http://www.fpml.org/spec/2003/wd-fpml-4-0-2003-04-04
http://www.fpml.org/spec/2003/wd-fpml-4-0-2003-04-04
n/a
http://www.fpml.org/spec/errata/wd-fpml-4-0-2003-04-04-errata.html
Copyright © 2002-2003. All rights reserved.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at
http://www.fpml.org/documents/license
XSL Schema Processing Developed By:
Andrew Jacobs, Senior Consultant, IBM.
e-mail: andrew_jacobs@uk.ibm.com
XSL Schema Processing Also Supported By:
Brian Lynn, Founder and CTO, Gem Soup LLC.
e-mail: brian.lynn@gemsoup.com
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.
Element adjustableDate is defined by the complex type AdjustableDate
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date that shall be subject to adjustment if it would otherwise
fall on a day that is not a business day in the specified
business centers, together with the convention for adjusting the
date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
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.
Element adjustableDates is defined by the complex type AdjustableDates
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if they
would otherwise fall on a day that is not a business day in the
specified business centers, together with the convention for
adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention.
Element adjustedFixingDate is defined by the simple type xsd:date
<xsd:element name="adjustedFixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is
observed. The date should already be adjusted for any applicable
business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but my be specified to allow the fee structure to also serve as a cashflow type component (all dates the the Cashflows type are adjusted payment dates).
Element adjustedPaymentDate is defined by the simple type xsd:date
<xsd:element name="adjustedPaymentDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted payment date. This date should already be adjusted
for any applicable business day convention. This component is not
intended for use in trade confirmation but my be specified to
allow the fee structure to also serve as a cashflow type
component (all dates the the Cashflows type are adjusted payment
dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element americanExercise is defined by the complex type AmericanExercise
<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The monetary quantity in currency units.
Element amount is defined by the simple type xsd:decimal
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The monetary quantity in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.
Element automaticExercise is defined by the complex type AutomaticExercise
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the
underlying swap, not previously exercised under the swaption will
be automatically exercised at the expriration time on the
expiration date if at such time the buyer is in-the-money,
provided that the difference between the settlement rate and the
fixed rate under the relevant underlying swap is not less than
the specified threshold rate. The term in-the-money is assumed to
have the meaning defining in the 2000 ISDA Definitions, Section
17.4 In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.
Element beneficiary is defined by the complex type Routing
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be
identified either by an account at the beneficiaryBank (qv) or by
explicit routingInformation. This element provides for the
latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Element beneficiaryBank is defined by the complex type Routing
<xsd:element name="beneficiaryBank" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds in
receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for a Bermudan style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element bermudaExercise is defined by the complex type BermudaExercise
<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermudan
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The dates the define the bermudan option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.
Element bermudaExerciseDates is defined by the complex type AdjustableOrRelativeDates
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the bermudan option exercise dates and the
expiration date. The last specified date is assumed to be the
expiration date. The dates can either be specified as a series of
explicit dates and associated adjustments or as a series of dates
defined relative to another schedule of dates, for example, the
calculation period start dates. Where a relative series of dates
are defined the first and last possible exercise dates can be
separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A code identifying a financial business center location. A list of business centers may be ordered in the document alphabetically based on business center code. An FpML document containing an unordered business center list is still regarded as a conformant document.
Inherited element(s): (This definition inherits the content defined by the type BusinessCenter)
<xsd:element name="businessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a financial business center location. A list
of business centers may be ordered in the document alphabetically
based on business center code. An FpML document containing an
unordered business center list is still regarded as a conformant
document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="BusinessCenter">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="businessCenterScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A container for a set of financial business centers. This set of business centers is used to determin whether a day is a business day or not.
Element businessCenters is defined by the complex type BusinessCenters
<xsd:element name="businessCenters" type="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container for a set of financial business centers. This set of
business centers is used to determin whether a day is a business
day or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
<xsd:element name="businessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business centers
defined elsewhere in the document. This set of business centers
is used to determine whether a particular day is a business day
or not.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
A range of contiguous business days.
Element businessDateRange is defined by the complex type BusinessDateRange
<xsd:element name="businessDateRange" type="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A range of contiguous business days.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Inherited element(s): (This definition inherits the content defined by the type BusinessDayConvention)
<xsd:element name="businessDayConvention">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall on
a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="BusinessDayConvention">
<xsd:attribute name="businessDayConventionScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The buyer of the option
Inherited element(s): (This definition inherits the content defined by the type PayerReceiver)
<xsd:element name="buyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiver">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="payerReceiverScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the buyer of the instrument.
<xsd:element name="buyerPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document. The party referenced is the buyer of the
instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Element calculationAgent is defined by the complex type CalculationAgent
<xsd:element name="calculationAgent" type="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent responsible for performing duties
associated with an optional early termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The ISDA Calculation Agent where the actual party responsible for performing the duties associated with an optional early termination provision will be determined at exercise. For example, the Calculation Agent may be defined as being the Non-exercising Party.
Inherited element(s): (This definition inherits the content defined by the type CalculationAgentParty)
<xsd:element name="calculationAgentParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent where the actual party responsible for
performing the duties associated with an optional early
termination provision will be determined at exercise. For
example, the Calculation Agent may be defined as being the
Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="CalculationAgentParty">
<xsd:attribute name="calculationAgentPartyScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint reponsibility.
<xsd:element name="calculationAgentPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document. The party referenced is the ISDA Calculation
Agent for the trade. If more than one party is referenced then
the parties are assumed to be co-calculation agents, i.e. they
have joint reponsibility.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Element calculationPeriodFrequency is defined by the complex type CalculationPeriodFrequency
<xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which calculation period end dates occur with
the regular part of the calculation period schedule and their
roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The city component of a postal address.
Element city is defined by the simple type xsd:string
<xsd:element name="city" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city component of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The first day of the exercise period for an American style option.
Element commencementDate is defined by the complex type AdjustableOrRelativeDate
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style
option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The definitions (such as those published by ISDA) published by ISDA that will define the terms of the trade.
Inherited element(s): (This definition inherits the content defined by the type ContractualDefinitions)
<xsd:element name="contractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) published by
ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ContractualDefinitions">
<xsd:attribute name="contractualDefinitionsScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Inherited element(s): (This definition inherits the content defined by the type ContractualSupplement)
<xsd:element name="contractualSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that
will apply to the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ContractualSupplement">
<xsd:attribute name="contractualSupplementScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Element correspondentInformation is defined by the complex type Routing
<xsd:element name="correspondentInformation" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank that
will make delivery of the funds on the paying bank's behalf in
the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The ISO 3166 standard code for the country within which the postal address is located.
Inherited element(s): (This definition inherits the content defined by the type Country)
<xsd:element name="country">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the
postal address is located.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Country">
<xsd:attribute name="countryScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Element creditSupportDocument is defined by the simple type xsd:string
<xsd:element name="creditSupportDocument" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern
collateral arrangement for all OTC derivatives transactions
between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The currency in which an amount is denominated.
Inherited element(s): (This definition inherits the content defined by the type Currency)
<xsd:element name="currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="currencyScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Element dateAdjustments is defined by the complex type BusinessDayAdjustments
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers used
for adjusting the date if it would otherwise fall on a day that
is not a business dat in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
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.
Inherited element(s): (This definition inherits the content defined by the type DateRelativeTo)
<xsd:element name="dateRelativeTo">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="DateRelativeTo">
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
<xsd:attribute name="dateRelativeToSchemeDefault" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.
Inherited element(s): (This definition inherits the content defined by the type DayType)
<xsd:element name="dayType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of an offset specified as a number of days, this
element defines whether consideration is given as to whether a
day is a good business day or not. If a day type of business days
is specified then non-business days are ignored when calculating
the offset. The financial business centers to use for
determination of business days are implied by the context in
which this element is used. This element must only be included
when the offset is specified as a number of days. If the offset
is zero days then the dayType element should not be included.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="DayType">
<xsd:attribute name="dayTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Element documentation is defined by the complex type Documentation
<xsd:element name="documentation" type="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the definitions that govern the document and should
include the year and type of definitions referenced, along with
any relevant documentation (such as master agreement) and the
date it was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermudan style option the commencement date to, and including, the expiration date , in the case of an American option.
Element earliestExerciseTime is defined by the complex type BusinessCenterTime
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be given by the
buyer to the seller (or seller's agent) i) on the expriation
date, in the case of a European style option, (ii) on each
bermuda option exercise date and the expiration date, in the case
of a Bermudan style option the commencement date to, and
including, the expiration date , in the case of an American
option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element europeanExercise is defined by the complex type EuropeanExercise
<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An placeholder for the actual option exercise definitions.
Element exercise is defined by the complex type Exercise
<xsd:element name="exercise" type="Exercise" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.
Element exerciseFee is defined by the complex type ExerciseFee
<xsd:element name="exerciseFee" type="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented as an
amount or a rate and notional reference on which to apply the
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
Element exerciseFeeSchedule is defined by the complex type ExerciseFeeSchedule
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be specified
as actual currency amounts or as percentages of the notional
amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Definition of the party to whom notice of exercise should be given.
Element exerciseNotice is defined by the complex type ExerciseNotice
<xsd:element name="exerciseNotice" type="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should be
given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the party to which notice of exercise should be given by the buyer.
<xsd:element name="exerciseNoticePartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document. The party referenced is the party to which
notice of exercise should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
A set of parameters defining procedures associated with the exercise.
