reference exchange for the future is different than the
      one for the option. The options Exchange is referenced on share
      options when Merger Elections are selected as Options Exchange
      Adjustment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="exchangeIdScheme" type="xsd:string" use="optional"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

parValue

Description:

Figure:

Contents:

Element parValue is defined by the simple type xsd:decimal

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="parValue" type="xsd:decimal">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the nominal amount of a fixed income security or
      convertible bond.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

paymentCurrency

Description:

Figure:

Contents:

Either

currency (exactly one occurance; with locally defined content)

• The currency in which an amount is denominated.

Or

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

Used by:

• DividendConditions
• LegAmount

Substituted by:

Schema Fragment:

<xsd:element name="paymentCurrency">
  <xsd:annotation>
    <xsd:documentation>
      Currency in which the payment relating to the leg amount (equity
      amount or interest amount) or the dividend will be denominated.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:choice minOccurs="0">
      <xsd:element ref="currency"/>
      <xsd:element ref="determinationMethod"/>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID" use="optional"/>
    <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
  </xsd:complexType>
</xsd:element>

---

quanto

Description:

Figure:

Contents:

referenceCurrency (exactly one occurance; with locally defined content)

fxRate (one or more occurances; of the type FxRate)

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="quanto">
  <xsd:annotation>
    <xsd:documentation>
      Determines the currency rate that the seller of the equity
      amounts will apply at each valuation date for converting the
      respective amounts into a currency that is different from the
      currency denomination of the underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:sequence>
      <xsd:element ref="referenceCurrency"/>
      <xsd:element ref="fxRate" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the currency conversion rate(s) associated with
            the quanto. One rate will be defined for each pair of
            currencies involved.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
</xsd:element>

---

referenceCurrency

Description:

Figure:

Contents:

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

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="referenceCurrency">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the reference currency of the trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="id" type="xsd:ID" use="required"/>
        <xsd:attribute name="ref" type="xsd:IDREF" use="optional"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
</xsd:element>

---

relativeDateSequence

Description:

Figure:

Contents:

Element relativeDateSequence is defined by the complex type RelativeDateSequence

Used by:

• AdjustableRelativeOrPeriodicDates

Substituted by:

Schema Fragment:

<xsd:element name="relativeDateSequence" type="RelativeDateSequence">
  <xsd:annotation>
    <xsd:documentation>
      A series of dates specified as some offset to other dates (the
      anchor dates) which can
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

return

Description:

Figure:

Contents:

Element return is defined by the complex type Return

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="return" type="Return">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the conditions under which dividend affecting the
      underlyer will be paid to the receiver of the equity amounts.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

sequence

Description:

Figure:

Contents:

Used by:

• RelativeDateSequence

Substituted by:

Schema Fragment:

<xsd:element name="sequence">
  <xsd:annotation>
    <xsd:documentation>
      Sequence in which the reference to the time period multiplier
      should be applied.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

singleUnderlyer

Description:

Figure:

Contents:

Element singleUnderlyer is defined by the complex type SingleUnderlyer

Used by:

• Underlyer

Substituted by:

Schema Fragment:

<xsd:element name="singleUnderlyer" type="SingleUnderlyer">
  <xsd:annotation>
    <xsd:documentation>
      Describes the swap's underlyer when it has only one asset
      component.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

underlyer

Description:

Figure:

Contents:

Element underlyer is defined by the complex type Underlyer

Used by:

• EquityLeg
• EquityOption

Substituted by:

Schema Fragment:

<xsd:element name="underlyer" type="Underlyer">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the underlying component of the equity swap, which can
      be either one or many and consists in either equity, index or
      convertible bond component, or a combination of these.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

underlyingAsset

Description:

Figure:

Contents:

Element underlyingAsset is defined by the complex type UnderlyingAsset

Used by:

• BasketConstituent
• SingleUnderlyer

Substituted by:

• bond
• convertibleBond
• equity
• exchangeTradedFund
• future
• index
• mutualFund

Schema Fragment:

<xsd:element name="underlyingAsset" type="UnderlyingAsset" abstract="true">
  <xsd:annotation>
    <xsd:documentation>
      Define the underlying asset when it is a listed security.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

---

valuation

Description:

Figure:

Contents:

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

Used by:

• EquityLeg

Substituted by:

Schema Fragment:

<xsd:element name="valuation">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the terms of the initial price of the equity swap and
      of the subsequent valuations of the equity underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="Valuation"/>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

valuationPriceFinal

Description:

Figure:

Contents:

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

valuationTimeType (zero or 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.

equityValuationDate (exactly one occurance; with locally defined content)

Used by:

• Valuation

Substituted by:

Schema Fragment:

<xsd:element name="valuationPriceFinal">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the final valuation price of the equity underlyer. This
      price can be expressed either as an actual amount/currency, as a
      determination method, or by reference to another value specified
      in the swap document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="Price">
        <xsd:sequence>
          <xsd:element ref="valuationTimeType" minOccurs="0"/>
          <xsd:element ref="valuationTime" minOccurs="0"/>
          <xsd:element ref="equityValuationDate"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

valuationPriceInterim

Description:

Figure:

Contents:

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

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.

equityValuationDates (exactly one occurance; of the type AdjustableRelativeOrPeriodicDates)

Used by:

• Valuation

Substituted by:

Schema Fragment:

<xsd:element name="valuationPriceInterim">
  <xsd:annotation>
    <xsd:documentation>
      Specifies the interim valuation price of the equity underlyer.
      This price can be expressed either as an actual amount/currency,
      as a determination method, or by reference to another value
      specified in the swap document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexType>
    <xsd:complexContent>
      <xsd:extension base="Price">
        <xsd:sequence>
          <xsd:element ref="valuationTimeType"/>
          <xsd:element ref="valuationTime" minOccurs="0"/>
          <xsd:element ref="equityValuationDates"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
</xsd:element>

---

Global Complex Types

AdjustableRelativeOrPeriodicDates

Description:

Figure:

Contents:

Either

adjustableDates (exactly one occurance; of the type AdjustableDates)

• A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Or

relativeDateSequence (exactly one occurance; of the type RelativeDateSequence)

Or

periodicDates (exactly one occurance; with locally defined content)

Used by:

• calculationDates
• equityValuationDates

Derived Types:

Schema Fragment:

<xsd:complexType name="AdjustableRelativeOrPeriodicDates">
  <xsd:choice>
    <xsd:element ref="adjustableDates"/>
    <xsd:element ref="relativeDateSequence"/>
    <xsd:element name="periodicDates">
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
          <xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
          <xsd:element ref="calculationPeriodFrequency"/>
          <xsd:element ref="calculationPeriodDatesAdjustments"/>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
  </xsd:choice>
  <xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>

---

Basket

Description:

Figure:

Contents:

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

basketConstituent (one or more occurances; of the type BasketConstituent)

Used by:

• basket

Derived Types:

Schema Fragment:

<xsd:complexType name="Basket">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the underlyer features of a basket swap. Each
      of the basket constituents are described through an embedded
      component, the basketConstituentsType.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="openUnits"/>
    <xsd:element ref="basketConstituent" maxOccurs="unbounded"/>
  </xsd:sequence>
</xsd:complexType>

---

BasketConstituent

Description:

Figure:

Contents:

underlyingAsset (exactly one occurance; of the type UnderlyingAsset)

constituentWeight (zero or one occurance; of the type ConstituentWeight)

dividendPayout (zero or one occurance; of the type DividendPayout)

Used by:

• basketConstituent

Derived Types:

Schema Fragment:

<xsd:complexType name="BasketConstituent">
  <xsd:annotation>
    <xsd:documentation>
      A type describing each of the constituents of a basket swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="underlyingAsset"/>
    <xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the weight of each of the underlyer constituent
          within the basket, either in absolute or relative terms. This
          is an optional component, as certain swaps do not specify a
          specific weight for each of their basket constituents.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element ref="dividendPayout" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Commission

Description:

Figure:

Contents:

commissionDenomination (exactly one occurance; with locally defined content)

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

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

• The currency in which an amount is denominated.

