---

Contents

Global Elements

equityOption

Global Complex Types

Asian

Barrier

DateList

DateTimeList

Equity

EquityAmericanExercise

EquityAveragingPeriod

EquityBermudanExercise

EquityEuropeanExercise

EquityExercise

EquityMultipleExercise

EquityOption

EquityOptionFeatures

EquityPremium

EquitySchedule

EquityStrike

EquityValuation

ExtraordinaryEvents

FeaturePayment

FXFeature

Knock

MergerEvents

Trigger

TriggerEvent

Global Simple Types

Schema Listing

---

Global Elements

equityOption

Description:

A component describing an Equity Option product.

Figure:

Contents:

Element equityOption is defined by the complex type EquityOption

Used by:

Schema Fragment:

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

---

Global Complex Types

Asian

Description:

As per ISDA 2002 Definitions

Figure:

Contents:

averagingInOut (exactly one occurrence; of the type AveragingInOutEnum)

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

• The factor of strike.

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

• The averaging in period.

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

• The averaging out period.

Used by:

• EquityOptionFeatures/asian

Schema Fragment:

<xsd:complexType name="Asian">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="averagingInOut" type="AveragingInOutEnum"/>
    <xsd:element name="strikeFactor" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Strike-Faktor.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The factor of strike.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Averaging-In-Zeitraum.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The averaging in period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Averaging-Out-Zeitraum.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The averaging out period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Barrier

Description:

As per ISDA 2002 Definitions.

Figure:

Contents:

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

• A trigger level approached from beneath.

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

• A trigger level approached from above.

Used by:

• EquityOptionFeatures/barrier

Schema Fragment:

<xsd:complexType name="Barrier">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Von unten ausgelöstes Trigger-Niveau.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          A trigger level approached from beneath.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Von oben ausgelöstes Trigger-Niveau.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          A trigger level approached from above.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

DateList

Description:

List of Dates

Figure:

Contents:

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

Used by:

• EquityBermudanExercise/bermudanExerciseDates
• TriggerEvent/triggerDates

Schema Fragment:

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

---

DateTimeList

Description:

List of DateTimes

Figure:

Contents:

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

Used by:

• EquityAveragingPeriod/averagingDateTimes

Schema Fragment:

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

---

Equity

Description:

A type for defining an equity underlier.

Figure:

Contents:

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

• The long name of a security.

instrumentId (one or more occurrences; of the type InstrumentId)

currency (zero or one occurrence; of the type Currency)

• The currency in which an amount is denominated.

exchangeId (zero or more occurrences; of the type ExchangeId)

relatedExchangeId (zero or more occurrences; of the type ExchangeId)

clearanceSystem (zero or one occurrence; of the type ClearanceSystem)

Used by:

Schema Fragment:

<xsd:complexType name="Equity">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition eines Aktien-Basiswerts.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining an equity underlier.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="description" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Vollständige Wertpapierbezeichnung.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The long name of a security.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
    <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" maxOccurs="unbounded"/>
    <xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded"/>
    <xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityAmericanExercise

Description:

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

Figure:

Contents:

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

• TBA

latestExerciseTimeType (exactly one occurrence; of the type TimeTypeEnum)

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

equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)

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

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

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

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

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

Used by:

• EquityExercise/equityAmericanExercise

Extension of:

• SharedAmericanExercise

Schema Fragment:

<xsd:complexType name="EquityAmericanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
      Aktienoption. Diese Einheit leitet sich ab vom Typ
      "SharedAmericanExercise".
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures associated with an
      American style exercise of an equity option. This entity inherits
      from the type SharedAmericanExercise.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="SharedAmericanExercise">
      <xsd:sequence>
        <xsd:element name="latestExerciseTimeType" type="TimeTypeEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Tageszeit der letztmöglichen Ausübung der Aktienoption,
              zum Beispiel der offizielle Börsenschluss.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The latest time of day at which the equity option can be
              exercised, for example the official closing time of the
              exchange.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Tageszeit, zu der die Aktienoption verfällt, zum Beispiel
              der offizielle Börsenschluss.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The time of day at which the equity option expires, for
              example the official closing time of the exchange.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Genaue Tageszeit, an der die Aktienoption verfällt.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The specific time of day at which the equity option
              expires.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Ist dieses Element vorhanden, kann die Option an
              unterschiedlichen Tagen ausgeübt werden. Nicht zulässig
              bei europäischen Optionen.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The presence of this element indicates that the option
              may be exercised on different days. It is not applicable
              to European options.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquityAveragingPeriod

Description:

Period over which an average value is taken

Figure:

Contents:

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

• A Equity Derivative schedule.

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

• Averaging DateTimes

marketDisruption (exactly one occurrence; with locally defined content) ...

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

Attribute: marketDisruptionScheme (xsd:anyURI)

• The market disruption event as defined by ISDA 2002 Definitions

Used by:

• Asian/averagingPeriodIn
• Asian/averagingPeriodOut

Schema Fragment:

<xsd:complexType name="EquityAveragingPeriod">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
      Aktienoption. Diese Einheit leitet sich ab vom Typ
      "SharedAmericanExercise".
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Period over which an average value is taken
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Zeitplan für Aktienderivate.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          A Equity Derivative schedule.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Für die Durchschnittsbildung herangezogene Daten und Zeiten.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          Averaging DateTimes
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="marketDisruption">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The market disruption event as defined by ISDA 2002
          Definitions
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:normalizedString">
            <xsd:attribute name="marketDisruptionScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2003/marketDisruption-1-0"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquityBermudanExercise

Description:

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

Figure:

Contents:

commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

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

expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

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

• For a Bermudan or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.

bermudanExerciseDates (exactly one occurrence; of the type DateList)

• List of Exercise Dates for a Bermudan option

latestExerciseTimeType (exactly one occurrence; of the type TimeTypeEnum)

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

equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)

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

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

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

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

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

Used by:

• EquityExercise/equityBermudanExercise

Schema Fragment:

<xsd:complexType name="EquityBermudanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungprozesse bei einer
      Bermuda-Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures associated with a
      Bermudan style exercise of an equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The first day of the exercise period for an American style
          option.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The last day within an exercise period for an American style
          option. For a European style option it is the only day within
          the exercise period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          For a Bermudan or American style option, the latest time on
          an exercise business day (excluding the expiration date)
          within the exercise period that notice can be given by the
          buyer to the seller or seller's agent. Notice of exercise
          given after this time will be deemed to have been given on
          the next exercise business day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="bermudanExerciseDates" type="DateList">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Liste der Ausübungstage einer Bermuda-Option.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          List of Exercise Dates for a Bermudan option
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="latestExerciseTimeType" type="TimeTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Tageszeit der letztmöglichen Ausübung der Aktienoption, zum
          Beispiel der offizielle Börsenschluss.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The latest time of day at which the equity option can be
          exercised, for example the official closing time of the
          exchange.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Tageszeit, zu der die Aktienoption verfällt, zum Beispiel der
          offizielle Börsenschluss.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The time of day at which the equity option expires, for
          example the official closing time of the exchange.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Genaue Tageszeit, an der die Aktienoption verfällt.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The specific time of day at which the equity option expires.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Ist dieses Element vorhanden, kann die Option an
          unterschiedlichen Tagen ausgeübt werden. Nicht zulässig bei
          europäischen Optionen.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The presence of this element indicates that the option may be
          exercised on different days. It is not applicable to European
          options.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquityEuropeanExercise

Description:

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

Figure:

Contents:

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

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

expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

• The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)

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

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

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

Used by:

• EquityExercise/equityEuropeanExercise

Extension of:

• Exercise

Schema Fragment:

<xsd:complexType name="EquityEuropeanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Ausübungsprozesse bei einer europäischen
      Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures associated with a
      European style exercise of an equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Exercise">
      <xsd:sequence>
        <xsd:element 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="equityExpirationTimeType" type="TimeTypeEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Tageszeit, zu der die Aktienoption verfällt, zum Beispiel
              der offizielle Börsenschluss.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The time of day at which the equity option expires, for
              example the official closing time of the exchange.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Genaue Tageszeit, an der die Aktienoption verfällt.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The specific time of day at which the equity option
              expires.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquityExercise

Description:

A type for defining exercise procedures for equity options.