Element exerciseProcedure is defined by the complex type ExerciseProcedure
<xsd:element name="exerciseProcedure" type="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of parameters defining procedures associated with the
exercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
Element expirationDate is defined by the complex type AdjustableOrRelativeDate
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style
option. For a European style option it is the only day within the
exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The latest time for exercise on expirationDate.
Element expirationTime is defined by the complex type BusinessCenterTime
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
Element fallbackExercise is defined by the simple type xsd:boolean
<xsd:element name="fallbackExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount of the
underlying swap, not previously exercised under the swaption,
will be automatically exercised at the expiration time on the
expiration date if at such time the buyer is in-the-money,
provided that the difference between the settlement rate and the
fixed rate under the relevant underlying swap is not less than
one tenth of a percentage point (0.10% or 0.001). The term
in-the-money is assumed to have the meaning defined in the 2000
ISDA Definitions, Section 17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The amount of fee to be paid on exercise. The fee currency is that of the referenced notional.
Element feeAmount is defined by the simple type xsd:decimal
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee currency is
that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced.
Element feeAmountSchedule is defined by the complex type AmountSchedule
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed as
currency amounts. The currency of the fee is assumed to be that
of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The date on which exercise fee(s) will be paid. It is specified as a relative date.
Element feePaymentDate is defined by the complex type RelativeDateOffset
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is specified
as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05.
Element feeRate is defined by the simple type xsd:decimal
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced notional. A
percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced.
Element feeRateSchedule is defined by the complex type Schedule
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed as
percentage rates of the notional being exercised. The currency of
the fee is assumed to be that of the notional schedule
referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
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.
Element fixingTime is defined by the complex type BusinessCenterTime
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be
observed. It is specified as a time in a specific business
center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Element followUpConfirmation is defined by the simple type xsd:boolean
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of exercise
(written or electronic) is required following telephonic notice
by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
TBA
Inherited element(s): (This definition inherits the content defined by the type GoverningLaw)
<xsd:element name="governingLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="GoverningLaw">
<xsd:attribute name="governingLawScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
<xsd:element name="hourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second component
must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:element>
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
Element informationSource is defined by the complex type InformationSource
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market rate
will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
Element initialValue is defined by the simple type xsd:decimal
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial rate
of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
Element integralMultipleAmount is defined by the simple type xsd:decimal
<xsd:element name="integralMultipleAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional that can
be exercised when partial exercise or multiple exercise is
applicable. The integral multiple amount defines a lower limit of
notional that can be exercised and also defines a unit multiple
of notional that can be exercised, i.e. only integer multiples of
this amount can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Element intermediaryInformation is defined by the complex type IntermediaryInformation
<xsd:element name="intermediaryInformation" type="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which payment
will be made by the correspondent bank to the ultimate
beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries. The assumed domain value set is an ascending sequence of integers starting from 1.
Element intermediarySequenceNumber is defined by the simple type xsd:integer
<xsd:element name="intermediarySequenceNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the current
intermediary in the chain of payment intermediaries. The assumed
domain value set is an ascending sequence of integers starting
from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
For a Bermudan or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
Element latestExerciseTime is defined by the complex type BusinessCenterTime
<xsd:element name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest time on an
exercise business day (excluding the expiration date) within the
exercise period that notice can be given by the buyer to the
seller or seller's agent. Notice of exercise given after this
time will be deemed to have been given on the next exercise
business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Element manualExercise is defined by the complex type ManualExercise
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by the buyer
to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Element masterAgreement is defined by the complex type MasterAgreement
<xsd:element name="masterAgreement" type="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern
all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The date on which the master agreement was signed.
Element masterAgreementDate is defined by the simple type xsd:date
<xsd:element name="masterAgreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Inherited element(s): (This definition inherits the content defined by the type MasterAgreementType)
<xsd:element name="masterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern
product-specific derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="MasterAgreementType">
<xsd:attribute name="masterAgreementTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Element masterConfirmation is defined by the complex type MasterConfirmation
<xsd:element name="masterConfirmation" type="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to govern
all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The date that an annex to the master confirmation was executed between the parties.
Element masterConfirmationAnnexDate is defined by the simple type xsd:date
<xsd:element name="masterConfirmationAnnexDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was executed
between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Element masterConfirmationDate is defined by the simple type xsd:date
<xsd:element name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and
intended to govern all relevant transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The type of master confirmation executed between the parties.
Element masterConfirmationType is defined by the simple type xsd:normalizedString
<xsd:element name="masterConfirmationType" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The date when the principal amount of a security becomes due and payable.
Element maturity is defined by the simple type xsd:date
<xsd:element name="maturity" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security becomes due and
payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The maximum notional amount that can be exercised on a given exercise date.
Element maximumNotionalAmount is defined by the simple type xsd:decimal
<xsd:element name="maximumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a given
exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
Element minimumNotionalAmount is defined by the simple type xsd:decimal
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a given
exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
Element multipleExercise is defined by the complex type MultipleExercise
<xsd:element name="multipleExercise" type="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple
Exercise, the buyer of the option has the right to exercise all
or less than all the unexercised notional amount of the
underlying swap on one or more days in the exercise period, but
on any such day may not exercise less than the minimum notional
amount or more that the maximum notional amount, and if an
integral multiple amount is specified, the notional amount
exercised must be equal to, or be an intergral multiple of, the
integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The notional amount.
Element notional is defined by the complex type Money
<xsd:element name="notional" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A pointer style reference to the associated notional schedule defined elsewhere in the document.
<xsd:element name="notionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period.
Element observationWeight is defined by the simple type xsd:positiveInteger
<xsd:element name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days weighting to be associated with the rate
observation, i.e. the number of days such rate is in effect. This
is applicable in the case of a weighted average method of
calculation where more than one reset date is established for a
single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05.
Element observedRate is defined by the simple type xsd:decimal
<xsd:element name="observedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment is
applied, e.g. before converting a rate quoted on a discount basis
to an equivalent yield. An observed rate of 5% would be
represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.
Element partialExercise is defined by the complex type PartialExercise
<xsd:element name="partialExercise" type="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3. Partial
Exercise, the buyer of the option has the right to exercise all
or less than all the notional amount of the underlying swap on
the expiration date, but may not exercise less than the minimum
notional amount, and if an integral multiple amount is specified,
the notional amount exercised must be equal to, or be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
<xsd:element name="partyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document. The party referenced has allocated the trade
identifier.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document.
<xsd:element name="payerPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
The currency amount of the payment.
Element paymentAmount is defined by the complex type Money
<xsd:element name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
Element paymentDate is defined by the complex type AdjustableDate
<xsd:element name="paymentDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in
accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
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.
Inherited element(s): (This definition inherits the content defined by the type PaymentType)
<xsd:element name="paymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment, e.g.
brokerage, upfront fee etc. FpML does not define domain values
for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PaymentType">
<xsd:attribute name="paymentTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A time period, e.g. a day, week, month, year or term of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
Inherited element(s): (This definition inherits the content defined by the type Period)
<xsd:element name="period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term of the
stream. If the periodMultiplier value is 0 (zero) then period
must contain the value D (day).
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Period">
<xsd:attribute name="periodScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. If the period value is T (Term) then periodMultiplier must contain the value 1.
Element periodMultiplier is defined by the simple type xsd:integer
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative value
can be used when specifying an offset relative to another date,
e.g. -2 days. If the period value is T (Term) then
periodMultiplier must contain the value 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
Element periodSkip is defined by the simple type xsd:positiveInteger
<xsd:element name="periodSkip" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule that are
between each date in the relative date schedule. Thus a skip of 2
would mean that dates are relative to every second date in the
referenced schedule. If present this should have a value greater
than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Element postalCode is defined by the simple type xsd:string
<xsd:element name="postalCode" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems, that is
allocated to a physical address by a national postal authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).
Element precision is defined by the simple type xsd:nonNegativeInteger
<xsd:element name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of decimal
places. Note how a percentage rate rounding of 5 decimal places
is expressed as a rounding precision of 7 in the FpML document
since the percentage is expressed as a decimal, e.g. 9.876543%
(or 0.09876543) being rounded to the nearest 5 decimal places is
9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An abstract element used as a place holder for the substituting product elements.
Element product is defined by the complex type Product
<xsd:element name="product" type="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting
product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
Inherited element(s): (This definition inherits the content defined by the type ProductId)
<xsd:element name="productId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier allocated by a party. FpML does
not define the domain values associated with this element. Note
that the domain values for this element are not strictly an
enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ProductId">
<xsd:attribute name="productIdScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A classification of the type of product. FpML does not define domain values for this element.
Inherited element(s): (This definition inherits the content defined by the type ProductType)
<xsd:element name="productType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML does not define
domain values for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ProductType">
<xsd:attribute name="productTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
Element rate is defined by the simple type xsd:decimal
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of a
deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.
<xsd:element name="rateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component defined as
part of a stub calculation period amount component. It is only
required when it is necessary to distinguish two rate
observations for the same fixing date which could occur when
linear interpolation of two different rates occurs for a stub
calculation period.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.
Inherited element(s): (This definition inherits the content defined by the type InformationProvider)
<xsd:element name="rateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For example
Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="InformationProvider">
<xsd:attribute name="informationProviderScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A specific page for the rate source for obtaining a market rate.