Used by:

• commission

Derived Types:

Schema Fragment:

<xsd:complexType name="Commission">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the commission that will be charged for each of
      the hedge transactions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="commissionDenomination">
      <xsd:annotation>
        <xsd:documentation>
          The type of units used to express a commission.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="commissionDenominationScheme" type="xsd:normalizedString" use="required"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="commissionAmount" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation>
          The commission amount, expressed in the way indicated by the
          commissionType element.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element ref="currency" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

ConstituentWeight

Description:

Figure:

Contents:

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

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="ConstituentWeight">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the weight of each of the underlyer constituent
      within the basket, either in absolute or relative terms.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="openUnits"/>
    <xsd:element name="basketPercentage" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          The relative weight of each respective basket constituent,
          expressed in percentage.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

DividendConditions

Description:

Figure:

Contents:

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

dividendEntitlement (exactly one occurance; with locally defined content)

dividendPaymentDate (zero or one occurance; of the type DividendPaymentDate)

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

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

paymentCurrency (exactly one occurance; with locally defined content)

dividendFxTriggerDate (zero or one occurance; of the type DividendPaymentDate)

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="DividendConditions">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the conditions governing the payment of
      dividends to the receiver of the equity return. With the
      exception of the dividend payout ratio, which is defined for each
      of the underlying components.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="dividendReinvestment" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation>
          Boolean element that defines whether the dividend will be
          reinvested or not.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendEntitlement">
      <xsd:annotation>
        <xsd:documentation>
          Defines the date on which the receiver on the equity return
          is entitled to the dividend.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="dividendEntitlementScheme" type="xsd:normalizedString" use="required"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Specifies when the dividend will be paid to the receiver of
          the equity return. Has the meaning as defined in the ISDA
          1996 Equity Derivatives Definitions. Is not applicable in the
          case of a dividend reinvestment election.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendPeriodEffectiveDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Dividend period has the meaning as defined in the ISDA 1996
          Equity Derivatives Definitions. This element specifies the
          date on which the dividend period will commence. It includes
          a boolean attribute for defining whether this start date is
          included or excluded from the dividend period.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
            <xsd:attribute name="dateIncluded" type="xsd:boolean" use="optional"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dividendPeriodEndDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Dividend period has the meaning as defined in the ISDA 1996
          Equity Derivatives Definitions. This element specifies the
          date on which the dividend period will end. It includes a
          boolean attribute for defining whether this end date is
          included or excluded from the dividend period.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
            <xsd:attribute name="dateIncluded" type="xsd:boolean" use="optional"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element ref="paymentCurrency"/>
    <xsd:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the date on which the FX rate will be considered in
          the case of a Composite FX swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element ref="interestAccrualsMethod" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

DividendPaymentDate

Description:

Figure:

Contents:

Either

dividendDateReference (exactly one occurance; with locally defined content)

Or

dateRelativeTo (exactly one occurance; with locally defined content)

• Specifies the anchor date. This element also carries an href attribute. The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

Or

adjustableDate (exactly one occurance; of the type AdjustableDate)

• A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="DividendPaymentDate">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the date on which the dividend will be
      paid/received. This type is also used to specify the date on
      which the FX rate will be determined, when applicable.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element ref="dividendDateReference"/>
    <xsd:element ref="dateRelativeTo"/>
    <xsd:element ref="adjustableDate"/>
  </xsd:choice>
</xsd:complexType>

---

DividendPayout

Description:

Figure:

Contents:

Either

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

Or

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

Used by:

• dividendPayout

Derived Types:

Schema Fragment:

<xsd:complexType name="DividendPayout">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the dividend payout ratio associated with an
      equity underlyer. In certain cases the actual ratio is not known
      on trade inception, and only general conditions are then
      specified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="dividendPayoutRatio" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the actual dividend payout ratio associated with
          the equity underlyer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dividendPayoutConditions" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the dividend payout conditions that will be applied
          in the case where the actual ratio is not known, typically
          because of regulatory or legal uncertainties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
</xsd:complexType>

---

EquityLeg

Description:

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.

equitySwapEffectiveDate (exactly one occurance; with locally defined content)

equitySwapTerminationDate (exactly one occurance; with locally defined content)

underlyer (exactly one occurance; of the type Underlyer)

valuation (exactly one occurance; with locally defined content)

equitySwapNotional (exactly one occurance; with locally defined content)

equityAmount (exactly one occurance; with locally defined content)

return (exactly one occurance; of the type Return)

notionalAdjustments (exactly one occurance; with locally defined content)

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityLeg">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the equity leg of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="payerPartyReference"/>
    <xsd:element ref="receiverPartyReference"/>
    <xsd:element ref="equitySwapEffectiveDate"/>
    <xsd:element ref="equitySwapTerminationDate"/>
    <xsd:element ref="underlyer"/>
    <xsd:element ref="valuation"/>
    <xsd:element ref="equitySwapNotional"/>
    <xsd:element ref="equityAmount"/>
    <xsd:element ref="return"/>
    <xsd:element ref="notionalAdjustments"/>
    <xsd:element ref="fxTerms" minOccurs="0"/>
  </xsd:sequence>
  <xsd:attribute name="legIdentifyer" type="xsd:normalizedString" use="optional"/>
</xsd:complexType>

---

EquityPaymentDates

Description:

Figure:

Contents:

equityPaymentDatesInterim (zero or one occurance; of the type AdjustableOrRelativeDates)

equityPaymentDateFinal (exactly one occurance; of the type AdjustableOrRelativeDate)

Used by:

• equityPaymentDates

Derived Types:

Schema Fragment:

<xsd:complexType name="EquityPaymentDates">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the equity payment dates of the swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0"/>
    <xsd:element name="equityPaymentDateFinal" type="AdjustableOrRelativeDate"/>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>

---

EquitySwap

Description:

Figure:

Contents:

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

• The base type which all FpML products extend.

equityLeg (one or more occurances; of the type EquityLeg)

interestLeg (zero or more occurances; of the type InterestLeg)

principalExchangeFeatures (zero or one occurance; of the type PrincipalExchangeFeatures)

equitySwapAdditionalPayment (zero or more occurances; of the type EquitySwapAdditionalPayment)

equitySwapEarlyTermination (zero or one occurance; of the type EquitySwapEarlyTerminationType)

Used by:

• equitySwap

Derived Types:

Schema Fragment:

<xsd:complexType name="EquitySwap">
  <xsd:annotation>
    <xsd:documentation>
      A type descripting the equity swaps.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Product">
      <xsd:sequence>
        <xsd:element name="equityLeg" type="EquityLeg" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation>
              The equity amounts of the equity swap
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="interestLeg" type="InterestLeg" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation>
              The fixed income amounts of the equity swap
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation>
              Specifies the principal exchange features of the equity
              swap.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equitySwapAdditionalPayment" type="EquitySwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation>
              Specifies additional payment(s) between the principal
              parties to the trade. This component extends some of the
              features of the additionalPayment component developed by
              the FpML industry group. Appropriate discussions will
              determine whether it would be appropriate to extend the
              shared component in order to meet the further
              requirements of equity swaps.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element ref="equitySwapEarlyTermination" minOccurs="0"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquitySwapAdditionalPayment

Description:

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.

additionalPaymentAmount (exactly one occurance; with locally defined content)

additionalPaymentDate (exactly one occurance; with locally defined content)

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

• A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="EquitySwapAdditionalPayment">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the additional payment(s) between the principal
      parties to the trade. This component extends some of the features
      of the additionalPayment component developed by the FpML industry
      group. Appropriate discussions will determine whether it would be
      appropriate to extend the shared component in order to meet the
      further requirements of equity swaps.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="payerPartyReference"/>
    <xsd:element ref="receiverPartyReference"/>
    <xsd:element name="additionalPaymentAmount">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the amount of the fee along with, when applicable,
          the formula that supports its determination.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element ref="paymentAmount" minOccurs="0"/>
          <xsd:element ref="formula" minOccurs="0"/>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="additionalPaymentDate">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the value date of the fee payment/receipt.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element ref="adjustableDate"/>
          <xsd:element ref="relativeDate"/>
        </xsd:choice>
      </xsd:complexType>
    </xsd:element>
    <xsd:element ref="paymentType" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquitySwapEarlyTerminationType

Description:

Figure:

Contents:

partyReference (exactly one occurance; with locally defined content)

• A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.

StartingDate (exactly one occurance; with locally defined content)

Used by:

• equitySwapEarlyTermination

Derived Types:

Schema Fragment:

<xsd:complexType name="EquitySwapEarlyTerminationType">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the date from which each of the party may be
      allowed to terminate the trade.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence maxOccurs="unbounded">
    <xsd:element ref="partyReference"/>
    <xsd:element name="StartingDate">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the date from which the early termination clause
          can be exercised.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:choice>
          <xsd:element ref="dateRelativeTo"/>
          <xsd:element ref="adjustableDate"/>
        </xsd:choice>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Formula

Description:

Figure:

Contents:

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

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

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

Used by:

• formula

Derived Types:

Schema Fragment:

<xsd:complexType name="Formula">
  <xsd:annotation>
    <xsd:documentation>
      A type describing a financial formula, with its description and
      components.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="formulaDescription" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Text description of the formula
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="math" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          An element for containing an XML representation of the
          formula. Defined using xsd:any currently for flexibility in
          choice of language (MathML, OpenMath)
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType mixed="true">
        <xsd:sequence>
          <xsd:any processContents="skip" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="formulaComponent" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Elements describing the components of the formula. The name
          attribute points to a value used in the math element. The
          href attribute points to a value elsewhere in the document
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element name="componentDescription" type="xsd:string">
            <xsd:annotation>
              <xsd:documentation>
                Text description of the component
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="formula" type="Formula" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation>
                Additional formulas required to describe this component
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="name" type="xsd:string"/>
        <xsd:attribute name="href" type="xsd:IDREF"/>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

FxDetermination

Description:

Figure:

Contents:

primaryRateSource (exactly one occurance; of the type InformationSource)

• The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.

secondaryRateSource (zero or one occurance; of the type InformationSource)

• An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.

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

• The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.

Used by:

• fxDetermination

Derived Types:

Schema Fragment:

<xsd:complexType name="FxDetermination">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the source and fixing time of an FX rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="primaryRateSource"/>
    <xsd:element ref="secondaryRateSource" minOccurs="0"/>
    <xsd:element ref="fixingTime" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

FxRate

Description:

Figure:

Contents:

quotedCurrencyPair (exactly one occurance; of the type QuotedCurrencyPair)

• Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

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

• The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.

Used by:

• fxRate

Derived Types:

Schema Fragment:

<xsd:complexType name="FxRate">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the rate of a currency conversion: pair of
      currency, quotation mode and exchange rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="quotedCurrencyPair"/>
    <xsd:element ref="rate"/>
  </xsd:sequence>
</xsd:complexType>

---

InterestAccrualsMethod

Description:

Figure:

Contents:

Either

floatingRateCalculation (exactly one occurance; of the type FloatingRateCalculation)

• The floating rate calculation definitions

Or

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

• The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="InterestAccrualsMethod">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the method for accruing interests on dividends.
      Can be either a fixed rate reference or a floating rate
      reference.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element ref="floatingRateCalculation"/>
    <xsd:element ref="fixedRate"/>
  </xsd:choice>
</xsd:complexType>

---

InterestLeg

Description:

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.

interestLegCalculationPeriodDates (exactly one occurance; with locally defined content)

equitySwapNotional (exactly one occurance; with locally defined content)

interestAmount (exactly one occurance; of the type LegAmount)

interestCalculation (exactly one occurance; with locally defined content)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="InterestLeg">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the fixed income leg of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="payerPartyReference"/>
    <xsd:element ref="receiverPartyReference"/>
    <xsd:element ref="interestLegCalculationPeriodDates"/>
    <xsd:element ref="equitySwapNotional"/>
    <xsd:element ref="interestAmount"/>
    <xsd:element ref="interestCalculation"/>
  </xsd:sequence>
  <xsd:attribute name="legIdentifyer" type="xsd:normalizedString" use="optional"/>
</xsd:complexType>

---

LegAmount

Description:

Figure:

Contents:

paymentCurrency (exactly one occurance; with locally defined content)

Either

referenceAmount (exactly one occurance; with locally defined content)

Or

formula (exactly one occurance; of the type Formula)

Or

encodedDescription (exactly one occurance; of the type xsd:base64Binary)

calculationDates (zero or one occurance; of the type AdjustableRelativeOrPeriodicDates)

Used by:

• interestAmount

Derived Types:

Schema Fragment:

<xsd:complexType name="LegAmount">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the amount that will paid or received on each
      of the payment dates. This type is used to define both the Equity
      Amount and the Interest Amount.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="paymentCurrency"/>
    <xsd:choice>
      <xsd:element name="referenceAmount">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the reference Amount when this term either
            corresponds to the standard ISDA Definition (either the
            1996 Equity Definition for the Equity Amount, or the 2000
            Definition for the Interest Amount), or points to a term
            defined elsewhere in the swap document.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element ref="formula"/>
      <xsd:element name="encodedDescription" type="xsd:base64Binary">
        <xsd:annotation>
          <xsd:documentation>
            Description of the leg amount when represented through an
            encoded image.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element ref="calculationDates" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Price

Description:

Figure:

Contents:

commission (zero or one occurance; of the type Commission)

Either

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

Or

amountRelativeTo (exactly one occurance; with locally defined content)

Or

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Price">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the strike price of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="commission" minOccurs="0"/>
    <xsd:choice>
      <xsd:element ref="determinationMethod"/>
      <xsd:element ref="amountRelativeTo"/>
      <xsd:sequence>
        <xsd:element ref="grossPrice" minOccurs="0"/>
        <xsd:element ref="netPrice"/>
        <xsd:element ref="currency" minOccurs="0"/>
        <xsd:element name="accruedInterestsPrice" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation>
              Specifies the accrued interest that are part of the dirty
              price in the case of a fixed income security or a
              convertible bond. Expressed in percentage of the
              notional.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:element ref="fxConversion" minOccurs="0"/>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

PrincipalExchangeFeatures

Description:

Figure:

Contents:

principalExchanges (exactly one occurance; of the type PrincipalExchanges)

• The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.