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

equityEuropeanExercise (exactly one occurrence; of the type EquityEuropeanExercise)

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

Or

equityAmericanExercise (exactly one occurrence; of the type EquityAmericanExercise)

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

Or

equityBermudanExercise (exactly one occurrence; of the type EquityBermudanExercise)

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

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

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

equityValuation (exactly one occurrence; of the type EquityValuation)

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

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

• Date on which settlement of option premiums will occur.

settlementCurrency (exactly one occurrence; of the type Currency)

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

settlementPriceSource (zero or one occurrence; of the type SettlementPriceSource)

settlementType (exactly one occurrence; of the type SettlementTypeEnum)

• How the option will be settled.

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

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

Used by:

• EquityOption/equityExercise

Schema Fragment:

<xsd:complexType name="EquityExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Ausübungsprozessen für Aktienoptionen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining exercise procedures for equity options.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="de">
            Parameter zur Definition von Verfalltag und -zeitpunkt für
            eine europäische Aktienoption.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            The parameters for defining the expiration date and time
            for a European style equity option
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="de">
            Parameter zur Definition des Ausübungszeitraums für eine
            amerikanische Aktienoption sowie die Regeln zur Festlegung
            der an einem beliebigen Ausübungstermin ausübbaren
            Basiswert-Stückzahl.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            The parameters for defining the exercise period for an
            American style equity option together with the rules
            governing the quantity of the underlying that can be
            exercised on any given exercise date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equityBermudanExercise" type="EquityBermudanExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="de">
            Parameter zur Definition des Ausübungszeitraums für eine
            Bermuda-Aktienoption sowie die Regeln zur Festlegung der an
            einem beliebigen Ausübungstermin ausübbaren
            Basiswert-Stückzahl.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            The parameters for defining the exercise period for an
            Bermudan style equity option together with the rules
            governing the quantity of the underlying that can be
            exercised on any given exercise date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="automaticExerciseApplicable" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Ist dieser Wert "wahr", wird jede noch nicht ausgeübte Option
          zum Verfallzeitpunkt am Verfalldatum ohne weitere Ankündigung
          als ausgeübt angesehen, sofern der Optionskäufer nicht
          anzeigt, dass er eine automatische Ausübung nicht wünscht.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          If true then each option not previously exercised will be
          deemed to be exercised at the expiration time on the
          expiration date without service of notice unless the buyer
          notifies the seller that it no longer wishes this to occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="equityValuation" type="EquityValuation">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Parameter zur Definition des Bewertungszeitpunktes für den
          Basiswert.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The parameters for defining when valuation of the underlying
          takes place.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="settlementDate" type="AdjustableOrRelativeDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Erfüllungstag für die Optionsprämie.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          Date on which settlement of option premiums will occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="settlementCurrency" type="Currency">
      <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:element>
    <xsd:element name="settlementPriceSource" type="SettlementPriceSource" minOccurs="0"/>
    <xsd:element name="settlementType" type="SettlementTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Abrechnungsmodus der Option.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          How the option will be settled.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="failureToDeliverApplicable" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Ist der Basiswert eine Aktie und wird die Transaktion
          effektiv beliefert, stellt die Nichtlieferung von Aktien am
          Abrechnungstag keinen Kündigungsgrund im Sinne des
          Rahmenvertrags dar, wenn der Wert "wahr" lautet.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          Where the underlying is shares and the transaction is
          physically settled, then, if true, a failure to deliver the
          shares on the settlement date will not be an event of default
          for the purposes of the master agreement.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquityMultipleExercise

Description:

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

Figure:

Contents:

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

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

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

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

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

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

Used by:

• EquityAmericanExercise/equityMultipleExercise
• EquityBermudanExercise/equityMultipleExercise

Schema Fragment:

<xsd:complexType name="EquityMultipleExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition der Prozesse bei Mehrfachausübung einer
      amerikanischen oder einer Bermuda-Aktienoption.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining the multiple exercise provisions of an
      American or Bermudan style equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="integralMultipleExercise" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Ist Mehrfachausübung anwendbar und dieses Element vorhanden,
          muss die Anzahl der an einem bestimmten Ausübungstag
          ausübbaren Optionen entweder dem Wert dieses Elements oder
          einem ganzzahligen Vielfachen davon entsprechen.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          When multiple exercise is applicable and this element is
          present it specifies that the number of options that can be
          exercised on a given exercise date must either be equal to
          the value of this element or be an integral multiple of it.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="minimumNumberOfOptions" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Bei Mehrfachausübung bestimmt dieses Element die
          Mindestanzahl der an einem bestimmten Ausübungstag ausübbaren
          Optionen. Ist dieses Element nicht vorhanden, gilt als
          Mindestanzahl 1.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          When multiple exercise is applicable this element specifies
          the minimum number of options that can be exercised on a
          given exercise date. If this element is not present then the
          minimum number is deemed to be 1.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="maximumNumberOfOptions" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Bei Mehrfachausübung bestimmt dieses Element die maximale
          Anzahl der an einem bestimmten Ausübungstag ausübbaren
          Optionen. Ist dieses Element nicht vorhanden, gilt die Anzahl
          der Optionen als Maximalwert.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          When multiple exercise is applicable this element specifies
          the maximum number of options that can be exercised on a
          given exercise date. If this element is not present then the
          maximum number is deemed to be the same as the number of
          options.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquityOption

Description:

A type for defining equity options.

Figure:

Contents:

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

• The base type which all FpML products extend.

buyerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

sellerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

optionType (exactly one occurrence; of the type OptionTypeEnum)

• The type of option transaction.

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

• Effective date for a forward starting option

underlyer (exactly one occurrence; of the type Underlyer)

• Specifies the underlying component of the equity swap, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

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

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

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

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

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

• The notional amount.

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

• The number of options comprised in the option transaction.

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

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

equityExercise (exactly one occurrence; of the type EquityExercise)

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

fxFeature (zero or one occurrence; of the type FXFeature)

• A quanto or composite FX feature.

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

• A quanto or composite FX feature.

equityPremium (exactly one occurrence; of the type EquityPremium)

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

methodOfAdjustment (zero or one occurrence; of the type MethodOfAdjustmentEnum)

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

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

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

Used by:

Extension of:

• Product

Schema Fragment:

<xsd:complexType name="EquityOption">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Aktienoptionen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining equity options.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Product">
      <xsd:sequence>
        <xsd:group ref="BuyerSeller.model"/>
        <xsd:element name="optionType" type="OptionTypeEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Art der Optionstransaktion.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The type of option transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityEffectiveDate" type="xsd:date" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Stichtag für eine Forward-Starting-Option.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              Effective date for a forward starting option
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyer" type="Underlyer">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies the underlying component of the equity swap,
              which can be either one or many and consists in either
              equity, index or convertible bond component, or a
              combination of these.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="strike" type="EquityStrike" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Definiert, ob ein Preis oder Niveau als Strike-Preis für
              die Option gilt bzw. gelten wird.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              Defines whether it is a price or level at which the
              option has been, or will be, struck.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="spotPrice" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Preis je Aktie, Index oder Korb am Handelstag oder
              Stichtag.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The price per share, index or basket observed on the
              trade or effective date.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="notional" type="Money" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The notional amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="numberOfOptions" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Anzahl von Optionen der Optionstransaktion.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The number of options comprised in the option
              transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="optionEntitlement" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Stückzahl Aktien je Option der Optionstransaktion.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The number of shares per option comprised in the option
              transaction.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityExercise" type="EquityExercise">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Parameter zur Definition von Ausübung, Bewertung und
              Regulierung der Aktienoption.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The parameters for defining how the equity option can be
              exercised, how it is valued and how it is settled.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="fxFeature" type="FXFeature" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Quanto- oder Komposit-Devisenbestandteil.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              A quanto or composite FX feature.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityOptionFeatures" type="EquityOptionFeatures" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Quanto- oder Komposit-Devisenbestandteil.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              A quanto or composite FX feature.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="equityPremium" type="EquityPremium">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Vom Käufer an den Verkäufer zahlbare Aktienoptionsprämie.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              The equity option premium payable by the buyer to the
              seller.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Definiert die Anpassung des Kontrakts im Falle eines oder
              mehrerer außerordentlicher Ereignisse.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              Defines how adjustments will be made to the contract
              should one or more of the extraordinary events occur.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="de">
              Ist der Basiswert eine Aktie, werden hiermit Ereignisse
              angegeben, die den Emittenten der Aktie betreffen und die
              eine Anpassung der Transaktionsbedingungen erfordern
              können.
            </xsd:documentation>
            <xsd:documentation xml:lang="en">
              Where the underlying is shares, specifies events
              affecting the issuer of those shares that may require the
              terms of the transaction to be adjusted.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

---

EquityOptionFeatures

Description:

A type for defining option features.

Figure:

Contents:

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

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

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

• An option with a barrier feature.

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

• A knock feature.

Used by:

• EquityOption/equityOptionFeatures

Schema Fragment:

<xsd:complexType name="EquityOptionFeatures">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Optionsbestandteilen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining option features.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="asian" type="Asian" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Option, deren Bewertung auf einem Durchschnittspreis basiert.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          An option where and average price is taken on valuation.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="barrier" type="Barrier" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Option mit Barrier-Merkmal.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          An option with a barrier feature.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="knock" type="Knock" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Knock-Spezifikation.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          A knock feature.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquityPremium

Description:

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

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that receives the payments corresponding to this structure.

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

• The currency amount of the payment.

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

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

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

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

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

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

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

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

Used by:

• EquityOption/equityPremium

Schema Fragment:

<xsd:complexType name="EquityPremium">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Beschreibung des für eine Aktienoption gezahlten
      Betrages.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type used to describe the amount paid for an equity option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="paymentAmount" type="Money" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The currency amount of the payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The payment date. This date is subject to adjustment in
          accordance with any applicable business day convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="swapPremium" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Gibt die Zahlbarkeit der Prämie in Form von
          Zinsswap-Zahlungsströmen an.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          Specifies whether or not the premium is to be paid in the
          style of payments under an interest rate swap contract.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="pricePerOption" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Zahlbare Prämie in Abhängigkeit von der Anzahl der Optionen.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The amount of premium to be paid expressed as a function of
          the number of options.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="percentageOfNotional" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts
          der Transaktion. (Ein Prozentsatz von 5 % wird als 0,05
          dargestellt.)
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The amount of premium to be paid expressed as a percentage of
          the notional value of the transaction. A percentage of 5%
          would be expressed as 0.05.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquitySchedule

Description:

Method of generating a series of dates.

Figure:

Contents:

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

• The averaging period start date.

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

• The averaging period end date.

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

• The schedule frequency.

frequencyType (exactly one occurrence; of the type FrequencyTypeEnum)

• The schedule frequency type

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

• The schedule week number.

dayOfWeek (zero or one occurrence; of the type WeeklyRollConventionEnum)

Used by:

• EquityAveragingPeriod/schedule
• TriggerEvent/schedule

Schema Fragment:

<xsd:complexType name="EquitySchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Methode zur Generierung einer Reihe von Terminen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Method of generating a series of dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element 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="endDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Letzter Tag eines Durchschnittszeitraums.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The averaging period end date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="frequency" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Zahlungsfrequenz laut Zeitplan.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The schedule frequency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="frequencyType" type="FrequencyTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Art der Zahlungsfrequenz laut Zeitplan.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The schedule frequency type
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Wochenzahl im Zeitplan.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The schedule week number.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dayOfWeek" type="WeeklyRollConventionEnum" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityStrike

Description:

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

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

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

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

Or

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

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

currency (zero or one occurrence; of the type Currency)

• The currency in which an amount is denominated.