Inherited element(s): (This definition inherits the content defined by the type RateSourcePage)
<xsd:element name="rateSourcePage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RateSourcePage">
<xsd:attribute name="rateSourcePageScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The specific information source page for obtaining a market rate. For example, 3750 (Telerate), LIBO (Reuters) etc.
Element rateSourcePageHeading is defined by the simple type xsd:string
<xsd:element name="rateSourcePageHeading" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific information source page for obtaining a market rate.
For example, 3750 (Telerate), LIBO (Reuters) etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document.
<xsd:element name="receiverPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
An institution (party) identified by means of a coding scheme and an optional name.
Element referenceBank is defined by the complex type ReferenceBank
<xsd:element name="referenceBank" type="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identified by means of a coding scheme and
an optional name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An institution (party) identifier, e.g. a bank identifier code (BIC).
Inherited element(s): (This definition inherits the content defined by the type ReferenceBankId)
<xsd:element name="referenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier code
(BIC).
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ReferenceBankId">
<xsd:attribute name="referenceBankIdScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The name of the institution (party). A free format string. FpML does not define usage rules for the element.
Element referenceBankName is defined by the simple type xsd:string
<xsd:element name="referenceBankName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string. FpML
does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A date specified as some offset to another date (the anchor date).
Element relativeDate is defined by the complex type RelativeDateOffset
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified as some offset to another date (the anchor
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A series of dates specified as some offset to another series of dates (the anchor dates).
Element relativeDates is defined by the complex type RelativeDates
<xsd:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series of
dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The daye on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the effective date, in an extendible/cancelable provision it is the termination date).
Element relevantUnderlyingDate is defined by the complex type AdjustableOrRelativeDates
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an option. What
this date is depends on the option (e.g. in a swaption it is the
effective date, in an extendible/cancelable provision it is the
termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
Inherited element(s): (This definition inherits the content defined by the type RollConvention)
<xsd:element name="rollConvention">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular period start
date of a calculation period, determines each calculation period
end date within the regular part of a calculation period
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RollConvention">
<xsd:attribute name="rollConventionScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
Specifies the rounding direction.
Inherited element(s): (This definition inherits the content defined by the type RoundingDirection)
<xsd:element name="roundingDirection">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding direction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RoundingDirection">
<xsd:attribute name="roundingDirectionScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
An account number via which a payment can be routed.
Element routingAccountNumber is defined by the simple type xsd:string
<xsd:element name="routingAccountNumber" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A physical postal address via which a payment can be routed.
Element routingAddress is defined by the complex type Address
<xsd:element name="routingAddress" type="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
Element routingExplicitDetails is defined by the complex type RoutingExplicitDetails
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved in the
routing of a payment when the party does not have a code that
identifies it within one of the recognized payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A unique identifier for party that is a participant in a recognized payment system.
Inherited element(s): (This definition inherits the content defined by the type RoutingId)
<xsd:element name="routingId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a
recognized payment system.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RoutingId">
<xsd:attribute name="routingIdScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
Element routingIds is defined by the complex type RoutingIds
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying the
party within a payment system. The assumption is that each party
will not have more than one identifier within the same payment
system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
Element routingIdsAndExplicitDetails is defined by the complex type RoutingIdsAndExplicitDetails
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and details for
physical addressing for a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A real name that is used to identify a party involved in the routing of a payment.
Element routingName is defined by the simple type xsd:string
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
Element routingReferenceText is defined by the simple type xsd:string
<xsd:element name="routingReferenceText" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the identification of
a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates.
Element scheduleBounds is defined by the complex type DateRange
<xsd:element name="scheduleBounds" type="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be used to
restrict the range of values in a reference series of dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The party that has sold.
Inherited element(s): (This definition inherits the content defined by the type PayerReceiver)
<xsd:element name="seller">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiver">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="payerReceiverScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the seller of the instrument.
<xsd:element name="sellerPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined elsewhere
in the document. The party referenced is the seller of the
instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
Inherited element(s): (This definition inherits the content defined by the type Currency)
<xsd:element name="settlementCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable
forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="currencyScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The information required to settle a currency payment that results from a trade.
Element settlementInformation is defined by the complex type SettlementInformation
<xsd:element name="settlementInformation" type="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that
results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
Element settlementInstruction is defined by the complex type SettlementInstruction
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to be
made, when the payment is not netted and the route is other than
the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The mechanism by which settlement is to be made. The scheme of domain values will include standard mechanisms such as CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
Inherited element(s): (This definition inherits the content defined by the type SettlementMethod)
<xsd:element name="settlementMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme of
domain values will include standard mechanisms such as CLS,
Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="SettlementMethod">
<xsd:attribute name="settlementMethodScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries. Each split payment may need to have its own routing information.
Element splitSettlement is defined by the complex type SplitSettlement
<xsd:element name="splitSettlement" type="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a
currency payment settling a trade needs to be split between a
number of ultimate beneficiaries. Each split payment may need to
have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
One of the monetary amounts in a split settlement payment.
Element splitSettlementAmount is defined by the complex type Money
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An optional element used to describe how a trade will settle. This defines a scheme and is used for identifying trades that are identified as settling standard and/or flagged for settlement netting.
Inherited element(s): (This definition inherits the content defined by the type StandardSettlementStyle)
<xsd:element name="standardSettlementStyle">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will settle.
This defines a scheme and is used for identifying trades that are
identified as settling standard and/or flagged for settlement
netting.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="StandardSettlementStyle">
<xsd:attribute name="standardSettlementStyleScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The averaging period start date.
Element startDate is defined by the simple type xsd:date
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The averaging period start date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons.
Element state is defined by the simple type xsd:string
<xsd:element name="state" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some countries.
For example, US states, Canadian provinces, Swiss cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
Element step is defined by the complex type Step
<xsd:element name="step" type="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step date the
associated step value becomes effective A list of steps may be
ordered in the document by ascending step date. An FpML document
containing an unordered list of steps is still regarded as a
conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention.
Element stepDate is defined by the simple type xsd:date
<xsd:element name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes effective.
This day may be subject to adjustment in accordance with a
business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
Element stepValue is defined by the simple type xsd:decimal
<xsd:element name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the associated
stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The set of street and building number information that identifies a postal address within a city.
Element streetAddress is defined by the complex type StreetAddress
<xsd:element name="streetAddress" type="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that identifies
a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An individual line of street and building number information, forming part of a postal address.
Element streetLine is defined by the simple type xsd:string
<xsd:element name="streetLine" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number information,
forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The rate for a cap or floor.
Element strikeRate is defined by the simple type xsd:decimal
<xsd:element name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate for a cap or floor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A threshold rate. The threshold of 0.10% would be represented as 0.001
Element thresholdRate is defined by the simple type xsd:decimal
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be represented as
0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.
Element treatedRate is defined by the simple type xsd:decimal
<xsd:element name="treatedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is applied. A
treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A date subject to adjustment.
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
<xsd:element name="unadjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
The first date of a date range.
Element unadjustedFirstDate is defined by the simple type xsd:date
<xsd:element name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The last date of a date range.
Element unadjustedLastDate is defined by the simple type xsd:date
<xsd:element name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A type that represents a physical postal address.
streetAddress (zero or more occurances; of the type StreetAddress)
city (zero or one occurance; of the type xsd:string)
state (zero or one occurance; of the type xsd:string)
country (zero or one occurance; with locally defined content)
postalCode (zero or one occurance; of the type xsd:string)
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents a physical postal address.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="streetAddress" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="city" minOccurs="0"/>
<xsd:element ref="state" minOccurs="0"/>
<xsd:element ref="country" minOccurs="0"/>
<xsd:element ref="postalCode" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
unadjustedDate (exactly one occurance; with locally defined content)
dateAdjustments (exactly one occurance; of the type BusinessDayAdjustments)
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a date that shall be subject to adjustment if
it would otherwise fall on a day that is not a business day in
the specified business centers, together with the convention for
adjusting the date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="unadjustedDate"/>
<xsd:element ref="dateAdjustments"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
unadjustedDate (one or more occurances; with locally defined content)
dateAdjustments (exactly one occurance; of the type BusinessDayAdjustments)
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to
adjustment if they would otherwise fall on a day that is not a
business day in the specified business centers, together with the
convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="unadjustedDate" maxOccurs="unbounded"/>
<xsd:element ref="dateAdjustments"/>
</xsd:sequence>
</xsd:complexType>
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Either
adjustableDate (exactly one occurance; of the type AdjustableDate)
Or
relativeDate (exactly one occurance; of the type RelativeDateOffset)
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit
date together with applicable adjustments or as relative to some
other (anchor) date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="adjustableDate"/>
<xsd:element ref="relativeDate"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Either
adjustableDates (exactly one occurance; of the type AdjustableDates)
Or
relativeDates (exactly one occurance; of the type RelativeDates)
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as an
explicit list of dates together with applicable adjustments or as
relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="adjustableDates"/>
<xsd:element ref="relativeDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
commencementDate (exactly one occurance; of the type AdjustableOrRelativeDate)
expirationDate (exactly one occurance; of the type AdjustableOrRelativeDate)
relevantUnderlyingDate (exactly one occurance; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurance; of the type BusinessCenterTime)
latestExerciseTime (zero or one occurance; of the type BusinessCenterTime)
expirationTime (exactly one occurance; of the type BusinessCenterTime)
multipleExercise (zero or one occurance; of the type MultipleExercise)
exerciseFeeSchedule (zero or one occurance; of the type ExerciseFeeSchedule)
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date and
any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="commencementDate"/>
<xsd:element ref="expirationDate"/>
<xsd:element ref="relevantUnderlyingDate"/>
<xsd:element ref="earliestExerciseTime"/>
<xsd:element ref="latestExerciseTime" minOccurs="0"/>
<xsd:element ref="expirationTime"/>
<xsd:element ref="multipleExercise" minOccurs="0"/>
<xsd:element ref="exerciseFeeSchedule" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a currency amount or a currency amount schedule.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
currency (exactly one occurance; with locally defined content)
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element ref="currency"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
thresholdRate (exactly one occurance; of the type xsd:decimal)
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With automatic
exercise the option is deemed to have exercised if it is in the
money by more than the threshold amount on the exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="thresholdRate"/>
</xsd:sequence>
</xsd:complexType>
A type defining the bermudan option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
bermudaExerciseDates (exactly one occurance; of the type AdjustableOrRelativeDates)
relevantUnderlyingDate (exactly one occurance; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurance; of the type BusinessCenterTime)
latestExerciseTime (zero or one occurance; of the type BusinessCenterTime)
expirationTime (exactly one occurance; of the type BusinessCenterTime)
multipleExercise (zero or one occurance; of the type MultipleExercise)
exerciseFeeSchedule (zero or one occurance; of the type ExerciseFeeSchedule)
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the bermudan option exercise dates and the
expiration date together with any rules govenerning the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="bermudaExerciseDates"/>
<xsd:element ref="relevantUnderlyingDate"/>
<xsd:element ref="earliestExerciseTime"/>
<xsd:element ref="latestExerciseTime" minOccurs="0"/>
<xsd:element ref="expirationTime"/>
<xsd:element ref="multipleExercise" minOccurs="0"/>
<xsd:element ref="exerciseFeeSchedule" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining financial business centers used in determining whether a day is a business day or not.