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

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="PrincipalExchangeFeatures">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the principal exchange features of the equity
      swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="principalExchanges"/>
    <xsd:element name="principalExchangeDescriptions" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation>
          Specifies each of the characteristics of the principal
          exchange cashflows, in terms of paying/receiving
          counterparties, amounts and dates.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element ref="payerPartyReference"/>
          <xsd:element ref="receiverPartyReference"/>
          <xsd:element name="principalExchangeAmount">
            <xsd:annotation>
              <xsd:documentation>
                Specifies the principal echange amount, either by
                explicitly defining it, or by point to an amount
                defined somewhere else in the swap document.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:choice>
                <xsd:element ref="amountRelativeTo"/>
                <xsd:element ref="determinationMethod"/>
                <xsd:element name="principalAmount" type="Money">
                  <xsd:annotation>
                    <xsd:documentation>
                      Principal exchange amount when explictly stated.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:choice>
            </xsd:complexType>
          </xsd:element>
          <xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation>
                Date on which each of the principal exchanges will take
                place. This date is either explictly stated, or is
                defined by reference to another date in the swap
                document.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="principalExchangeScheme" use="required">
          <xsd:simpleType>
            <xsd:restriction base="xsd:normalizedString"/>
          </xsd:simpleType>
        </xsd:attribute>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

RelativeDateSequence

Description:

Figure:

Contents:

dateRelativeTo (exactly one occurance; with locally defined content)

• Specifies the anchor date. This element also carries an href attribute. The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

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

Either

businessCentersReference (exactly one occurance; with locally defined content)

• A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.

Or

businesscenters (exactly one occurance; of the type BusinessCenters)

Used by:

• relativeDateSequence

Derived Types:

Schema Fragment:

<xsd:complexType name="RelativeDateSequence">
  <xsd:annotation>
    <xsd:documentation>
      A type describing a date when this date is defined in reference
      to another date through one or several date offsets.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="dateRelativeTo"/>
    <xsd:element name="dateOffset" maxOccurs="unbounded">
      <xsd:complexType>
        <xsd:sequence>
          <xsd:element ref="periodMultiplier"/>
          <xsd:element ref="period"/>
          <xsd:element ref="dayType" minOccurs="0"/>
          <xsd:element ref="businessDayConvention"/>
          <xsd:element ref="sequence" minOccurs="0"/>
        </xsd:sequence>
      </xsd:complexType>
    </xsd:element>
    <xsd:choice minOccurs="0">
      <xsd:element ref="businessCentersReference"/>
      <xsd:element name="businesscenters" type="BusinessCenters"/>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

Return

Description:

Figure:

Contents:

returnType (exactly one occurance; with locally defined content)

dividendConditions (zero or one occurance; of the type DividendConditions)

Used by:

• return

Derived Types:

Schema Fragment:

<xsd:complexType name="Return">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the dividend return conditions applicable to
      the swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="returnType">
      <xsd:annotation>
        <xsd:documentation>
          Defines the type of return associated with the equity swap.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="returnTypeScheme" type="xsd:normalizedString" use="required"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation>
          Specifies the conditions governing the payment of the
          dividends to the receiver of the equity return. With the
          exception of the dividend payout ratio, which is defined for
          each of the underlying components.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

SingleUnderlyer

Description:

Figure:

Contents:

underlyingAsset (exactly one occurance; of the type UnderlyingAsset)

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

dividendPayout (zero or one occurance; of the type DividendPayout)

Used by:

• singleUnderlyer

Derived Types:

Schema Fragment:

<xsd:complexType name="SingleUnderlyer">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the single underlyer of a swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="underlyingAsset"/>
    <xsd:element ref="openUnits"/>
    <xsd:element ref="dividendPayout" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Underlyer

Description:

Figure:

Contents:

Either

singleUnderlyer (exactly one occurance; of the type SingleUnderlyer)

Or

basket (exactly one occurance; of the type Basket)

Used by:

• underlyer

Derived Types:

Schema Fragment:

<xsd:complexType name="Underlyer">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the whole set of possible underlyers: single
      underlyers or multiple underlyers, each of these having either
      security or index components.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element ref="singleUnderlyer"/>
    <xsd:element ref="basket"/>
  </xsd:choice>
</xsd:complexType>

---

UnderlyingAsset

Description:

Figure:

Contents:

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

• A short form unique identifier for a security.

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

• The long name of a security.

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

• The currency in which an amount is denominated.

exchangeId (zero or one occurance; 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.

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:

• underlyingAsset

Derived Types:

Schema Fragment:

<xsd:complexType name="UnderlyingAsset">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the basic components of a security of index
      underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="instrumentId" maxOccurs="unbounded"/>
    <xsd:element ref="description" minOccurs="0"/>
    <xsd:element ref="currency" minOccurs="0"/>
    <xsd:element ref="exchangeId" minOccurs="0"/>
    <xsd:element ref="clearanceSystem" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

Valuation

Description:

Figure:

Contents:

initialPrice (exactly one occurance; with locally defined content)

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

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

valuationPriceFinal (exactly one occurance; with locally defined content)