Used by:

• EquityOption/strike

Schema Fragment:

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

---

EquityValuation

Description:

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

Figure:

Contents:

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

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

valuationTimeType (exactly one occurrence; of the type TimeTypeEnum)

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

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

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

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

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

Attribute: id (xsd:ID)

Used by:

• EquityExercise/equityValuation

Schema Fragment:

<xsd:complexType name="EquityValuation">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
      bestimmt wird.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining how and when an equity option is to be
      valued.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="valuationDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          "Bewertungstag" im Sinne der ISDA-Definitionen zu
          Aktienderivaten von 2002.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The term "Valuation Date" is assumed to have the meaning as
          defined in the ISDA 2002 Equity Derivatives Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="valuationTimeType" type="TimeTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Tageszeit, zu der die Berechnungsstelle den Basiswert
          bewertet, zum Beispiel der offizielle Börsenschluss.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The time of day at which the calculation agent values the
          underlying, for example the official closing time of the
          exchange.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
          bewertet.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The specific time of day at which the calculation agent
          values the underlying.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="futuresPriceValuationApplicable" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Es gilt der von der relevanten Börse veröffentlichte
          offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
          von 2002.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The official settlement price as announced by the related
          exchange is applicable, in accordance with the ISDA 2002
          definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

ExtraordinaryEvents

Description:

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

Figure:

Contents:

mergerEvents (exactly one occurrence; of the type MergerEvents)

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

nationalisationOrInsolvency (exactly one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)

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

delisting (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)

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

Used by:

• EquityOption/extraordinaryEvents

Schema Fragment:

<xsd:complexType name="ExtraordinaryEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
      angegeben, die den Emittenten der Aktie betreffen und die eine
      Anpassung der Transaktionsbedingungen erfordern können.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Where the underlying is shares, defines market events affecting
      the issuer of those shares that may require the terms of the
      transaction to be adjusted.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="mergerEvents" type="MergerEvents">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Dieses Element ist relevant, wenn der Basiswert nach einer
          Fusion zwischen dem Emittenten und einer anderen Gesellschaft
          nicht mehr existiert.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          Occurs when the underlying ceases to exist following a merger
          between the Issuer and another company.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="nationalisationOrInsolvency" type="NationalisationOrInsolvencyOrDelistingEventEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          "Verstaatlichung" und "Insolvenz" im Sinne der
          ISDA-Definitionen zu Aktienderivaten von 2002.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The terms "Nationalisation" and "Insolvency" have the meaning
          as defined in the ISDA 2002 Equity Derivatives Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          "Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten
          von 2002.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The term "Delisting" has the meaning defined in the ISDA 2002
          Equity Derivatives Definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

FeaturePayment

Description:

Payment made following trigger occurence.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyReference)

• A reference to the party that receives the payments corresponding to this structure.

There can be one occurance of the following structure; Choice of either

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

• The trigger level percentage.

Or

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

• The monetary quantity in currency units.

time (zero or one occurrence; of the type TimeTypeEnum)

• The feature payment time.

currency (zero or one occurrence; of the type Currency)

• The currency in which an amount is denominated.

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

• The feature payment date.

Used by:

• TriggerEvent/featurePayment

Schema Fragment:

<xsd:complexType name="FeaturePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Payment made following trigger occurence.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:choice>
      <xsd:element name="levelPercentage" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="de">
            Triggerniveau, ausgedrückt als Prozentsatz.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            The trigger level percentage.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="amount" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The monetary quantity in currency units.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="time" type="TimeTypeEnum" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The feature payment time.
        </xsd:documentation>
      </xsd:annotation>
    </xsd: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="featurePaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Datum der aus dem Optionsmerkmal resultierenden Zahlung.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The feature payment date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

FXFeature

Description:

A type for defining FX features.

