Document built: Tue 2004/12/21 default value
Copyright (c) 1999 - 2004 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
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
Defines the underlying asset when it is a bond.
Element bond is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or one occurrence; of the type ExchangeId)
issuerName (zero or one occurrence; of the type xsd:string)
couponRate (zero or one occurrence; of the type xsd:decimal)
maturity (zero or one occurrence; of the type xsd:date)
parValue (zero or one occurrence; of the type xsd:decimal)
faceAmount (zero or one occurrence; of the type xsd:decimal)
<xsd:element name="bond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security or
convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage) of
a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds to
the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a convertible bond.
Element convertibleBond is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
issuerName (zero or one occurrence; of the type xsd:string)
couponRate (zero or one occurrence; of the type xsd:decimal)
maturity (zero or one occurrence; of the type xsd:date)
parValue (zero or one occurrence; of the type xsd:decimal)
faceAmount (zero or one occurrence; of the type xsd:decimal)
underlyingEquity (exactly one occurrence; of the type UnderlyingAsset)
<xsd:element name="convertibleBond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a convertible bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security or
convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage) of
a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds to
the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyingEquity" type="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity in which the comnvertible bond can
be converted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a listed equity.
Element equity is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
optionsExchangeId (zero or one occurrence; of the type ExchangeId)
<xsd:element name="equity" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed equity.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which
the reference option contract is listed. This is to
address the case where the reference exchange for the
future is different than the one for the option. The
options Exchange is referenced on share options when
Merger Elections are selected as Options Exchange
Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is an exchange-traded fund.
Element exchangeTradedFund is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or one occurrence; of the type ExchangeId)
optionsExchangeId (zero or one occurrence; of the type ExchangeId)
fundManager (zero or one occurrence; of the type xsd:string)
<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is an exchange-traded fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which
the reference option contract is listed. This is to
address the case where the reference exchange for the
future is different than the one for the option. The
options Exchange is referenced on share options when
Merger Elections are selected as Options Exchange
Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a listed future contract.
Element future is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or one occurrence; of the type ExchangeId)
optionsExchangeId (zero or one occurrence; of the type ExchangeId)
multiplier (zero or one occurrence; of the type xsd:integer)
futureContractReference (zero or one occurrence; of the type xsd:string)
<xsd:element name="future" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed future contract.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence minOccurs="0">
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on which
the reference option contract is listed. This is to
address the case where the reference exchange for the
future is different than the one for the option. The
options Exchange is referenced on share options when
Merger Elections are selected as Options Exchange
Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="xsd:integer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be
associated with the number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureContractReference" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the future contract that can be referenced,
besides the equity or index reference defined as part
of the UnderlyerAsset type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a financial index.
Element index is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
futureId (zero or one occurrence; with locally defined content) ...
Inherited element(s): (This definition inherits the content defined by the type xsd:string)
Attribute: futureIdScheme (xsd:anyURI)
<xsd:element name="index" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a financial index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses
Element, gilt die Hauptbörse, an der börsengehandelte
Futures- und Optionskontrakte auf den Basiswert notiert
sind, als "Börse" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related exchange.
If the element is not present then the exchange shall
be the primary exchange on which listed futures and
options on the underlying are listed. The term
"Exchange" is assumed to have the meaning as defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for the reference future
contract in the case of an index underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="futureIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Defines the underlying asset when it is a mutual fund.
Element mutualFund is defined locally as:
Inherited element(s): (This definition inherits the content defined by the type UnderlyingAsset)
openEndedFund (zero or one occurrence; of the type xsd:boolean)
fundManager (zero or one occurrence; of the type xsd:string)
<xsd:element name="mutualFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a mutual fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="openEndedFund" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean indicator to specify whether the mutual fund is
an open-ended mutual fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
Define the underlying asset when it is a listed security.