businessCenter (one or more occurances; with locally defined content)
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining financial business centers used in
determining whether a day is a business day or not.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="businessCenter" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type for defining a time with respect to a business center location. For example, 11:00am London time.
hourMinuteTime (exactly one occurance; with locally defined content)
businessCenter (exactly one occurance; with locally defined content)
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business center
location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="hourMinuteTime"/>
<xsd:element ref="businessCenter"/>
</xsd:sequence>
</xsd:complexType>
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.
Inherited element(s): (This definition inherits the content defined by the type DateRange)
businessDayConvention (exactly one occurance; with locally defined content)
Either
businessCentersReference (exactly one occurance; with locally defined content)
Or
businessCenters (exactly one occurance; of the type BusinessCenters)
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining
an unadjusted first date, an unadjusted last date and a business
day convention and business centers for adjusting the first and
last dates if they would otherwise fall on a non business day in
the specified business centers. The days between the first and
last date must also be good business days in the specified
centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element ref="businessDayConvention"/>
<xsd:choice minOccurs="0">
<xsd:element ref="businessCentersReference"/>
<xsd:element ref="businessCenters"/>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
businessDayConvention (exactly one occurance; with locally defined content)
Either
businessCentersReference (exactly one occurance; with locally defined content)
Or
businessCenters (exactly one occurance; of the type BusinessCenters)
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial
business centers used for adjusting any relevant date if it would
otherwise fall on a day that is not a business day in the
specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="businessDayConvention"/>
<xsd:choice minOccurs="0">
<xsd:element ref="businessCentersReference"/>
<xsd:element ref="businessCenters"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
A type defining the ISDA calcuation agent responsible for performing duties as defined in the applicable product definitions.
Either
calculationAgentPartyReference (one or more occurances; with locally defined content)
Or
calculationAgentParty (exactly one occurance; with locally defined content)
businessCenter (zero or one occurance; with locally defined content)
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calcuation agent responsible for
performing duties as defined in the applicable product
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element ref="calculationAgentPartyReference" maxOccurs="unbounded"/>
<xsd:element ref="calculationAgentParty"/>
</xsd:choice>
<xsd:element ref="businessCenter" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Inherited element(s): (This definition inherits the content defined by the type Interval)
rollConvention (exactly one occurance; with locally defined content)
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end
dates occur within the regular part of the calculation period
schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element ref="rollConvention"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.
unadjustedFirstDate (exactly one occurance; of the type xsd:date)
unadjustedLastDate (exactly one occurance; of the type xsd:date)
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date
range is defined as all the dates between and including the first
and the last date. The first date must fall before the last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="unadjustedFirstDate"/>
<xsd:element ref="unadjustedLastDate"/>
</xsd:sequence>
</xsd:complexType>
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
masterAgreement (exactly one occurance; of the type MasterAgreement)
masterConfirmation (zero or one occurance; of the type MasterConfirmation)
contractualDefinitions (zero or more occurances; with locally defined content)
contractualSupplement (zero or more occurances; with locally defined content)
creditSupportDocument (zero or one occurance; of the type xsd:string)
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document
and should include the year and type of definitions referenced,
along with any relevant documentation (such as master agreement)
and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="masterAgreement"/>
<xsd:element ref="masterConfirmation" minOccurs="0"/>
<xsd:element ref="contractualDefinitions" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="contractualSupplement" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="creditSupportDocument" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
expirationDate (exactly one occurance; of the type AdjustableOrRelativeDate)
relevantUnderlyingDate (zero or one occurance; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurance; of the type BusinessCenterTime)
expirationTime (exactly one occurance; of the type BusinessCenterTime)
partialExercise (zero or one occurance; of the type PartialExercise)
exerciseFee (zero or one occurance; of the type ExerciseFee)
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date and
any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="expirationDate"/>
<xsd:element ref="relevantUnderlyingDate" minOccurs="0"/>
<xsd:element ref="earliestExerciseTime"/>
<xsd:element ref="expirationTime"/>
<xsd:element ref="partialExercise" minOccurs="0"/>
<xsd:element ref="exerciseFee" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
The abstract base class for all types which define way in which options may be exercised.
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which
options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
payerPartyReference (exactly one occurance; with locally defined content)
receiverPartyReference (exactly one occurance; with locally defined content)
notionalReference (exactly one occurance; with locally defined content)
Either
feeAmount (exactly one occurance; of the type xsd:decimal)
Or
feeRate (exactly one occurance; of the type xsd:decimal)
feePaymentDate (exactly one occurance; of the type RelativeDateOffset)
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This
fee may be defined as an amount or a percentage of the notional
exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="payerPartyReference"/>
<xsd:element ref="receiverPartyReference"/>
<xsd:element ref="notionalReference"/>
<xsd:choice>
<xsd:element ref="feeAmount"/>
<xsd:element ref="feeRate"/>
</xsd:choice>
<xsd:element ref="feePaymentDate"/>
</xsd:sequence>
</xsd:complexType>
A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
payerPartyReference (exactly one occurance; with locally defined content)
receiverPartyReference (exactly one occurance; with locally defined content)
notionalReference (exactly one occurance; with locally defined content)
Either
feeAmountSchedule (exactly one occurance; of the type AmountSchedule)
Or
feeRateSchedule (exactly one occurance; of the type Schedule)
feePaymentDate (exactly one occurance; of the type RelativeDateOffset)
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the
exercise of an option. This fee may be defined as an amount or a
percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="payerPartyReference"/>
<xsd:element ref="receiverPartyReference"/>
<xsd:element ref="notionalReference"/>
<xsd:choice>
<xsd:element ref="feeAmountSchedule"/>
<xsd:element ref="feeRateSchedule"/>
</xsd:choice>
<xsd:element ref="feePaymentDate"/>
</xsd:sequence>
</xsd:complexType>
A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.
partyReference (exactly one occurance; with locally defined content)
exerciseNoticePartyReference (zero or one occurance; with locally defined content)
businessCenter (exactly one occurance; with locally defined content)
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be
given. The partyReference refers to one of the principal parties
of the trade. If present the exerciseNoticePartyReference refers
to a party, other than the principal party, to whome notice
should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="partyReference"/>
<xsd:element ref="exerciseNoticePartyReference" minOccurs="0"/>
<xsd:element ref="businessCenter"/>
</xsd:sequence>
</xsd:complexType>
A type describing how notice of exercise should be given. This can be either manual or automatic.