Figure:

Contents:

fxFeatureType (exactly one occurrence; with locally defined content) ...

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

Attribute: fxFeatureTypeScheme (xsd:anyURI)

• The type of FX feature

fxRate (zero or one occurrence; of the type xsd:decimal)

• The rate of exchange.

fxSource (zero or one occurrence; of the type FxSpotRateSource)

• The source of the rate of exchange.

Used by:

• EquityOption/fxFeature

Schema Fragment:

<xsd:complexType name="FXFeature">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Devisenbestandteilen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining FX features.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="fxFeatureType">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Art des Devisenbestandteils.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The type of FX feature
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:string">
            <xsd:attribute name="fxFeatureTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2003/fxFeatureType-1-0"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="fxRate" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Wechselkurs.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The rate of exchange.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fxSource" type="FxSpotRateSource" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Quelle des Wechselkurses.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The source of the rate of exchange.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Knock

Description:

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

Figure:

Contents:

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

• The knock in.

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

• The knock out.

Used by:

• EquityOptionFeatures/knock

Schema Fragment:

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

---

MergerEvents

Description:

A type for defining the merger events and their treatment.

Figure:

Contents:

shareForShare (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

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

shareForOther (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

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

shareForCombined (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

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

Used by:

• ExtraordinaryEvents/mergerEvents

Schema Fragment:

<xsd:complexType name="MergerEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Fusionen und deren Behandlung.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A type for defining the merger events and their treatment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Einstandspreis für die ursprünglichen Aktien nach Fusion
          beinhaltet ausschließlich neue Aktien.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The consideration paid for the original shares following the
          Merger Event consists wholly of new shares.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Einstandspreis für die ursprünglichen Aktien nach Fusion
          beinhaltet ausschließlich Barmittel/Wertpapiere (keine neuen
          Aktien).
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The consideration paid for the original shares following the
          Merger Event consists wholly of cash/securities other than
          new shares.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Einstandspreis für die ursprünglichen Aktien nach Fusion
          beinhaltet sowohl Barmittel/Wertpapiere als auch neue Aktien.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The consideration paid for the original shares following the
          Merger Event consists of both cash/securities and new shares.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Trigger

Description:

Trigger point at which feature is effective

Figure:

Contents:

There can be one occurance of the following structure; Choice of either

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

• The trigger level.

Or

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

• The trigger level percentage.

Used by:

• TriggerEvent/trigger

Schema Fragment:

<xsd:complexType name="Trigger">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Trigger point at which feature is effective
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element name="level" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="de">
            Trigger-Niveau.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            The trigger level.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="levelPercentage" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="de">
            Triggerniveau, ausgedrückt als Prozentsatz.
          </xsd:documentation>
          <xsd:documentation xml:lang="en">
            The trigger level percentage.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

TriggerEvent

Description:

Observation point for trigger

Figure:

Contents:

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

• A Equity Derivative schedule.

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

• The trigger Dates

trigger (exactly one occurrence; of the type Trigger)

• The trigger level.

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

• The feature payment.

Used by:

• Barrier/barrierCap
• Barrier/barrierFloor
• Knock/knockIn
• Knock/knockOut

Schema Fragment:

<xsd:complexType name="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Beobachtungspunkt für das Trigger-Ereignis.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Observation point for trigger
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Zeitplan für Aktienderivate.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          A Equity Derivative schedule.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="triggerDates" type="DateList" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Trigger-Tage.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The trigger Dates
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="trigger" type="Trigger">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Trigger-Niveau.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The trigger level.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="de">
          Aus dem Optionsmerkmal resultierende Zahlung.
        </xsd:documentation>
        <xsd:documentation xml:lang="en">
          The feature payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Global Simple Types

The schema does not contain any global simple types.

---

Full XML Schema

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