equityPaymentDates (exactly one occurance; of the type EquityPaymentDates)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Valuation">
  <xsd:annotation>
    <xsd:documentation>
      A type describing the initial and final valuation of the equity
      underlyer.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element ref="initialPrice"/>
    <xsd:element name="equityNotionalReset" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation>
          The term "Equity Notional Reser" is assumed to have the
          meaning as defined in the ISDA 1996 Equity Derivatives
          Definitions. The reference to the ISDA definition is either
          "Applicable" or 'Inapplicable".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element ref="valuationPriceInterim" minOccurs="0"/>
    <xsd:element ref="valuationPriceFinal"/>
    <xsd:element ref="equityPaymentDates"/>
  </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-eqd-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-fx-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-ird-4-0.xsd"/>
  <xsd:include schemaLocation="fpml-shared-4-0.xsd"/>
  <xsd:complexType name="AdjustableRelativeOrPeriodicDates">
    <xsd:choice>
      <xsd:element ref="adjustableDates"/>
      <xsd:element ref="relativeDateSequence"/>
      <xsd:element name="periodicDates">
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
            <xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
            <xsd:element ref="calculationPeriodFrequency"/>
            <xsd:element ref="calculationPeriodDatesAdjustments"/>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID" use="optional"/>
  </xsd:complexType>
  <xsd:complexType name="Basket">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the underlyer features of a basket swap. Each
        of the basket constituents are described through an embedded
        component, the basketConstituentsType.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="openUnits"/>
      <xsd:element ref="basketConstituent" maxOccurs="unbounded"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="BasketConstituent">
    <xsd:annotation>
      <xsd:documentation>
        A type describing each of the constituents of a basket swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="underlyingAsset"/>
      <xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the weight of each of the underlyer constituent
            within the basket, either in absolute or relative terms.
            This is an optional component, as certain swaps do not
            specify a specific weight for each of their basket
            constituents.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="dividendPayout" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Commission">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the commission that will be charged for each
        of the hedge transactions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="commissionDenomination">
        <xsd:annotation>
          <xsd:documentation>
            The type of units used to express a commission.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="commissionDenominationScheme" type="xsd:normalizedString" use="required"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="commissionAmount" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation>
            The commission amount, expressed in the way indicated by
            the commissionType element.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="currency" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ConstituentWeight">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the weight of each of the underlyer
        constituent within the basket, either in absolute or relative
        terms.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="openUnits"/>
      <xsd:element name="basketPercentage" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            The relative weight of each respective basket constituent,
            expressed in percentage.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DividendConditions">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the conditions governing the payment of
        dividends to the receiver of the equity return. With the
        exception of the dividend payout ratio, which is defined for
        each of the underlying components.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="dividendReinvestment" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation>
            Boolean element that defines whether the dividend will be
            reinvested or not.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendEntitlement">
        <xsd:annotation>
          <xsd:documentation>
            Defines the date on which the receiver on the equity return
            is entitled to the dividend.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="dividendEntitlementScheme" type="xsd:normalizedString" use="required"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Specifies when the dividend will be paid to the receiver of
            the equity return. Has the meaning as defined in the ISDA
            1996 Equity Derivatives Definitions. Is not applicable in
            the case of a dividend reinvestment election.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendPeriodEffectiveDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Dividend period has the meaning as defined in the ISDA 1996
            Equity Derivatives Definitions. This element specifies the
            date on which the dividend period will commence. It
            includes a boolean attribute for defining whether this
            start date is included or excluded from the dividend
            period.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
              <xsd:attribute name="dateIncluded" type="xsd:boolean" use="optional"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dividendPeriodEndDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Dividend period has the meaning as defined in the ISDA 1996
            Equity Derivatives Definitions. This element specifies the
            date on which the dividend period will end. It includes a
            boolean attribute for defining whether this end date is
            included or excluded from the dividend period.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
              <xsd:attribute name="dateIncluded" type="xsd:boolean" use="optional"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element ref="paymentCurrency"/>
      <xsd:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the date on which the FX rate will be considered
            in the case of a Composite FX swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="interestAccrualsMethod" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DividendPaymentDate">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the date on which the dividend will be
        paid/received. This type is also used to specify the date on
        which the FX rate will be determined, when applicable.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element ref="dividendDateReference"/>
      <xsd:element ref="dateRelativeTo"/>
      <xsd:element ref="adjustableDate"/>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="DividendPayout">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the dividend payout ratio associated with an
        equity underlyer. In certain cases the actual ratio is not
        known on trade inception, and only general conditions are then
        specified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="dividendPayoutRatio" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the actual dividend payout ratio associated with
            the equity underlyer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dividendPayoutConditions" type="xsd:string">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the dividend payout conditions that will be
            applied in the case where the actual ratio is not known,
            typically because of regulatory or legal uncertainties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="EquityLeg">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the equity leg of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="payerPartyReference"/>
      <xsd:element ref="receiverPartyReference"/>
      <xsd:element ref="equitySwapEffectiveDate"/>
      <xsd:element ref="equitySwapTerminationDate"/>
      <xsd:element ref="underlyer"/>
      <xsd:element ref="valuation"/>
      <xsd:element ref="equitySwapNotional"/>
      <xsd:element ref="equityAmount"/>
      <xsd:element ref="return"/>
      <xsd:element ref="notionalAdjustments"/>
      <xsd:element ref="fxTerms" minOccurs="0"/>
    </xsd:sequence>
    <xsd:attribute name="legIdentifyer" type="xsd:normalizedString" use="optional"/>
  </xsd:complexType>
  <xsd:complexType name="EquityPaymentDates">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the equity payment dates of the swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0"/>
      <xsd:element name="equityPaymentDateFinal" type="AdjustableOrRelativeDate"/>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" use="optional"/>
  </xsd:complexType>
  <xsd:complexType name="EquitySwap">
    <xsd:annotation>
      <xsd:documentation>
        A type descripting the equity swaps.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="equityLeg" type="EquityLeg" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation>
                The equity amounts of the equity swap
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="interestLeg" type="InterestLeg" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation>
                The fixed income amounts of the equity swap
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation>
                Specifies the principal exchange features of the equity
                swap.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="equitySwapAdditionalPayment" type="EquitySwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation>
                Specifies additional payment(s) between the principal
                parties to the trade. This component extends some of
                the features of the additionalPayment component
                developed by the FpML industry group. Appropriate
                discussions will determine whether it would be
                appropriate to extend the shared component in order to
                meet the further requirements of equity swaps.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element ref="equitySwapEarlyTermination" minOccurs="0"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="EquitySwapAdditionalPayment">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the additional payment(s) between the
        principal parties to the trade. This component extends some of
        the features of the additionalPayment component developed by
        the FpML industry group. Appropriate discussions will determine
        whether it would be appropriate to extend the shared component
        in order to meet the further requirements of equity swaps.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="payerPartyReference"/>
      <xsd:element ref="receiverPartyReference"/>
      <xsd:element name="additionalPaymentAmount">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the amount of the fee along with, when
            applicable, the formula that supports its determination.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element ref="paymentAmount" minOccurs="0"/>
            <xsd:element ref="formula" minOccurs="0"/>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="additionalPaymentDate">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the value date of the fee payment/receipt.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element ref="adjustableDate"/>
            <xsd:element ref="relativeDate"/>
          </xsd:choice>
        </xsd:complexType>
      </xsd:element>
      <xsd:element ref="paymentType" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Formula">
    <xsd:annotation>
      <xsd:documentation>
        A type describing a financial formula, with its description and