Either
manualExercise (exactly one occurance; of the type ManualExercise)
Or
automaticExercise (exactly one occurance; of the type AutomaticExercise)
followUpConfirmation (exactly one occurance; of the type xsd:boolean)
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This
can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element ref="manualExercise"/>
<xsd:element ref="automaticExercise"/>
</xsd:choice>
<xsd:element ref="followUpConfirmation"/>
</xsd:sequence>
</xsd:complexType>
A type defining the source and time for an fx rate.
informationSource (exactly one occurance; of the type InformationSource)
fixingTime (exactly one occurance; of the type BusinessCenterTime)
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="informationSource"/>
<xsd:element ref="fixingTime"/>
</xsd:sequence>
</xsd:complexType>
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
rateSource (exactly one occurance; with locally defined content)
rateSourcePage (zero or one occurance; with locally defined content)
rateSourcePageHeading (zero or one occurance; of the type xsd:string)
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a
rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="rateSource"/>
<xsd:element ref="rateSourcePage" minOccurs="0"/>
<xsd:element ref="rateSourcePageHeading" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Either
routingIds (exactly one occurance; of the type RoutingIds)
Or
routingExplicitDetails (exactly one occurance; of the type RoutingExplicitDetails)
Or
routingIdsAndExplicitDetails (exactly one occurance; of the type RoutingIdsAndExplicitDetails)
intermediarySequenceNumber (exactly one occurance; of the type xsd:integer)
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an intermediary
through which payment will be made by the correspondent bank to
the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element ref="routingIds"/>
<xsd:element ref="routingExplicitDetails"/>
<xsd:element ref="routingIdsAndExplicitDetails"/>
</xsd:choice>
<xsd:element ref="intermediarySequenceNumber"/>
</xsd:sequence>
</xsd:complexType>
A type defining a time interval or offset, e.g. one day, three months. Used for specifying frequencies at which events occur, the tenor of a floating rate or an offset relative to another date.
periodMultiplier (exactly one occurance; of the type xsd:integer)
period (exactly one occurance; with locally defined content)
<xsd:complexType name="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time interval or offset, e.g. one day, three
months. Used for specifying frequencies at which events occur,
the tenor of a floating rate or an offset relative to another
date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="periodMultiplier"/>
<xsd:element ref="period"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
exerciseNotice (zero or one occurance; of the type ExerciseNotice)
fallbackExercise (zero or one occurance; of the type xsd:boolean)
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer
counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="exerciseNotice" minOccurs="0"/>
<xsd:element ref="fallbackExercise" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
masterAgreementType (exactly one occurance; with locally defined content)
masterAgreementDate (zero or one occurance; of the type xsd:date)
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the parties
and intended to govern all OTC derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="masterAgreementType"/>
<xsd:element ref="masterAgreementDate" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
An entity for defining the master confirmation agreement executed between the parties.
masterConfirmationType (exactly one occurance; of the type xsd:normalizedString)
masterConfirmationDate (exactly one occurance; of the type xsd:date)
masterConfirmationAnnexDate (zero or one occurance; of the type xsd:date)
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement executed
between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="masterConfirmationType"/>
<xsd:element ref="masterConfirmationDate"/>
<xsd:element ref="masterConfirmationAnnexDate" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type defining a currency amount.
currency (exactly one occurance; with locally defined content)
amount (exactly one occurance; of the type xsd:decimal)
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="currency"/>
<xsd:element ref="amount"/>
</xsd:sequence>
</xsd:complexType>
A type definint multiple exercise. As defining in the 200 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.
Inherited element(s): (This definition inherits the content defined by the type PartialExercise)
maximumNotionalAmount (zero or one occurance; of the type xsd:decimal)
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type definint multiple exercise. As defining in the 200 ISDA
Definitions, Section 12.4. Multiple Exercise, the buyer of the
option has the right to exercise all or less than all the
unexercised notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may not exercise
less than the minimum notional amount or more than the maximum
notional amount, and if an integral multiple amount is specified,
the notional exercised must be equal to or, be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PartialExercise">
<xsd:sequence>
<xsd:element ref="maximumNotionalAmount" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business day offsets.
Inherited element(s): (This definition inherits the content defined by the type Interval)
dayType (zero or one occurance; with locally defined content)
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date relative
to a reference date. Currently, the only offsets defined are
expected to be expressed as either calendar or business day
offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element ref="dayType" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
notionalReference (one or more occurances; with locally defined content)
integralMultipleAmount (zero or one occurance; of the type xsd:decimal)
minimumNotionalAmount (exactly one occurance; of the type xsd:decimal)
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA
Definitions, Section 12.3 Partial Exercise, the buyer of the
option may exercise all or less than all the notional amount of
the underlying swap but may not be less than the minimum notional
amount (if specified) and must be an integral multiple of the
integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="notionalReference" maxOccurs="unbounded"/>
<xsd:element ref="integralMultipleAmount" minOccurs="0"/>
<xsd:element ref="minimumNotionalAmount"/>
</xsd:sequence>
</xsd:complexType>
A type for defining payments
payerPartyReference (exactly one occurance; with locally defined content)
receiverPartyReference (exactly one occurance; with locally defined content)
paymentAmount (exactly one occurance; of the type Money)
paymentDate (zero or one occurance; of the type AdjustableDate)
adjustedPaymentDate (zero or one occurance; of the type xsd:date)
paymentType (zero or one occurance; with locally defined content)
settlementInformation (zero or one occurance; of the type SettlementInformation)
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="payerPartyReference"/>
<xsd:element ref="receiverPartyReference"/>
<xsd:element ref="paymentAmount"/>
<xsd:element ref="paymentDate" minOccurs="0"/>
<xsd:element ref="adjustedPaymentDate" minOccurs="0"/>
<xsd:element ref="paymentType" minOccurs="0"/>
<xsd:element ref="settlementInformation" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
The base type which all FpML products extend.
productType (zero or one occurance; with locally defined content)
productId (zero or more occurances; with locally defined content)
<xsd:complexType name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all FpML products extend.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="productType" minOccurs="0"/>
<xsd:element ref="productId" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.
adjustedFixingDate (exactly one occurance; of the type xsd:date)
observedRate (zero or one occurance; of the type xsd:decimal)
treatedRate (zero or one occurance; of the type xsd:decimal)
observationWeight (exactly one occurance; of the type xsd:positiveInteger)
rateReference (zero or one occurance; with locally defined content)
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual
observation or fixing. This type forms part of the cashflow
representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="adjustedFixingDate"/>
<xsd:element ref="observedRate" minOccurs="0"/>
<xsd:element ref="treatedRate" minOccurs="0"/>
<xsd:element ref="observationWeight"/>
<xsd:element ref="rateReference" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
referenceBankId (exactly one occurance; with locally defined content)
referenceBankName (zero or one occurance; of the type xsd:string)
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means of
a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="referenceBankId"/>
<xsd:element ref="referenceBankName" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date my simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods(days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
Inherited element(s): (This definition inherits the content defined by the type Offset)
businessDayConvention (exactly one occurance; with locally defined content)
Either
businessCentersReference (exactly one occurance; with locally defined content)
Or
businessCenters (exactly one occurance; of the type BusinessCenters)
dateRelativeTo (exactly one occurance; with locally defined content)
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date). If the anchor date is itself an adjustable date then the
offset is assumed to be calculated from the adjusted anchor date.
A number of different scenarios can be supported, namely; 1) the
derived date my simply be a number of calendar periods (days,
weeks, months or years) preceding or following the anchor date;
2) the unadjusted derived date may be a number of calendar
periods(days, weeks, months or years) preceding or following the
anchor date with the resulting unadjusted derived date subject to
adjustment in accordance with a specified business day
convention, i.e. the derived date must fall on a good business
day; 3) the derived date may be a number of business days
preceding or following the anchor date. Note that the
businessDayConvention specifies any required adjustment to the
unadjusted derived date. A negative or positive value in the
periodMultiplier indicates whether the unadjusted derived
precedes or follows the anchor date. The businessDayConvention
should contain a value NONE if the day type element contains a
value of Business (since specifying a negative or positive
business days offset would already guarantee that the derived
date would fall on a good business day in the specified business
centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element ref="businessDayConvention"/>
<xsd:choice minOccurs="0">
<xsd:element ref="businessCentersReference"/>
<xsd:element ref="businessCenters"/>
</xsd:choice>
<xsd:element ref="dateRelativeTo"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing a set of dates defined as relative to another set of dates.
Inherited element(s): (This definition inherits the content defined by the type RelativeDateOffset)
periodSkip (zero or one occurance; of the type xsd:positiveInteger)
scheduleBounds (zero or one occurance; of the type DateRange)
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another
set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element ref="periodSkip" minOccurs="0"/>
<xsd:element ref="scheduleBounds" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a rounding direction and precision to be used in the rounding of a rate.
roundingDirection (exactly one occurance; with locally defined content)
precision (exactly one occurance; of the type xsd:nonNegativeInteger)
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used in
the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="roundingDirection"/>
<xsd:element ref="precision"/>
</xsd:sequence>
</xsd:complexType>
A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.
Either
routingIds (exactly one occurance; of the type RoutingIds)
Or
routingExplicitDetails (exactly one occurance; of the type RoutingExplicitDetails)
Or
routingIdsAndExplicitDetails (exactly one occurance; of the type RoutingIdsAndExplicitDetails)
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a
party involved in the routing of a payment. The identification
may use payment system identifiers only; actual name, address and
other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="routingIds"/>
<xsd:element ref="routingExplicitDetails"/>
<xsd:element ref="routingIdsAndExplicitDetails"/>
</xsd:choice>
</xsd:complexType>
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
routingName (exactly one occurance; of the type xsd:string)
routingAddress (zero or one occurance; of the type Address)
routingAccountNumber (zero or one occurance; of the type xsd:string)
routingReferenceText (zero or more occurances; of the type xsd:string)
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual
information for the purposes of identifying a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="routingName"/>
<xsd:element ref="routingAddress" minOccurs="0"/>
<xsd:element ref="routingAccountNumber" minOccurs="0"/>
<xsd:element ref="routingReferenceText" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.
routingId (one or more occurances; with locally defined content)
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the
routing of a payment by means of one or more standard
identification codes. For example, both a SWIFT BIC code and a
national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="routingId" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
routingIds (one or more occurances; of the type RoutingIds)
routingName (exactly one occurance; of the type xsd:string)
routingAddress (zero or one occurance; of the type Address)
routingAccountNumber (zero or one occurance; of the type xsd:string)
routingReferenceText (zero or more occurances; of the type xsd:string)
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system
identification codes with physical postal address details, for
the purposes of identifying a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="routingIds" maxOccurs="unbounded"/>
<xsd:element ref="routingName"/>
<xsd:element ref="routingAddress" minOccurs="0"/>
<xsd:element ref="routingAccountNumber" minOccurs="0"/>
<xsd:element ref="routingReferenceText" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
initialValue (exactly one occurance; of the type xsd:decimal)
step (zero or more occurances; of the type Step)
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an
initial value and then a series of step date and value pairs. On
each step date the rate or amount changes to the new step value.