Element underlyingAsset is defined by the complex type UnderlyingAsset
<xsd:element name="underlyingAsset" type="UnderlyingAsset" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Define the underlying asset when it is a listed security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
currency (zero or one occurrence; of the type Currency)
amount (exactly one occurrence; of the type xsd:decimal)
priceExpression (exactly one occurrence; of the type PriceExpressionEnum)
<xsd:complexType name="ActualPrice">
<xsd:sequence>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the currency associated with the net price. This
element is not present if the price is expressed in
percentage terms (as specified through the priceExpression
element).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
Specifies the net price amount. In the case of a fixed income
security or a convertible bond, this price includes the
accrued interests.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceExpression" type="PriceExpressionEnum">
<xsd:annotation>
<xsd:documentation>
Specifies whether the price is expressed in absolute or
relative terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the underlyer features of a basket swap. Each of the basket constituents are described through an embedded component, the basketConstituentsType.
openUnits (exactly one occurrence; of the type xsd:decimal)
basketConstituent (one or more occurrences; of the type BasketConstituent)
<xsd:complexType name="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the underlyer features of a basket swap. Each
of the basket constituents are described through an embedded
component, the basketConstituentsType.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the
underlyer of the swap. In the case of a basket swap, this
element is used to reference both the number of basket units,
and the number of each asset components of the basket when
these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketConstituent" type="BasketConstituent" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes each of the components of the basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing each of the constituents of a basket swap.
underlyingAsset (exactly one occurrence; of the type UnderlyingAsset)
constituentWeight (zero or one occurrence; of the type ConstituentWeight)
dividendPayout (zero or one occurrence; of the type DividendPayout)
underlyerPrice (zero or one occurrence; of the type Price)
underlyerNotional (zero or one occurrence; of the type Money)
<xsd:complexType name="BasketConstituent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing each of the constituents of a basket swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the weight of each of the underlyer constituent
within the basket, either in absolute or relative terms. This
is an optional component, as certain swaps do not specify a
specific weight for each of their basket constituents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an equity
underlyer. A basket swap can have different payout ratios
across the various underlying constituents. In certain cases
the actual ratio is not known on trade inception, and only
general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerPrice" type="Price" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the price that is associated with each of the
basket constituents. This component is optional, as it is not
absolutely required to accurately describe the economics of
the trade, considering the price that characterizes the
equity swap is associated to the leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerNotional" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the notional (i.e. price * quantity) that is
associated with each of the basket constituents. This
component is optional, as it is not absolutely required to
accurately describe the economics of the trade, considering
the notional that characterizes the equity swap is associated
to the leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the commission that will be charged for each of the hedge transactions.
commissionDenomination (exactly one occurrence; of the type CommissionDenominationEnum)
commissionAmount (exactly one occurrence; of the type xsd:decimal)
currency (zero or one occurrence; of the type Currency)
<xsd:complexType name="Commission">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the commission that will be charged for each of
the hedge transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commissionDenomination" type="CommissionDenominationEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of units used to express a commission.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commissionAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commission amount, expressed in the way indicated by the
commissionType element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
openUnits (exactly one occurrence; of the type xsd:decimal)
basketPercentage (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="ConstituentWeight">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the weight of each of the underlyer constituent
within the basket, either in absolute or relative terms.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the
underlyer of the swap. In the case of a basket swap, this
element is used to reference both the number of basket units,
and the number of each asset components of the basket when
these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketPercentage" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The relative weight of each respective basket constituent,
expressed in percentage.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the dividend payout ratio associated with an equity underlyer. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified.
dividendPayoutRatio (exactly one occurrence; of the type xsd:decimal)
Or
dividendPayoutConditions (exactly one occurrence; of the type xsd:string)
<xsd:complexType name="DividendPayout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend payout ratio associated with an
equity underlyer. In certain cases the actual ratio is not known
on trade inception, and only general conditions are then
specified.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendPayoutRatio" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the actual dividend payout ratio associated with
the equity underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayoutConditions" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout conditions that will be applied
in the case where the actual ratio is not known, typically
because of regulatory or legal uncertainties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type describing the strike price of the equity swap.