        components.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="formulaDescription" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Text description of the formula
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="math" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            An element for containing an XML representation of the
            formula. Defined using xsd:any currently for flexibility in
            choice of language (MathML, OpenMath)
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType mixed="true">
          <xsd:sequence>
            <xsd:any processContents="skip" maxOccurs="unbounded"/>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="formulaComponent" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Elements describing the components of the formula. The name
            attribute points to a value used in the math element. The
            href attribute points to a value elsewhere in the document
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element name="componentDescription" type="xsd:string">
              <xsd:annotation>
                <xsd:documentation>
                  Text description of the component
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="formula" type="Formula" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation>
                  Additional formulas required to describe this
                  component
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:attribute name="name" type="xsd:string"/>
          <xsd:attribute name="href" type="xsd:IDREF"/>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxDetermination">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the source and fixing time of an FX rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="primaryRateSource"/>
      <xsd:element ref="secondaryRateSource" minOccurs="0"/>
      <xsd:element ref="fixingTime" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxRate">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the rate of a currency conversion: pair of
        currency, quotation mode and exchange rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="quotedCurrencyPair"/>
      <xsd:element ref="rate"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="InterestAccrualsMethod">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the method for accruing interests on
        dividends. Can be either a fixed rate reference or a floating
        rate reference.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element ref="floatingRateCalculation"/>
      <xsd:element ref="fixedRate"/>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="InterestLeg">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the fixed income leg of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="payerPartyReference"/>
      <xsd:element ref="receiverPartyReference"/>
      <xsd:element ref="interestLegCalculationPeriodDates"/>
      <xsd:element ref="equitySwapNotional"/>
      <xsd:element ref="interestAmount"/>
      <xsd:element ref="interestCalculation"/>
    </xsd:sequence>
    <xsd:attribute name="legIdentifyer" type="xsd:normalizedString" use="optional"/>
  </xsd:complexType>
  <xsd:complexType name="LegAmount">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the amount that will paid or received on each
        of the payment dates. This type is used to define both the
        Equity Amount and the Interest Amount.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="paymentCurrency"/>
      <xsd:choice>
        <xsd:element name="referenceAmount">
          <xsd:annotation>
            <xsd:documentation>
              Specifies the reference Amount when this term either
              corresponds to the standard ISDA Definition (either the
              1996 Equity Definition for the Equity Amount, or the 2000
              Definition for the Interest Amount), or points to a term
              defined elsewhere in the swap document.
            </xsd:documentation>
          </xsd:annotation>
          <xsd:complexType>
            <xsd:simpleContent>
              <xsd:extension base="xsd:string">
                <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
              </xsd:extension>
            </xsd:simpleContent>
          </xsd:complexType>
        </xsd:element>
        <xsd:element ref="formula"/>
        <xsd:element name="encodedDescription" type="xsd:base64Binary">
          <xsd:annotation>
            <xsd:documentation>
              Description of the leg amount when represented through an
              encoded image.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element ref="calculationDates" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Price">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the strike price of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="commission" minOccurs="0"/>
      <xsd:choice>
        <xsd:element ref="determinationMethod"/>
        <xsd:element ref="amountRelativeTo"/>
        <xsd:sequence>
          <xsd:element ref="grossPrice" minOccurs="0"/>
          <xsd:element ref="netPrice"/>
          <xsd:element ref="currency" minOccurs="0"/>
          <xsd:element name="accruedInterestsPrice" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation>
                Specifies the accrued interest that are part of the
                dirty price in the case of a fixed income security or a
                convertible bond. Expressed in percentage of the
                notional.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:element ref="fxConversion" minOccurs="0"/>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PrincipalExchangeFeatures">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the principal exchange features of the equity
        swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="principalExchanges"/>
      <xsd:element name="principalExchangeDescriptions" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation>
            Specifies each of the characteristics of the principal
            exchange cashflows, in terms of paying/receiving
            counterparties, amounts and dates.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element ref="payerPartyReference"/>
            <xsd:element ref="receiverPartyReference"/>
            <xsd:element name="principalExchangeAmount">
              <xsd:annotation>
                <xsd:documentation>
                  Specifies the principal echange amount, either by
                  explicitly defining it, or by point to an amount
                  defined somewhere else in the swap document.
                </xsd:documentation>
              </xsd:annotation>
              <xsd:complexType>
                <xsd:choice>
                  <xsd:element ref="amountRelativeTo"/>
                  <xsd:element ref="determinationMethod"/>
                  <xsd:element name="principalAmount" type="Money">
                    <xsd:annotation>
                      <xsd:documentation>
                        Principal exchange amount when explictly
                        stated.
                      </xsd:documentation>
                    </xsd:annotation>
                  </xsd:element>
                </xsd:choice>
              </xsd:complexType>
            </xsd:element>
            <xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
              <xsd:annotation>
                <xsd:documentation>
                  Date on which each of the principal exchanges will
                  take place. This date is either explictly stated, or
                  is defined by reference to another date in the swap
                  document.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:attribute name="principalExchangeScheme" use="required">
            <xsd:simpleType>
              <xsd:restriction base="xsd:normalizedString"/>
            </xsd:simpleType>
          </xsd:attribute>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RelativeDateSequence">
    <xsd:annotation>
      <xsd:documentation>
        A type describing a date when this date is defined in reference
        to another date through one or several date offsets.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="dateRelativeTo"/>
      <xsd:element name="dateOffset" maxOccurs="unbounded">
        <xsd:complexType>
          <xsd:sequence>
            <xsd:element ref="periodMultiplier"/>
            <xsd:element ref="period"/>
            <xsd:element ref="dayType" minOccurs="0"/>
            <xsd:element ref="businessDayConvention"/>
            <xsd:element ref="sequence" minOccurs="0"/>
          </xsd:sequence>
        </xsd:complexType>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:element ref="businessCentersReference"/>
        <xsd:element name="businesscenters" type="BusinessCenters"/>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Return">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the dividend return conditions applicable to
        the swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="returnType">
        <xsd:annotation>
          <xsd:documentation>
            Defines the type of return associated with the equity swap.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:string">
              <xsd:attribute name="returnTypeScheme" type="xsd:normalizedString" use="required"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the conditions governing the payment of the
            dividends to the receiver of the equity return. With the
            exception of the dividend payout ratio, which is defined
            for each of the underlying components.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="SingleUnderlyer">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the single underlyer of a swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="underlyingAsset"/>
      <xsd:element ref="openUnits"/>
      <xsd:element ref="dividendPayout" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Underlyer">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the whole set of possible underlyers: single
        underlyers or multiple underlyers, each of these having either
        security or index components.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element ref="singleUnderlyer"/>
      <xsd:element ref="basket"/>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="UnderlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the basic components of a security of index
        underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="instrumentId" maxOccurs="unbounded"/>
      <xsd:element ref="description" minOccurs="0"/>
      <xsd:element ref="currency" minOccurs="0"/>
      <xsd:element ref="exchangeId" minOccurs="0"/>
      <xsd:element ref="clearanceSystem" minOccurs="0"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Valuation">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the initial and final valuation of the equity
        underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element ref="initialPrice"/>
      <xsd:element name="equityNotionalReset" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation>
            The term "Equity Notional Reser" is assumed to have the
            meaning as defined in the ISDA 1996 Equity Derivatives
            Definitions. The reference to the ISDA definition is either
            "Applicable" or 'Inapplicable".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element ref="valuationPriceInterim" minOccurs="0"/>
      <xsd:element ref="valuationPriceFinal"/>
      <xsd:element ref="equityPaymentDates"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="amountRelativeTo">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the anchor amount. This element also carries an href
        attribute. The href attribute value will be a pointer style
        reference to the element or component elsewhere in the document
        where the anchor amount is defined.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="href" type="xsd:IDREF" use="required"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="basket" type="Basket">
    <xsd:annotation>
      <xsd:documentation>
        Describes the swap's underlyer when it has multiple asset
        components.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="basketConstituent" type="BasketConstituent">