The series of step date and value pairs are optional. If not
specified, this implies that the initial value remains unchanged
over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="initialValue"/>
<xsd:element ref="step" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
Either
standardSettlementStyle (exactly one occurance; with locally defined content)
Or
settlementInstruction (exactly one occurance; of the type SettlementInstruction)
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a
potential currency payment resulting from a trade: by means of a
standard settlement instruction, by netting it out with other
payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="standardSettlementStyle"/>
<xsd:element ref="settlementInstruction"/>
</xsd:choice>
</xsd:complexType>
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
settlementMethod (zero or one occurance; with locally defined content)
correspondentInformation (zero or one occurance; of the type Routing)
intermediaryInformation (zero or more occurances; of the type IntermediaryInformation)
beneficiaryBank (zero or one occurance; of the type Routing)
beneficiary (exactly one occurance; of the type Routing)
splitSettlement (zero or more occurances; of the type SplitSettlement)
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a currency
payment, including the settlement method to be used, the
correspondent bank, any intermediary banks and the ultimate
beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="settlementMethod" minOccurs="0"/>
<xsd:element ref="correspondentInformation" minOccurs="0"/>
<xsd:element ref="intermediaryInformation" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="beneficiaryBank" minOccurs="0"/>
<xsd:element ref="beneficiary"/>
<xsd:element ref="splitSettlement" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
TBA
Inherited element(s): (This definition inherits the content defined by the type Exercise)
commencementDate (exactly one occurance; of the type AdjustableOrRelativeDate)
expirationDate (exactly one occurance; of the type AdjustableOrRelativeDate)
latestExerciseTime (zero or one occurance; of the type BusinessCenterTime)
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="commencementDate"/>
<xsd:element ref="expirationDate"/>
<xsd:element ref="latestExerciseTime" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
splitSettlementAmount (exactly one occurance; of the type Money)
beneficiaryBank (zero or one occurance; of the type Routing)
beneficiary (exactly one occurance; of the type Routing)
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount
into a number of split settlements, each requiring its own
settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="splitSettlementAmount"/>
<xsd:element ref="beneficiaryBank" minOccurs="0"/>
<xsd:element ref="beneficiary"/>
</xsd:sequence>
</xsd:complexType>
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
stepDate (exactly one occurance; of the type xsd:date)
stepValue (exactly one occurance; of the type xsd:decimal)
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step
definitions are used to define varying rate or amount schedules,
e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="stepDate"/>
<xsd:element ref="stepValue"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type that describes the set of street and building number information that identifies a postal address within a city.
streetLine (one or more occurances; of the type xsd:string)
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number
information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="streetLine" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
A type describing a single cap or floor rate.
strikeRate (exactly one occurance; of the type xsd:decimal)
buyer (zero or one occurance; with locally defined content)
seller (zero or one occurance; with locally defined content)
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a single cap or floor rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="strikeRate"/>
<xsd:element ref="buyer" minOccurs="0"/>
<xsd:element ref="seller" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>
A type describing a schedule of cap or floor rates.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
buyer (zero or one occurance; with locally defined content)
seller (zero or one occurance; with locally defined content)
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element ref="buyer" minOccurs="0"/>
<xsd:element ref="seller" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="BusinessCenter"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="BusinessDayConvention"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="CalculationAgentParty"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="ContractualDefinitions"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="ContractualSupplement"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="Country"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="Currency"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="DateRelativeTo"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="DayType"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="GoverningLaw"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="InformationProvider"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="MasterAgreementType"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="PayerReceiver"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="PaymentType"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="Period"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="ProductId"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="ProductType"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="RateSourcePage"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="ReferenceBankId"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="RollConvention"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="RoundingDirection"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="RoutingId"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="SettlementMethod"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
Inherited element(s): (This definition restricts the content defined by the type xsd:string)
<xsd:simpleType name="StandardSettlementStyle"> <xsd:restriction base="xsd:string"/> </xsd:simpleType>
<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining financial business centers used in
determining whether a day is a business day or not.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="businessCenter" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining
an unadjusted first date, an unadjusted last date and a
business day convention and business centers for adjusting the
first and last dates if they would otherwise fall on a non
business day in the specified business centers. The days
between the first and last date must also be good business days
in the specified centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element ref="businessDayConvention"/>
<xsd:choice minOccurs="0">
<xsd:element ref="businessCentersReference"/>
<xsd:element ref="businessCenters"/>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial
business centers used for adjusting any relevant date if it
would otherwise fall on a day that is not a business day in the
specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="businessDayConvention"/>
<xsd:choice minOccurs="0">
<xsd:element ref="businessCentersReference"/>
<xsd:element ref="businessCenters"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calcuation agent responsible for
performing duties as defined in the applicable product
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element ref="calculationAgentPartyReference" maxOccurs="unbounded"/>
<xsd:element ref="calculationAgentParty"/>
</xsd:choice>
<xsd:element ref="businessCenter" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end
dates occur within the regular part of the calculation period
schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element ref="rollConvention"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date
range is defined as all the dates between and including the
first and the last date. The first date must fall before the
last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="unadjustedFirstDate"/>
<xsd:element ref="unadjustedLastDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document
and should include the year and type of definitions referenced,
along with any relevant documentation (such as master
agreement) and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="masterAgreement"/>
<xsd:element ref="masterConfirmation" minOccurs="0"/>
<xsd:element ref="contractualDefinitions" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="contractualSupplement" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="creditSupportDocument" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date
and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="expirationDate"/>
<xsd:element ref="relevantUnderlyingDate" minOccurs="0"/>
<xsd:element ref="earliestExerciseTime"/>
<xsd:element ref="expirationTime"/>
<xsd:element ref="partialExercise" minOccurs="0"/>
<xsd:element ref="exerciseFee" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which
options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This
fee may be defined as an amount or a percentage of the notional
exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="payerPartyReference"/>
<xsd:element ref="receiverPartyReference"/>
<xsd:element ref="notionalReference"/>
<xsd:choice>
<xsd:element ref="feeAmount"/>
<xsd:element ref="feeRate"/>
</xsd:choice>
<xsd:element ref="feePaymentDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the
exercise of an option. This fee may be defined as an amount or
a percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="payerPartyReference"/>
<xsd:element ref="receiverPartyReference"/>
<xsd:element ref="notionalReference"/>
<xsd:choice>
<xsd:element ref="feeAmountSchedule"/>
<xsd:element ref="feeRateSchedule"/>
</xsd:choice>
<xsd:element ref="feePaymentDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be
given. The partyReference refers to one of the principal
parties of the trade. If present the
exerciseNoticePartyReference refers to a party, other than the
principal party, to whome notice should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="partyReference"/>
<xsd:element ref="exerciseNoticePartyReference" minOccurs="0"/>
<xsd:element ref="businessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This
can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element ref="manualExercise"/>
<xsd:element ref="automaticExercise"/>
</xsd:choice>
<xsd:element ref="followUpConfirmation"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="informationSource"/>
<xsd:element ref="fixingTime"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a
rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="rateSource"/>
<xsd:element ref="rateSourcePage" minOccurs="0"/>
<xsd:element ref="rateSourcePageHeading" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time interval or offset, e.g. one day, three
months. Used for specifying frequencies at which events occur,
the tenor of a floating rate or an offset relative to another
date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="periodMultiplier"/>
<xsd:element ref="period"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer
counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="exerciseNotice" minOccurs="0"/>
<xsd:element ref="fallbackExercise" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the
parties and intended to govern all OTC derivatives transactions
between those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="masterAgreementType"/>
<xsd:element ref="masterAgreementDate" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement
executed between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="masterConfirmationType"/>
<xsd:element ref="masterConfirmationDate"/>
<xsd:element ref="masterConfirmationAnnexDate" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="currency"/>
<xsd:element ref="amount"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type definint multiple exercise. As defining in the 200 ISDA
Definitions, Section 12.4. Multiple Exercise, the buyer of the
option has the right to exercise all or less than all the
unexercised notional amount of the underlying swap on one or
more days in the exercise period, but on any such day may not
exercise less than the minimum notional amount or more than the
maximum notional amount, and if an integral multiple amount is
specified, the notional exercised must be equal to or, be an
integral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PartialExercise">
<xsd:sequence>
<xsd:element ref="maximumNotionalAmount" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date
relative to a reference date. Currently, the only offsets
defined are expected to be expressed as either calendar or
business day offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element ref="dayType" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA
Definitions, Section 12.3 Partial Exercise, the buyer of the
option may exercise all or less than all the notional amount of
the underlying swap but may not be less than the minimum
notional amount (if specified) and must be an integral multiple
of the integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="notionalReference" maxOccurs="unbounded"/>
<xsd:element ref="integralMultipleAmount" minOccurs="0"/>
<xsd:element ref="minimumNotionalAmount"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="payerPartyReference"/>
<xsd:element ref="receiverPartyReference"/>
<xsd:element ref="paymentAmount"/>
<xsd:element ref="paymentDate" minOccurs="0"/>
<xsd:element ref="adjustedPaymentDate" minOccurs="0"/>
<xsd:element ref="paymentType" minOccurs="0"/>
<xsd:element ref="settlementInformation" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all FpML products extend.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="productType" minOccurs="0"/>
<xsd:element ref="productId" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual
observation or fixing. This type forms part of the cashflow
representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="adjustedFixingDate"/>
<xsd:element ref="observedRate" minOccurs="0"/>
<xsd:element ref="treatedRate" minOccurs="0"/>
<xsd:element ref="observationWeight"/>
<xsd:element ref="rateReference" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means
of a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="referenceBankId"/>
<xsd:element ref="referenceBankName" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another
set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element ref="periodSkip" minOccurs="0"/>
<xsd:element ref="scheduleBounds" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date). If the anchor date is itself an adjustable date then the
offset is assumed to be calculated from the adjusted anchor
date. A number of different scenarios can be supported, namely;
1) the derived date my simply be a number of calendar periods
(days, weeks, months or years) preceding or following the
anchor date; 2) the unadjusted derived date may be a number of
calendar periods(days, weeks, months or years) preceding or
following the anchor date with the resulting unadjusted derived
date subject to adjustment in accordance with a specified
business day convention, i.e. the derived date must fall on a
good business day; 3) the derived date may be a number of
business days preceding or following the anchor date. Note that
the businessDayConvention specifies any required adjustment to
the unadjusted derived date. A negative or positive value in
the periodMultiplier indicates whether the unadjusted derived
precedes or follows the anchor date. The businessDayConvention
should contain a value NONE if the day type element contains a
value of Business (since specifying a negative or positive
business days offset would already guarantee that the derived
date would fall on a good business day in the specified
business centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element ref="businessDayConvention"/>
<xsd:choice minOccurs="0">
<xsd:element ref="businessCentersReference"/>
<xsd:element ref="businessCenters"/>
</xsd:choice>
<xsd:element ref="dateRelativeTo"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used
in the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="roundingDirection"/>
<xsd:element ref="precision"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an
initial value and then a series of step date and value pairs.