commission (zero or one occurrence; of the type Commission)
determinationMethod (exactly one occurrence; of the type xsd:string)
Or
amountRelativeTo (exactly one occurrence; of the type AmountRelativeTo)
<xsd:complexType name="Price">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the strike price of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commission" type="Commission" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This optional component specifies the commission to be
charged for executing the hedge transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a date
is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:sequence>
<xsd:element name="grossPrice" type="ActualPrice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the price of the underlyer, before commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="netPrice" type="ActualPrice">
<xsd:annotation>
<xsd:documentation>
Specifies the price of the underlyer, net of commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="accruedInterestPrice" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the accrued interest that are part of the dirty
price in the case of a fixed income security or a
convertible bond. Expressed in percentage of the
notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxConversion" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate that applies to an
amount. This rate can either be defined elsewhere in the
document (case of a quanto swap), or explicitly described
through this component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
A type describing the single underlyer of a swap.
underlyingAsset (exactly one occurrence; of the type UnderlyingAsset)
openUnits (zero or one occurrence; of the type xsd:decimal)
dividendPayout (zero or one occurrence; of the type DividendPayout)
<xsd:complexType name="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the single underlyer of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="openUnits" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute the
underlyer of the swap. In the case of a basket swap, this
element is used to reference both the number of basket units,
and the number of each asset components of the basket when
these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an equity
underlyer. A basket swap can have different payout ratios
across the various underlying constituents. In certain cases
the actual ratio is not known on trade inception, and only
general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
singleUnderlyer (exactly one occurrence; of the type SingleUnderlyer)
Or
basket (exactly one occurrence; of the type Basket)
<xsd:complexType name="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the whole set of possible underlyers: single
underlyers or multiple underlyers, each of these having either
security or index components.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="singleUnderlyer" type="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has only one asset
component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basket" type="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset
components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type describing the basic components of a security of index underlyer.
instrumentId (one or more occurrences; of the type InstrumentId)
description (zero or one occurrence; of the type xsd:string)
currency (zero or one occurrence; of the type Currency)
exchangeId (zero or one occurrence; of the type ExchangeId)
clearanceSystem (zero or one occurrence; of the type ClearanceSystem)
<xsd:complexType name="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the basic components of a security of index
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
<xsd:element name="description" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Vollständige Wertpapierbezeichnung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The long name of a security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId" minOccurs="0"/>
<xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:include schemaLocation="fpml-shared-4-0.xsd"/>
<xsd:complexType name="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the single underlyer of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="openUnits" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute
the underlyer of the swap. In the case of a basket swap,
this element is used to reference both the number of basket
units, and the number of each asset components of the
basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an
equity underlyer. A basket swap can have different payout
ratios across the various underlying constituents. In
certain cases the actual ratio is not known on trade
inception, and only general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the whole set of possible underlyers: single
underlyers or multiple underlyers, each of these having either
security or index components.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="singleUnderlyer" type="SingleUnderlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has only one asset
component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basket" type="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset
components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the basic components of a security of index
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
<xsd:element name="description" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Vollständige Wertpapierbezeichnung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The long name of a security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId" minOccurs="0"/>
<xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="bond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage)
of a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income
security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds
to the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="convertibleBond" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a convertible bond.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="issuerName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the issuer name of a fixed income security
or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="couponRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the coupon rate (expressed in percentage)
of a fixed income security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maturity" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date when the principal amount of a security
becomes due and payable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="parValue" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the nominal amount of a fixed income
security or convertible bond.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="faceAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the total amount of the issue. Corresponds
to the par value multiplied by the number of issued
security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyingEquity" type="UnderlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the equity in which the comnvertible bond
can be converted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equity" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed equity.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on
which the reference option contract is listed. This
is to address the case where the reference exchange
for the future is different than the one for the
option. The options Exchange is referenced on share
options when Merger Elections are selected as Options
Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is an exchange-traded
fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on
which the reference option contract is listed. This
is to address the case where the reference exchange
for the future is different than the one for the
option. The options Exchange is referenced on share
options when Merger Elections are selected as Options
Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="future" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a listed future
contract.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence minOccurs="0">
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsExchangeId" type="ExchangeId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange on
which the reference option contract is listed. This
is to address the case where the reference exchange
for the future is different than the one for the
option. The options Exchange is referenced on share
options when Merger Elections are selected as Options