    <xsd:annotation>
      <xsd:documentation>
        Describes each of the components of the basket.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="bond" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is a bond.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence>
            <xsd:element ref="relatedExchangeId" minOccurs="0"/>
            <xsd:element ref="issuerName" minOccurs="0"/>
            <xsd:element ref="couponRate" minOccurs="0"/>
            <xsd:element ref="maturity" minOccurs="0"/>
            <xsd:element ref="parValue" minOccurs="0"/>
            <xsd:element ref="faceAmount" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the date ion which a calculation or an observation
        will be performed for the purpose of defining the Equity
        Amount, and in accordance to the definition terms of this
        latter.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="commission" type="Commission">
    <xsd:annotation>
      <xsd:documentation>
        This optional component specifies the commission to be charged
        for executing the hedge transactions.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="compositeFx">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the conditions to be applied for converting into a
        reference currency when the actual currency rate is not
        determined upfront.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:sequence>
        <xsd:element ref="referenceCurrency"/>
        <xsd:element ref="determinationMethod" minOccurs="0"/>
        <xsd:element ref="relativeDate" minOccurs="0"/>
        <xsd:element ref="fxDetermination" minOccurs="0"/>
      </xsd:sequence>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="convertibleBond" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is a convertible bond.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence>
            <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
            <xsd:element ref="issuerName" minOccurs="0"/>
            <xsd:element ref="couponRate" minOccurs="0"/>
            <xsd:element ref="maturity" minOccurs="0"/>
            <xsd:element ref="parValue" minOccurs="0"/>
            <xsd:element ref="faceAmount" minOccurs="0"/>
            <xsd:element name="underlyingEquity" type="UnderlyingAsset">
              <xsd:annotation>
                <xsd:documentation>
                  Specifies the equity in which the comnvertible bond
                  can be converted.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="couponRate" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the coupon rate (expressed in percentage) of a fixed
        income security or convertible bond.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="determinationMethod" type="xsd:string">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the method according to which an amount or a date is
        determined.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="dividendDateReference">
    <xsd:annotation>
      <xsd:documentation>
        Reference to a dividend date, either the pay date, the ex date
        or the record date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="dividendDateReferenceScheme" type="xsd:normalizedString" use="required"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="dividendPayout" type="DividendPayout">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the dividend payout ratio associated with an equity
        underlyer. A basket swap can have different payout ratios
        across the various underlying constituents. In certain cases
        the actual ratio is not known on trade inception, and only
        general conditions are then specified.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equity" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is a listed equity.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence>
            <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
            <xsd:element ref="optionsExchangeId" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equityAmount">
    <xsd:annotation>
      <xsd:documentation>
        Specifies, in relation to each Equity Payment Date, the amount
        to which the Equity Payment Date relates. Unless otherwise
        specified, this term has the meaning defined in the ISDA 1996
        Equity Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="LegAmount">
          <xsd:attribute name="cashSettlement" type="xsd:boolean" use="required"/>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equityPaymentDates" type="EquityPaymentDates">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the equity payment dates of the swap.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equitySwap" type="EquitySwap" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the structure of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="equitySwapEffectiveDate">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the effective date of the equity swap. This global
        element is valid within the equity swaps namespace. Within the
        FpML namespace, another effectiveDate global element has been
        defined, that is different in the sense that it does not
        propose the choice of refering to another date in the document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="AdjustableOrRelativeDate">
          <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equitySwapNotional">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the notional of the equity swap. When used in the
        equity leg, the definition will typically combine the actual
        amount (using the notional component defined by the FpML
        industry group) and the determination method. When used in the
        interest leg, the definition will typically point to the
        definition of the equity leg.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:choice>
        <xsd:element ref="determinationMethod"/>
        <xsd:element ref="notional"/>
        <xsd:element ref="amountRelativeTo"/>
      </xsd:choice>
      <xsd:attribute name="id" type="xsd:ID" use="optional"/>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equitySwapTerminationDate">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the termination date of the equity swap. This global
        element is valid within the equity swaps namespace. Within the
        FpML namespace, another terminationDate global element has been
        defined, that is different in the sense that it does not
        propose the choice of refering to another date in the document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="AdjustableOrRelativeDate">
          <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equityValuationDate">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the valuation date of the equity underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:choice>
        <xsd:element ref="adjustableDate"/>
        <xsd:element ref="relativeDateSequence"/>
      </xsd:choice>
      <xsd:attribute name="id" type="xsd:ID" use="optional"/>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the interim equity valuation dates of the swap.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is an exchange-traded
        fund.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence>
            <xsd:element ref="relatedExchangeId" minOccurs="0"/>
            <xsd:element ref="optionsExchangeId" minOccurs="0"/>
            <xsd:element ref="fundManager" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="faceAmount" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the total amount of the issue. Corresponds to the par
        value multiplied by the number of issued security.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="formula" type="Formula">
    <xsd:annotation>
      <xsd:documentation>
        Specifies a formula, with its description and components.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fundManager" type="xsd:string">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the fund manager that is in charge of the fund.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="future" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is a listed future
        contract.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence minOccurs="0">
            <xsd:element ref="relatedExchangeId" minOccurs="0"/>
            <xsd:element ref="optionsExchangeId" minOccurs="0"/>
            <xsd:element name="multiplier" type="xsd:integer" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation>
                  Specifies the contract multiplier that can be
                  associated with the number of units.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="futureContractReference" type="xsd:string" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation>
                  Specifies the future contract that can be referenced,
                  besides the equity or index reference defined as part
                  of the UnderlyerAsset type.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="futureId">
    <xsd:annotation>
      <xsd:documentation>
        A short form unique identifier for the reference future
        contract in the case of an index underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="futureIdScheme" type="xsd:string" use="optional"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="fxConversion">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the currency conversion rate that applies to an
        amount. This rate can either be defined elsewhere in the
        document (case of a quanto swap), or explicitly described
        through this component.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:choice>
        <xsd:element ref="amountRelativeTo"/>
        <xsd:element ref="fxRate" maxOccurs="unbounded"/>
      </xsd:choice>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="fxDetermination" type="FxDetermination">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the methodology (reference source and, optionnally,
        fixing time) to be used for determining a currency conversion
        rate.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxRate" type="FxRate">
    <xsd:annotation>
      <xsd:documentation>
        Specifies a currency conversion rate.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxTerms">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the FX conversion terms that can be associated with
        the equity component of a swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:choice>
        <xsd:element ref="quanto"/>
        <xsd:element ref="compositeFx"/>
      </xsd:choice>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="grossPrice">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the price at which the underlying hedge is executed,
        before commissions. In the case of a fixed income security or a
        convertible bond, this price includes the accrued interests. If
        no attribute is present (or if the 'percentage' attribute is
        set-up to 'false'), the price is assumed to be expressed in
        absolute terms. If the 'persentage' attribute is set-up to
        'true', the price is expressed as percentage of the notional of
        the underlying security.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:decimal">
          <xsd:attribute name="percentage" type="xsd:boolean" use="optional"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="index" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is a financial index.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence>
            <xsd:element ref="relatedExchangeId" minOccurs="0" maxOccurs="unbounded"/>
            <xsd:element ref="futureId" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="initialPrice">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the initial reference price of the equity underlyer.
        This price can be expressed either as an actual
        amount/currency, as a determination method, or by reference to
        another value specified in the swap document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="Price">
          <xsd:sequence>