On each step date the rate or amount changes to the new step
value. The series of step date and value pairs are optional. If
not specified, this implies that the initial value remains
unchanged over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="initialValue"/>
<xsd:element ref="step" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="commencementDate"/>
<xsd:element ref="expirationDate"/>
<xsd:element ref="latestExerciseTime" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step
definitions are used to define varying rate or amount
schedules, e.g. a notional amortization or a step-up coupon
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="stepDate"/>
<xsd:element ref="stepValue"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a single cap or floor rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="strikeRate"/>
<xsd:element ref="buyer" minOccurs="0"/>
<xsd:element ref="seller" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" use="required" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element ref="buyer" minOccurs="0"/>
<xsd:element ref="seller" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date that shall be subject to adjustment if it would
otherwise fall on a day that is not a business day in the
specified business centers, together with the convention for
adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if they
would otherwise fall on a day that is not a business day in the
specified business centers, together with the convention for
adjusting the date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedFixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is
observed. The date should already be adjusted for any
applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedPaymentDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted payment date. This date should already be adjusted
for any applicable business day convention. This component is
not intended for use in trade confirmation but my be specified
to allow the fee structure to also serve as a cashflow type
component (all dates the the Cashflows type are adjusted
payment dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The monetary quantity in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the
underlying swap, not previously exercised under the swaption
will be automatically exercised at the expriration time on the
expiration date if at such time the buyer is in-the-money,
provided that the difference between the settlement rate and
the fixed rate under the relevant underlying swap is not less
than the specified threshold rate. The term in-the-money is
assumed to have the meaning defining in the 2000 ISDA
Definitions, Section 17.4 In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermudan
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the bermudan option exercise dates and the
expiration date. The last specified date is assumed to be the
expiration date. The dates can either be specified as a series
of explicit dates and associated adjustments or as a series of
dates defined relative to another schedule of dates, for
example, the calculation period start dates. Where a relative
series of dates are defined the first and last possible
exercise dates can be separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a financial business center location. A list
of business centers may be ordered in the document
alphabetically based on business center code. An FpML document
containing an unordered business center list is still regarded
as a conformant document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="BusinessCenter">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="businessCenterScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="businessCenters" type="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container for a set of financial business centers. This set
of business centers is used to determin whether a day is a
business day or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business
centers defined elsewhere in the document. This set of business
centers is used to determine whether a particular day is a
business day or not.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="businessDayConvention">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall
on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="BusinessDayConvention">
<xsd:attribute name="businessDayConventionScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="businessDateRange" type="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A range of contiguous business days.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="buyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiver">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="payerReceiverScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="buyerPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the buyer of
the instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="calculationAgent" type="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent responsible for performing duties
associated with an optional early termination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgentParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent where the actual party responsible
for performing the duties associated with an optional early
termination provision will be determined at exercise. For
example, the Calculation Agent may be defined as being the
Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="CalculationAgentParty">
<xsd:attribute name="calculationAgentPartyScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="calculationAgentPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the ISDA
Calculation Agent for the trade. If more than one party is
referenced then the parties are assumed to be co-calculation
agents, i.e. they have joint reponsibility.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which calculation period end dates occur with
the regular part of the calculation period schedule and their
roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style
option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualDefinitions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) published by
ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ContractualDefinitions">
<xsd:attribute name="contractualDefinitionsScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="contractualSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA) that
will apply to the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ContractualSupplement">
<xsd:attribute name="contractualSupplementScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="creditSupportDocument" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern collateral arrangement for all OTC derivatives
transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="currencyScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers used
for adjusting the date if it would otherwise fall on a day that
is not a business dat in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateRelativeTo">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="DateRelativeTo">
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
<xsd:attribute name="dateRelativeToSchemeDefault" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="dayType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of an offset specified as a number of days, this
element defines whether consideration is given as to whether a
day is a good business day or not. If a day type of business
days is specified then non-business days are ignored when
calculating the offset. The financial business centers to use
for determination of business days are implied by the context
in which this element is used. This element must only be
included when the offset is specified as a number of days. If
the offset is zero days then the dayType element should not be
included.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="DayType">
<xsd:attribute name="dayTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="documentation" type="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the definitions that govern the document and should
include the year and type of definitions referenced, along with
any relevant documentation (such as master agreement) and the
date it was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be given by
the buyer to the seller (or seller's agent) i) on the
expriation date, in the case of a European style option, (ii)
on each bermuda option exercise date and the expiration date,
in the case of a Bermudan style option the commencement date
to, and including, the expiration date , in the case of an
American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exercise" type="Exercise" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFee" type="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented as an
amount or a rate and notional reference on which to apply the
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be specified
as actual currency amounts or as percentages of the notional
amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseNotice" type="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should be
given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseNoticePartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the party to
which notice of exercise should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="exerciseProcedure" type="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of parameters defining procedures associated with the
exercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style
option. For a European style option it is the only day within
the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount of
the underlying swap, not previously exercised under the
swaption, will be automatically exercised at the expiration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than one tenth of a percentage
point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions, Section
17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee currency is
that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed as
currency amounts. The currency of the fee is assumed to be that
of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is specified
as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced notional.
A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed as
percentage rates of the notional being exercised. The currency
of the fee is assumed to be that of the notional schedule
referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be
observed. It is specified as a time in a specific business
center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of exercise
(written or electronic) is required following telephonic notice
by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="governingLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="GoverningLaw">
<xsd:attribute name="governingLawScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="hourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second component
must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
</xsd:element>
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market
rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial rate
of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="integralMultipleAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional that
can be exercised when partial exercise or multiple exercise is
applicable. The integral multiple amount defines a lower limit
of notional that can be exercised and also defines a unit
multiple of notional that can be exercised, i.e. only integer
multiples of this amount can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermudan or American style option, the latest time on an
exercise business day (excluding the expiration date) within
the exercise period that notice can be given by the buyer to
the seller or seller's agent. Notice of exercise given after
this time will be deemed to have been given on the next
exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by the
buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreement" type="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern product-specific derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="MasterAgreementType">
<xsd:attribute name="masterAgreementTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="masterConfirmation" type="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationAnnexDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was executed
between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and
intended to govern all relevant transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationType" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security becomes due
and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maximumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a given
exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a given
exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple
Exercise, the buyer of the option has the right to exercise all
or less than all the unexercised notional amount of the
underlying swap on one or more days in the exercise period, but
on any such day may not exercise less than the minimum notional
amount or more that the maximum notional amount, and if an
integral multiple amount is specified, the notional amount
exercised must be equal to, or be an intergral multiple of, the
integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="observedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment is
applied, e.g. before converting a rate quoted on a discount
basis to an equivalent yield. An observed rate of 5% would be
represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days weighting to be associated with the rate
observation, i.e. the number of days such rate is in effect.
This is applicable in the case of a weighted average method of
calculation where more than one reset date is established for a
single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partialExercise" type="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3. Partial
Exercise, the buyer of the option has the right to exercise all
or less than all the notional amount of the underlying swap on
the expiration date, but may not exercise less than the minimum
notional amount, and if an integral multiple amount is
specified, the notional amount exercised must be equal to, or
be an integral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced has allocated
the trade identifier.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in
accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment, e.g.
brokerage, upfront fee etc. FpML does not define domain values
for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PaymentType">
<xsd:attribute name="paymentTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="payerPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term of the
stream. If the periodMultiplier value is 0 (zero) then period
must contain the value D (day).