Exchange Adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="xsd:integer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be
associated with the number of units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureContractReference" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the future contract that can be referenced,
besides the equity or index reference defined as part
of the UnderlyerAsset type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="index" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a financial index.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Eindeutiges Kürzel einer relevanten Börse. Fehlt
dieses Element, gilt die Hauptbörse, an der
börsengehandelte Futures- und Optionskontrakte auf
den Basiswert notiert sind, als "Börse" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a related
exchange. If the element is not present then the
exchange shall be the primary exchange on which
listed futures and options on the underlying are
listed. The term "Exchange" is assumed to have the
meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futureId" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for the reference
future contract in the case of an index underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="xsd:string">
<xsd:attribute name="futureIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="mutualFund" substitutionGroup="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the underlying asset when it is a mutual fund.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
<xsd:sequence>
<xsd:element name="openEndedFund" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean indicator to specify whether the mutual fund
is an open-ended mutual fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fundManager" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fund manager that is in charge of the
fund.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="underlyingAsset" type="UnderlyingAsset" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Define the underlying asset when it is a listed security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="Basket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the underlyer features of a basket swap. Each
of the basket constituents are described through an embedded
component, the basketConstituentsType.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute
the underlyer of the swap. In the case of a basket swap,
this element is used to reference both the number of basket
units, and the number of each asset components of the
basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketConstituent" type="BasketConstituent" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes each of the components of the basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BasketConstituent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing each of the constituents of a basket swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
<xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the weight of each of the underlyer constituent
within the basket, either in absolute or relative terms.
This is an optional component, as certain swaps do not
specify a specific weight for each of their basket
constituents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout ratio associated with an
equity underlyer. A basket swap can have different payout
ratios across the various underlying constituents. In
certain cases the actual ratio is not known on trade
inception, and only general conditions are then specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerPrice" type="Price" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the price that is associated with each of the
basket constituents. This component is optional, as it is
not absolutely required to accurately describe the
economics of the trade, considering the price that
characterizes the equity swap is associated to the leg of
the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyerNotional" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the notional (i.e. price * quantity) that is
associated with each of the basket constituents. This
component is optional, as it is not absolutely required to
accurately describe the economics of the trade, considering
the notional that characterizes the equity swap is
associated to the leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ConstituentWeight">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the weight of each of the underlyer
constituent within the basket, either in absolute or relative
terms.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="openUnits" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units (index or securities) that constitute
the underlyer of the swap. In the case of a basket swap,
this element is used to reference both the number of basket
units, and the number of each asset components of the
basket when these are expressed in absolute terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="basketPercentage" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The relative weight of each respective basket constituent,
expressed in percentage.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DividendPayout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend payout ratio associated with an
equity underlyer. In certain cases the actual ratio is not
known on trade inception, and only general conditions are then
specified.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendPayoutRatio" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the actual dividend payout ratio associated with
the equity underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPayoutConditions" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the dividend payout conditions that will be
applied in the case where the actual ratio is not known,
typically because of regulatory or legal uncertainties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="Price">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the strike price of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commission" type="Commission" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This optional component specifies the commission to be
charged for executing the hedge transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="determinationMethod" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a
date is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:sequence>
<xsd:element name="grossPrice" type="ActualPrice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the price of the underlyer, before
commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="netPrice" type="ActualPrice">
<xsd:annotation>
<xsd:documentation>
Specifies the price of the underlyer, net of
commissions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="accruedInterestPrice" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the accrued interest that are part of the
dirty price in the case of a fixed income security or a
convertible bond. Expressed in percentage of the
notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxConversion" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate that applies to
an amount. This rate can either be defined elsewhere in
the document (case of a quanto swap), or explicitly
described through this component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountRelativeTo"/>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Commission">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the commission that will be charged for each
of the hedge transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commissionDenomination" type="CommissionDenominationEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of units used to express a commission.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commissionAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commission amount, expressed in the way indicated by
the commissionType element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ActualPrice">
<xsd:sequence>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
Specifies the currency associated with the net price. This
element is not present if the price is expressed in
percentage terms (as specified through the priceExpression
element).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
Specifies the net price amount. In the case of a fixed
income security or a convertible bond, this price includes
the accrued interests.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceExpression" type="PriceExpressionEnum">
<xsd:annotation>
<xsd:documentation>
Specifies whether the price is expressed in absolute or
relative terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:schema>