            <xsd:element ref="valuationTimeType" minOccurs="0"/>
            <xsd:element ref="valuationTime" minOccurs="0"/>
            <xsd:element ref="equityValuationDate" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="interestAccrualsMethod">
    <xsd:annotation>
      <xsd:documentation>
        Defines the way in which interests are accrued: the applicable
        rate (fixed or floating reference) and the compounding method.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="InterestAccrualsMethod">
          <xsd:sequence minOccurs="0">
            <xsd:element ref="compoundingMethod">
              <xsd:annotation>
                <xsd:documentation>
                  FpML entity
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="interestAmount" type="LegAmount">
    <xsd:annotation>
      <xsd:documentation>
        Specifies, in relation to each Interest Payment Date, the
        amount to which the Interest Payment Date relates. Unless
        otherwise specified, this term has the meaning defined in the
        ISDA 2000 ISDA Definitions.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="interestCalculation">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the calculation method of the interest rate leg of
        the equity swap. Includes the floating or fixed rate
        calculation definitions, along with the determination of the
        day count fraction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element ref="floatingRateCalculation"/>
          <xsd:element ref="fixedRate"/>
        </xsd:choice>
        <xsd:element ref="dayCountFraction"/>
      </xsd:sequence>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="interestLegCalculationPeriodDates">
    <xsd:annotation>
      <xsd:documentation>
        Component that holds the various dates used to specify the
        interest leg of the equity swap. It is used to define the
        InterestPeriodDates identifyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:sequence>
        <xsd:element ref="equitySwapEffectiveDate"/>
        <xsd:element ref="equitySwapTerminationDate"/>
        <xsd:element ref="interestLegResetDates"/>
        <xsd:element ref="interestLegPaymentDates"/>
      </xsd:sequence>
      <xsd:attribute name="id" type="xsd:ID" use="required"/>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="interestLegPaymentDates">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the payment dates of the equity swap's interest leg.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="AdjustableOrRelativeDates"/>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="interestLegResetDates">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the reset dates of the equity swap's interest leg.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:sequence>
        <xsd:element ref="calculationPeriodDatesReference"/>
        <xsd:choice>
          <xsd:element ref="resetRelativeTo"/>
          <xsd:element ref="resetFrequency"/>
        </xsd:choice>
      </xsd:sequence>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="issuerName" type="xsd:string">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the issuer name of a fixed income security or
        convertible bond.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="mutualFund" substitutionGroup="underlyingAsset">
    <xsd:annotation>
      <xsd:documentation>
        Defines the underlying asset when it is a mutual fund.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
          <xsd:sequence>
            <xsd:element name="openEndedFund" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation>
                  Boolean indicator to specify whether the mutual fund
                  is an open-ended mutual fund.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element ref="fundManager" minOccurs="0"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="netPrice">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the price at which the underlying hedge is executed,
        after commissions. This is the default price that is referred
        to in the document in the case where there is no explicit
        mention of the net/gross indicator. In the case of a fixed
        income security or a convertible bond, this price includes the
        accrued interests. If no attribute is present (or if the
        'percentage' attribute is set-up to 'false'), the price is
        assumed to be expressed in absolute terms. If the 'persentage'
        attribute is set-up to 'true', the price is expressed as
        percentage of the notional of the underlying security.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:decimal">
          <xsd:attribute name="percentage" type="xsd:boolean" use="optional"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="notionalAdjustments">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the conditions that govern the adjustment to the
        number of units of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="notionalAdjustmentsScheme" type="xsd:normalizedString" use="required"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="openUnits" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation>
        The number of units (index or securities) that constitute the
        underlyer of the swap. In the case of a basket swap, this
        element is used to reference both the number of basket units,
        and the number of each asset components of the basket when
        these are expressed in absolute terms.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="optionsExchangeId">
    <xsd:annotation>
      <xsd:documentation>
        A short form unique identifier for an exchange on which the
        reference option contract is listed. This is to address the
        case where the reference exchange for the future is different
        than the one for the option. The options Exchange is referenced
        on share options when Merger Elections are selected as Options
        Exchange Adjustment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="exchangeIdScheme" type="xsd:string" use="optional"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="parValue" type="xsd:decimal">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the nominal amount of a fixed income security or
        convertible bond.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="paymentCurrency">
    <xsd:annotation>
      <xsd:documentation>
        Currency in which the payment relating to the leg amount
        (equity amount or interest amount) or the dividend will be
        denominated.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:choice minOccurs="0">
        <xsd:element ref="currency"/>
        <xsd:element ref="determinationMethod"/>
      </xsd:choice>
      <xsd:attribute name="id" type="xsd:ID" use="optional"/>
      <xsd:attribute name="href" type="xsd:IDREF" use="optional"/>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="quanto">
    <xsd:annotation>
      <xsd:documentation>
        Determines the currency rate that the seller of the equity
        amounts will apply at each valuation date for converting the
        respective amounts into a currency that is different from the
        currency denomination of the underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:sequence>
        <xsd:element ref="referenceCurrency"/>
        <xsd:element ref="fxRate" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation>
              Specifies the currency conversion rate(s) associated with
              the quanto. One rate will be defined for each pair of
              currencies involved.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="referenceCurrency">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the reference currency of the trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:simpleContent>
        <xsd:extension base="xsd:string">
          <xsd:attribute name="id" type="xsd:ID" use="required"/>
          <xsd:attribute name="ref" type="xsd:IDREF" use="optional"/>
        </xsd:extension>
      </xsd:simpleContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="relativeDateSequence" type="RelativeDateSequence">
    <xsd:annotation>
      <xsd:documentation>
        A series of dates specified as some offset to other dates (the
        anchor dates) which can
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="return" type="Return">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the conditions under which dividend affecting the
        underlyer will be paid to the receiver of the equity amounts.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="sequence">
    <xsd:annotation>
      <xsd:documentation>
        Sequence in which the reference to the time period multiplier
        should be applied.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="singleUnderlyer" type="SingleUnderlyer">
    <xsd:annotation>
      <xsd:documentation>
        Describes the swap's underlyer when it has only one asset
        component.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="underlyer" type="Underlyer">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the underlying component of the equity swap, which
        can be either one or many and consists in either equity, index
        or convertible bond component, or a combination of these.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="underlyingAsset" type="UnderlyingAsset" abstract="true">
    <xsd:annotation>
      <xsd:documentation>
        Define the underlying asset when it is a listed security.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="valuation">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the terms of the initial price of the equity swap and
        of the subsequent valuations of the equity underlyer.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="Valuation"/>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="valuationPriceFinal">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the final valuation price of the equity underlyer.
        This price can be expressed either as an actual
        amount/currency, as a determination method, or by reference to
        another value specified in the swap document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="Price">
          <xsd:sequence>
            <xsd:element ref="valuationTimeType" minOccurs="0"/>
            <xsd:element ref="valuationTime" minOccurs="0"/>
            <xsd:element ref="equityValuationDate"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:element name="valuationPriceInterim">
    <xsd:annotation>
      <xsd:documentation>
        Specifies the interim valuation price of the equity underlyer.
        This price can be expressed either as an actual
        amount/currency, as a determination method, or by reference to
        another value specified in the swap document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
      <xsd:complexContent>
        <xsd:extension base="Price">
          <xsd:sequence>
            <xsd:element ref="valuationTimeType"/>
            <xsd:element ref="valuationTime" minOccurs="0"/>
            <xsd:element ref="equityValuationDates"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>
  </xsd:element>
  <xsd:complexType name="EquitySwapEarlyTerminationType">
    <xsd:annotation>
      <xsd:documentation>
        A type describing the date from which each of the party may be
        allowed to terminate the trade.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence maxOccurs="unbounded">
      <xsd:element ref="partyReference"/>
      <xsd:element name="StartingDate">
        <xsd:annotation>
          <xsd:documentation>
            Specifies the date from which the early termination clause
            can be exercised.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:choice>
            <xsd:element ref="dateRelativeTo"/>
            <xsd:element ref="adjustableDate"/>
          </xsd:choice>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="equitySwapEarlyTermination" type="EquitySwapEarlyTerminationType">
    <xsd:annotation>
      <xsd:documentation>
        Specifies, for one or for both the parties to the trade, the
        date from which it can early terminate it.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
</xsd:schema>