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Period">
<xsd:attribute name="periodScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative value
can be used when specifying an offset relative to another date,
e.g. -2 days. If the period value is T (Term) then
periodMultiplier must contain the value 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodSkip" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule that are
between each date in the relative date schedule. Thus a skip of
2 would mean that dates are relative to every second date in
the referenced schedule. If present this should have a value
greater than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of
decimal places. Note how a percentage rate rounding of 5
decimal places is expressed as a rounding precision of 7 in the
FpML document since the percentage is expressed as a decimal,
e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5
decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="product" type="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting
product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="productId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier allocated by a party. FpML does
not define the domain values associated with this element. Note
that the domain values for this element are not strictly an
enumerated list.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ProductId">
<xsd:attribute name="productIdScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="productType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML does not define
domain values for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ProductType">
<xsd:attribute name="productTypeScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of a
deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component defined
as part of a stub calculation period amount component. It is
only required when it is necessary to distinguish two rate
observations for the same fixing date which could occur when
linear interpolation of two different rates occurs for a stub
calculation period.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="rateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For example
Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="InformationProvider">
<xsd:attribute name="informationProviderScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="rateSourcePage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market
rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RateSourcePage">
<xsd:attribute name="rateSourcePageScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="rateSourcePageHeading" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific information source page for obtaining a market
rate. For example, 3750 (Telerate), LIBO (Reuters) etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="receiverPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="referenceBank" type="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identified by means of a coding scheme
and an optional name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier code
(BIC).
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="ReferenceBankId">
<xsd:attribute name="referenceBankIdScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="referenceBankName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string. FpML
does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified as some offset to another date (the anchor
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series of
dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an option.
What this date is depends on the option (e.g. in a swaption it
is the effective date, in an extendible/cancelable provision it
is the termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rollConvention">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular period
start date of a calculation period, determines each calculation
period end date within the regular part of a calculation period
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RollConvention">
<xsd:attribute name="rollConventionScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="roundingDirection">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding direction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RoundingDirection">
<xsd:attribute name="roundingDirectionScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="scheduleBounds" type="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be used to
restrict the range of values in a reference series of dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="seller">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="PayerReceiver">
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="payerReceiverScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="sellerPartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the seller
of the instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>
</xsd:element>
<xsd:element name="settlementCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable
forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="currencyScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="settlementInformation" type="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that
results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The averaging period start date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="step" type="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step date
the associated step value becomes effective A list of steps may
be ordered in the document by ascending step date. An FpML
document containing an unordered list of steps is still
regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes effective.
This day may be subject to adjustment in accordance with a
business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the associated
stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate for a cap or floor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is applied.
A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be represented
as 0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unadjustedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a date that shall be subject to adjustment
if it would otherwise fall on a day that is not a business day
in the specified business centers, together with the convention
for adjusting the date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="unadjustedDate"/>
<xsd:element ref="dateAdjustments"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to
adjustment if they would otherwise fall on a day that is not a
business day in the specified business centers, together with
the convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="unadjustedDate" maxOccurs="unbounded"/>
<xsd:element ref="dateAdjustments"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit
date together with applicable adjustments or as relative to
some other (anchor) date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="adjustableDate"/>
<xsd:element ref="relativeDate"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as
an explicit list of dates together with applicable adjustments
or as relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="adjustableDates"/>
<xsd:element ref="relativeDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style
option together with any rules governing the notional amount of
the underlying which can be exercised on any given exercise
date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="commencementDate"/>
<xsd:element ref="expirationDate"/>
<xsd:element ref="relevantUnderlyingDate"/>
<xsd:element ref="earliestExerciseTime"/>
<xsd:element ref="latestExerciseTime" minOccurs="0"/>
<xsd:element ref="expirationTime"/>
<xsd:element ref="multipleExercise" minOccurs="0"/>
<xsd:element ref="exerciseFeeSchedule" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element ref="currency"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With
automatic exercise the option is deemed to have exercised if it
is in the money by more than the threshold amount on the
exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="thresholdRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the bermudan option exercise dates and the
expiration date together with any rules govenerning the
notional amount of the underlying which can be exercised on any
given exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element ref="bermudaExerciseDates"/>
<xsd:element ref="relevantUnderlyingDate"/>
<xsd:element ref="earliestExerciseTime"/>
<xsd:element ref="latestExerciseTime" minOccurs="0"/>
<xsd:element ref="expirationTime"/>
<xsd:element ref="multipleExercise" minOccurs="0"/>
<xsd:element ref="exerciseFeeSchedule" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business center
location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="hourMinuteTime"/>
<xsd:element ref="businessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to be
made, when the payment is not netted and the route is other
than the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme of
domain values will include standard mechanisms such as CLS,
Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="SettlementMethod">
<xsd:attribute name="settlementMethodScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a
potential currency payment resulting from a trade: by means of
a standard settlement instruction, by netting it out with other
payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="standardSettlementStyle"/>
<xsd:element ref="settlementInstruction"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a
currency payment, including the settlement method to be used,
the correspondent bank, any intermediary banks and the ultimate
beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="settlementMethod" minOccurs="0"/>
<xsd:element ref="correspondentInformation" minOccurs="0"/>
<xsd:element ref="intermediaryInformation" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="beneficiaryBank" minOccurs="0"/>
<xsd:element ref="beneficiary"/>
<xsd:element ref="splitSettlement" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="splitSettlement" type="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a
currency payment settling a trade needs to be split between a
number of ultimate beneficiaries. Each split payment may need
to have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be
identified either by an account at the beneficiaryBank (qv) or
by explicit routingInformation. This element provides for the
latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds in
receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="correspondentInformation" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank
that will make delivery of the funds on the paying bank's
behalf in the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="standardSettlementStyle">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will settle.
This defines a scheme and is used for identifying trades that
are identified as settling standard and/or flagged for
settlement netting.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="StandardSettlementStyle">
<xsd:attribute name="standardSettlementStyleScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="intermediaryInformation" type="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which payment
will be made by the correspondent bank to the ultimate
beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an
intermediary through which payment will be made by the
correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element ref="routingIds"/>
<xsd:element ref="routingExplicitDetails"/>
<xsd:element ref="routingIdsAndExplicitDetails"/>
</xsd:choice>
<xsd:element ref="intermediarySequenceNumber"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount
into a number of split settlements, each requiring its own
settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="splitSettlementAmount"/>
<xsd:element ref="beneficiaryBank" minOccurs="0"/>
<xsd:element ref="beneficiary"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a
party involved in the routing of a payment. The identification
may use payment system identifiers only; actual name, address
and other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element ref="routingIds"/>
<xsd:element ref="routingExplicitDetails"/>
<xsd:element ref="routingIdsAndExplicitDetails"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual
information for the purposes of identifying a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="routingName"/>
<xsd:element ref="routingAddress" minOccurs="0"/>
<xsd:element ref="routingAccountNumber" minOccurs="0"/>
<xsd:element ref="routingReferenceText" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the
routing of a payment by means of one or more standard
identification codes. For example, both a SWIFT BIC code and a
national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="routingId" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="routingId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a
recognized payment system.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="RoutingId">
<xsd:attribute name="routingIdScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying
the party within a payment system. The assumption is that each
party will not have more than one identifier within the same
payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and details
for physical addressing for a party involved in the routing of
a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved in
the routing of a payment when the party does not have a code
that identifies it within one of the recognized payment
systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the identification
of a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediarySequenceNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the current
intermediary in the chain of payment intermediaries. The
assumed domain value set is an ascending sequence of integers
starting from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system
identification codes with physical postal address details, for
the purposes of identifying a party involved in the routing of
a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="routingIds" maxOccurs="unbounded"/>
<xsd:element ref="routingName"/>
<xsd:element ref="routingAddress" minOccurs="0"/>
<xsd:element ref="routingAccountNumber" minOccurs="0"/>
<xsd:element ref="routingReferenceText" minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents a physical postal address.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="streetAddress" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element ref="city" minOccurs="0"/>
<xsd:element ref="state" minOccurs="0"/>
<xsd:element ref="country" minOccurs="0"/>
<xsd:element ref="postalCode" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="city" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city component of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="country">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the
postal address is located.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Country">
<xsd:attribute name="countryScheme" type="xsd:normalizedString"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="state" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some
countries. For example, US states, Canadian provinces, Swiss
cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="streetAddress" type="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that
identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="streetLine" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number information,
forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="postalCode" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems, that
is allocated to a physical address by a national postal
authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number
information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="streetLine" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType name="BusinessDayConvention">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="BusinessCenter">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="CalculationAgentParty">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="ContractualDefinitions">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="ContractualSupplement">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="Currency">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="DateRelativeTo">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="PayerReceiver">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="DayType">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="GoverningLaw">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="InformationProvider">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="MasterAgreementType">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="PaymentType">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="Period">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="ProductId">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="ProductType">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="RateSourcePage">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="ReferenceBankId">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="RollConvention">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="RoundingDirection">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="StandardSettlementStyle">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="RoutingId">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="Country">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType name="SettlementMethod">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
</xsd:schema>